Backtest your strategy on historical data

Until a strategy has been measured against the past it is only an opinion. Gryffin's backtester runs the robot or rules you built over real historical candles and reports the result as numbers.

What gets measured

Trade count, win rate, profit factor, average result in R, worst losing streak and the distribution of outcomes. An average on its own misleads — so the distribution is shown too: if all the profit came from two or three exceptional trades, the average hides that and the distribution does not.

Why spread matters in a backtest

Many strategies that are profitable on paper lose money purely to trading costs. With a tight stop on a low timeframe, the spread can eat a large share of your entire edge. Always read backtest results through that lens.

Backtesting does not replace practice

A backtest tells you what the setup did in the past; it does not tell you what you do under pressure. Market replay is the better tool for that — you step forward candle by candle and decide without seeing the future.

Who it is for

• Anyone who has just built a strategy
• Traders checking whether a setup has a real edge
• Anyone about to let a robot run

Frequently asked questions