Skip to main content
A backtest runs one saved strategy version over a historical period. The run stores the exact parameters, metrics, equity curve, trades, and log so you can review the result later.

​
Before you start

  • Save the strategy code and parameters.
  • Confirm the strategy market and symbols.
  • Choose a period that is long enough to cover the intended behavior.
  • Decide whether daily (1d) or minute (1M) data matches the signal.

​
Run the simulation

1

Select a version

Open the strategy detail page and select the version you want to test. A run remains linked to this version even when the strategy changes later.
2

Set the backtest parameters

Set the period, initial capital, commission multiplier, slippage, frequency, and benchmark.
3

Run the backtest

Click Run backtest or ask Qube to run the selected strategy. Qube streams progress and keeps the run in the strategy’s run history.
4

Review the result

Read the key metrics first, then inspect the equity curve, trade details, and strategy log. Use the failure details to fix code or data assumptions before rerunning.
Qube strategy detail page showing backtest parameters, strategy code, completed metrics, equity curve, and trades

Strategy detail page with parameters, code, and backtest results

​
Parameters

If you do not specify a field, Qube uses the current market defaults. Keep the saved parameters with the version when you need a reproducible comparison.

​
Continue