Backtesting

Read the full history before you deploy.

Every algorithm on WaiTrade ships with a complete performance breakdown — not a cherry-picked return number. Here's what that includes and why it matters.

Full trade-by-trade history

Every algorithm's backtest is broken down into monthly returns, trade distribution, rolling Sharpe, and exposure over time — not just a single headline return figure.

Risk-adjusted metrics, not just returns

Sharpe ratio, Sortino ratio, profit factor, maximum drawdown, recovery factor, and win rate are shown together on every algorithm page, because return alone is a misleading way to compare strategies.

Sample size you can trust

Trade count is surfaced next to every performance figure — a strategy with a handful of trades is flagged for what it is: not yet statistically meaningful.

Risk classification checked against behavior

A 'Low Risk' label is cross-checked by WaiTrade AI against what the equity curve and drawdown history actually show, not accepted at face value from the developer.

Want to run your own?

If you're building or testing a strategy of your own in MetaTrader 5, read our full walkthrough on running a meaningful backtest in the Strategy Tester — realistic costs, avoiding overfitting, and reading the results correctly.

Read the guide

Frequently asked questions

Does a strong backtest guarantee live performance?

No. A backtest — however rigorous — is a simulation against historical data, and markets evolve. Past performance, backtested or live, never guarantees future results. Read our guide on how to backtest a trading bot for how to interpret one correctly.

How many trades should a backtest have before I trust it?

There's no universal threshold, but a few dozen trades is not enough to draw reliable conclusions. Favor strategies with several hundred trades or more, spread across different market conditions — trade count is shown on every WaiTrade algorithm page for exactly this reason.

What's the difference between a backtest and live tracking?

A backtest simulates a strategy against historical data before deployment. Live tracking records actual results after deployment. Both matter — a strategy that performs consistently across both is far more credible than one validated only in a backtest.

Browse Backtested Algorithms