strat-test

Helping traders develop and test their trading ideas.

Trading ideas are everywhere. They're in books and journals, on YouTube and all over social media. Scroll through a few charts and you can see some of them working, but that doesn't tell you how an idea really behaves over time.

strattest takes an idea back to its starting point, the thinking behind it, and works through it until every rule and every interpretation is written down and nothing is left to chance. Then the idea is tested under different market conditions, and the results are presented as they are.

Animated equity curves for EURUSD, gold and Bitcoin, plotted side by side from the same start date

How it works

  1. 01

    Your strategy

    However you trade it today.

  2. 02

    Exact rules

    Settled with you, every choice written down.

  3. 03

    The test

    Years of data, no hindsight.

  4. 04

    The results

    As they are, good or bad.

Tested strategies

Every test has its own repository with the notebook, the data and the results, so anyone can rerun it.

Equity curves for the first 4H candle re-entry test across EURUSD, gold and Bitcoin

first-4h-candle-reentry

A YouTube scalping strategy, written as exact rules and tested across three markets.

markets
EURUSD, gold, Bitcoin
data
5+ years, 5-minute
trades
about 3,100 per market
per trade
-0.025R to +0.010R
drawdown
80R to 118R
costs
not included

Not tradeable as it is, but worth a closer look.

View the repo