Test sideways-market ideas without lying to yourself.

Upload OHLC data, define the sideways-regime rules, and run a conservative mean-reversion backtest that only uses information available at each decision point.

Leak-awareNo look-ahead logic in the strategy pass.

Friction-awareSpread proxy via slippage and fees is built into every trade.

OperationalReview win rate, drawdown, trades, and daily distribution before touching live capital.

Inputs

Strategy controls

Start with uploaded OHLC data. The engine uses only historical bars up to each decision point, then simulates entries on the next bar.

Upload CSV

Binance market data

SymbolIntervalBars

Public Binance spot candles for fast crypto hypothesis testing before broader data-source work.

CSV data

Required header: timestamp,open,high,low,close

Signal lookbackRegime lookbackTrend cap %Range cap %Min mean crossesEntry z-scoreStop loss %Take profit %Max hold barsFee per side %Slippage per side %

Outputs

Backtest readout

Treat this as a filter, not as permission to trade live. The question is whether the edge survives unseen data, costs, and paper trading.

No result yet.

Upload or paste OHLC data, adjust the range-trading rules, then run the backtest.