Backtesting
Configure a backtest and check candle coverage
Choose session parameters and confirm the actual source, interval, and returned date range.
The New backtest form defines the dataset and simulated execution assumptions. The returned coverage may be narrower than the requested dates.
Session fields
Set the session name, instrument, requested dates, starting balance, leverage, execution timeframe, and chart timeframe. Choose an intrabar policy, maximum candle volume percentage, commission model, slippage model, and whether short selling is allowed.
Sources and coverage
Crypto sessions use public Binance candle data. Other supported instruments use Yahoo Finance. Provider limits apply, especially to intraday history. Futures and index presets are marked as proxies; they are not contract-specific futures or cash index feeds. After the session is created, compare the provider symbol, candles pinned, and effective start and end dates with your request. Dates snap to the returned candles.
If coverage is insufficient, choose a shorter date range or a coarser interval and create another session. Do not assume missing periods were interpolated. Read execution assumptions.