SuperChart backtest

Backtest

Pair

Leg A×

Leg B×

Contracts A Contracts B Fee A (R$) Fee B (R$) Fills Slippage (ticks)

Days

From To

Rule

Rule's bars Strategy

Signal Lookback (bars) Enter at |z| Exit Exit at |z| Stop at |z|

Session

No entry before Until Max hold (min) Stop loss (R$)

Close at the end (Until, and each day's last bar)

Optimize

Vary Values And Values Rank by Min. trades

Walk-forward

Train (days) Test (days)

Fills: from the second after the signal, each leg at its first trade on the fill's side (a buy at the ask, a sell at the bid), plus slippage; both legs in that second. Statistics from the bars before each bar only.

Choose a pair, the days and a rule, then Run backtest. It runs on the B3 tick store (ClickHouse), every second of the days chosen.