Backtesting
Closed bars only. Fills the next open. Fees and slippage applied. Same risk engine as paper. In-sample vs out-of-sample is a 70/30 split of the window — not a parameter search.
Research-Backed Backtest
Frozen crypto time-series momentum on BTC, ETH, BNB, XRP, ADA, SOL, DOGE. Uses the lookback currently set in AI Settings (1-day daily or 20/30/60). Up to ~10 years of live daily bars. Missing coins are omitted, never invented. Version A is the base strategy. Version B is the same rules plus a deterministic 7-question filter (not an LLM on historical bars). Daily lookback will print more trades and is not the published 30-day sample.