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Free strategy backtester: what retail setups actually survive?
We backtested the most common retail trading strategies on 5 years of real 1-minute data across 32 markets - forex majors and crosses, indices, gold, oil, crypto - net of realistic costs. Over 250,000 simulated trades. Pick any combination below and see the unedited result. No signup, no paywall.
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Method: 15-minute execution on 5 years of 1-minute-derived data, stop checked before target inside each bar (pessimistic), round-trip costs subtracted on every trade, positions time-capped, and no look-ahead: indicator signals only enter on the bar AFTER they form. That last one matters - when we first ran this matrix with a subtle look-ahead bug, the RSI strategy showed +0.33R per trade; fixed, it shows ~0.00R. Most backtests you see online never fix it. R = risk unit (1R = the distance to your stop). Past performance never guarantees future results; this tool is educational, not investment advice.
Raw retail setups rarely survive real costs across years. An edge needs validated filters, the right markets, and disciplined management - and it must survive out-of-sample testing, year-by-year checks and falsification. That gauntlet is exactly how the tgsignals algorithm earns its live trades, published with receipts in real time, free, on our Telegram channel @tgsignals_preview.