Auto Backtester
Overview
The Auto Backtester, a unique feature exclusive to Lune Trading, takes the labor-intensive process of backtesting and simplifies it into an automated, user-friendly experience. It has the capability to sift through over 100 distinct strategy combinations and settings, enabling traders to swiftly identify potentially profitable strategies with the mere click of a button.
Settings
Auto Backtester (Dropdown Options) | Description |
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Size | Customize your Dashboards size. |
Location | Customize your Dashboards location. |
Sort By Best (Dropdown Options) | Description |
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Win Rate | Filter the Win Rate results from Highest to Lowest. |
Profits | Filter the Net Profit results from Highest to Lowest. |
Profit Factor | Filter the Profit Factor results from Highest to Lowest. |
Sensitivity Range (User Input) | Description |
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Minimum | The minimum value that can be backtested. |
Maximum | The maximum value that can be backtested. |
Step | The incremental change per backtest. |
Velocity Range (User Input) | Description |
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Minimum | The minimum value that can be backtested. |
Maximum | The maximum value that can be backtested. |
Step | The incremental change per backtest. |
Risk Amount % Range (User Input) | Description |
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Minimum | The minimum value that can be backtested. |
Maximum | The maximum value that can be backtested. |
Step | The incremental change per backtest. |
Risk Ratio Range (User Input) | Description |
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Minimum | The minimum value that can be backtested. |
Maximum | The maximum value that can be backtested. |
Step | The incremental change per backtest. |
Reward Ratio Range (User Input) | Description |
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Minimum | The minimum value that can be backtested. |
Maximum | The maximum value that can be backtested. |
Step | The incremental change per backtest. |
Settings (User Input) | Description |
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Maximum Lookback | The maximum amount of candles that can be backtested. |
Backtesting Limiter | Limit how many backtests can take place at once. If you are experiencing timeouts you should lower this value. |
How To Use
Launch the Backtest:
After configuring your desired parameters, initiate the backtest. The system will start analyzing past data, considering the strategies and settings you've chosen.
Result Analysis:
Upon completion, the Auto Backtester will present a detailed report comprising various performance metrics for each strategy combination.
Explore this list to identify strategies that resonate with your trading preferences. Look beyond just profitability - consider metrics like drawdown, win rate, and profit factor.
Strategy Implementation:
Once a strategy catches your eye, save its specifics. Begin testing it, either on a demo account or with limited capital, to gauge its real-time performance.
Refinement:
If the results aren't up to your expectations, there are several avenues for enhancement:
Generate New Results: Increase Maximum Lookback setting by 1. This will provide you with a new set of results. You can also refresh the page or the app to generate new results.
Trade Management: Adjust settings like stop loss, take profit, and other trade management parameters to fine-tune the strategy.
Time Filters: Modify the specific times or days the strategy operates to avoid unfavorable market conditions.
Trade Conditions Filters: Integrate additional conditions or constraints to the strategy to ensure it only trades under optimal scenarios.
Iterative Approach:
The beauty of the Auto Backtester is the ease with which you can run multiple tests. Regularly tweak and retest to continually refine and improve your strategy.
Proceed with Caution:
Even with a tool as powerful as the Auto Backtester, always remember that past performance doesn't guarantee future results. Use backtested strategies as a foundational guide but remain vigilant and flexible in real-time market conditions.
By combining the innovative Auto Backtester with a diligent and methodical approach, traders can enhance their chances of uncovering strategies that align with their trading goals and risk tolerance.
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