About BacktestLab

BacktestLab is a platform for building trading strategies without code, testing them on historical data with all trading costs, and running the same strategy as a bot on MetaTrader 5. It is built by the BacktestLab team.

Why we built it

Most backtests look better than live trading for three reasons: costs are left out, the bot is a rewritten copy of the tested idea, and the result is tuned to the history it was tested on. BacktestLab is built around removing these three gaps.

How results are calculated

Strategies are assembled from steps: a zone (fair value gap, order block, range, level), a trigger (liquidity sweep), a confirmation (break of structure) and an entry. The engine replays them on one-minute bars of more than 100 instruments; higher timeframes are built from M1 on the broker clock.

Every trade includes commission, spread and swap from the broker profile. A result without costs is only available as an explicit choice and is labelled separately. Each result is shown with a reliability assessment: cost per trade relative to the edge, stability across periods, the number of tweaks and statistical significance.

Backtest and bot share one engine

The bot trades with the same code that computed the backtest. It runs in the BacktestLab agent next to the MT5 terminal, so the account trades exactly the tested strategy rather than a rewritten copy.

What we do not do

We do not give investment advice, sell trade alerts or manage money. We do not promise profit: a backtest describes the past, and we publish negative findings as openly as positive ones.

Status

The platform is in beta: it works, but features are still changing. During the beta all features are free, and accounts are created by invitation.