Backtesting

Backtesting means evaluating a trading approach using historical market data instead of live markets. ReplayBureau does this through manual, candle-by-candle market replay with a simulated account.

How backtesting works in ReplayBureau

You start a session on a chosen instrument and historical start date.
The chart shows only candles up to the current replay point. You decide when to move forward.
You place and manage simulated trades as the replay advances, then review the results.

Simulated order management

Market, limit and stop orders.
Stop loss and take profit.
Partial profits and breakeven (Essential and Plus).
A configurable spread and starting equity for each session (default equity $100,000, minimum $5,000).

Navigating history

Play, pause and step through the replay and change the playback speed.
10 timeframes from 1m to 1D.
“Go to” a chosen date (Essential and Plus) or the next New York, London or Asia open (Plus).

Measuring results

Win rate and long/short split on every plan.
Essential and Plus add all statistics, an equity curve and a daily profit and loss calendar.
A Monte Carlo simulation can be run on a session’s closed trades. It requires at least 30 closed trades.
Every trade can be journaled with notes and tags.

Plan limits for backtesting

	Basic	Essential	Plus
Sessions at a time	1	3	Unlimited
Historical data	Up to 1 year	Up to 6 years	Back to 2006

Limitations

Backtesting results are hypothetical. Historical performance does not guarantee future results.

Real markets can differ from a simulation because of factors such as liquidity, execution delays, transaction costs and slippage.

ReplayBureau is a simulation and analysis tool, not a broker. Simulated balances, profits and losses are not real money, and backtesting or paper-trading results do not guarantee future performance.