Create, backtest & refine trading strategies

The Strategy Tester is TrendSpider's no-code backtesting engine. You describe a strategy in natural language or build it with point-and-click menus (entry conditions, exit conditions, risk rules), then run it on decades of historical data to see how it would have performed. It reports trade-by-trade results and summary metrics like Sharpe ratio, Sortino, win rate, reward-to-risk, and maximum drawdown, so you can judge whether a strategy is worth trading live before risking real capital.

Yes. TrendSpider's Strategy Tester lets you define entry and exit conditions (including take-profit, stop-loss, and trailing-stop triggers) through point-and-click menus, no code required. Backtest your strategy idea and when you are ready to go live, strategy bots deploy the same logic forward as alerts that can fire to any webhook or email/SMS.

TrendSpider's Strategy Tester supports backtesting on any timeframe from 1-minute intraday up through yearly. A single backtest is capped by candle count (default 10,000, upgradable on higher-tier plans) or by a date range you set, so the calendar span depends on the timeframe you pick. Up to 50+ years of history is stored for symbols with that much coverage, so while a single run won't span all of it, you can backtest across different windows of that full history. For current per-plan candle limits, see our pricing page.

You can backtest any asset class, composite symbol or breadth symbol TrendSpider supports on charts, including US-listed equities from NYSE, NASDAQ, US options via OPRA, US futures from the CME Group, ETFs, cryptocurrencies, and forex. Strategies use the same data, indicators, and conditions as the charting engine, so a strategy you build for an equity can be pointed at a futures contract or a crypto pair without rewriting it. A full breakdown of supported exchanges and asset classes is on our market data page.

Yes. The Strategy Tester has a unified "Trade cost" input (set as a percentage or a flat dollar amount per trade) that you use to model commissions, slippage, or both rolled together, so reported performance reflects realistic cost drag rather than frictionless results.

Yes. Strategies can use conditions from a different symbol as part of the entry or exit logic, so you can add market-context filters to a single-name strategy. A common pattern is building a strategy for NVDA that only triggers when SPY or QQQ is above its 50-day moving average, so the trade requires both a setup on the target ticker and an agreeable broader-market regime. This avoids maintaining separate scans or strategies to enforce the same filter.

Each backtest returns a detailed performance report including total return, Sharpe ratio, Sortino ratio, win rate, average win and loss, reward-to-risk ratio, maximum drawdown, and a trade-by-trade log with the equity curve. For deeper analysis, the Price Behavior Explorer lets you step through each trade in the data set to see exactly what happened around every signal. The KPI table is customizable so you can add many more tabular metrics to match how you evaluate strategies, and TrendSpider marks important metrics with "Go" and "No Go" flags so you can spot issues like a low trade count or extreme drawdown at a glance.

Yes. Any backtested strategy can be turned into a live Strategy Bot in a few clicks. Bots can place trades on your behalf through a supported broker integration or send position-aware alerts that notify you to act manually via Discord, your phone, or email.