Backtesting Lab

Test Almost Any Trading Idea
in Backtesting Lab

Have a chart pattern you believe in? A favourite RSI or moving-average setup? Your own entry and exit rules? An options strategy? Or a completely custom multi-leg basket?

Bring it to the BRBStox Backtesting Lab and see how it performed across historical market data.

20 Chart Patterns. 130 Ready-to-Test Setups. No-Code Strategy Builder. Options Strategies. Custom Baskets. Advanced Analytics.

One Lab. Five Powerful Ways to Backtest.

You Do Not Have to Test Every Trading Idea in the Same Way

Choose what you want to test.

1

Test Any of 20 Chart Patterns

Choose a supported chart pattern and find out how it performed over time.

Simply select: Pattern → Instrument → Timeframe → Historical Period → Entry & Exit Rules

Test supported patterns on:

Stocks Futures Options Commodities

See how often the pattern appeared, how many trades worked, where it failed and how the results changed across different market conditions.

You can also add filters. For example: Bull Flag + RSI above 55, or Breakout + High Volume + Price above EMA 50.

Do not judge a pattern by one beautiful chart. Test every historical occurrence you can find.

2

Choose From 130 Ready-to-Test Trading Setups

Don't Want to Build a Strategy From Scratch?

Start with a ready-made setup. Change the settings, select the instrument and historical period, and run the backtest.

BRBStox can offer setups across momentum, trend, breakout, pullback, volume, volatility, mean reversion, price action and more.

Moving Average Setups
Fast MA / Slow MA Crossover
EMA 9 / EMA 21 Crossover
EMA 20 / EMA 50 Crossover
EMA 50 / EMA 200 Golden Cross
EMA 50 / EMA 200 Death Cross
Price Crossing Moving Average
Moving Average Pullback
Moving Average Bounce
Moving Average Ribbon Alignment
Triple EMA Alignment
Price Above Multiple Moving Averages
Moving Average Slope Breakout
RSI Setups
RSI Oversold Reversal
RSI Overbought Reversal
RSI 50-Line Crossover
RSI 60 Breakout
RSI 40 Breakdown
Bullish RSI Range Shift
Bearish RSI Range Shift
RSI Bullish Divergence
RSI Bearish Divergence
Hidden Bullish RSI Divergence
Hidden Bearish RSI Divergence
RSI Failure Swing
RSI Reversal From Oversold
RSI Reversal From Overbought
RSI Trend Continuation
MACD Setups
MACD Bullish Crossover
MACD Bearish Crossover
MACD Zero-Line Crossover
MACD Histogram Reversal
MACD Divergence
MACD Trend Continuation
Breakout Setups
Previous Day High Breakout
Previous Day Low Breakdown
Opening Range Breakout
N-Minute Range Breakout
Donchian Channel Breakout
20-Day High Breakout
52-Week High Breakout
Consolidation Breakout
Base Breakout
Channel Breakout
Resistance Breakout
Support Breakdown
Breakout & Retest
Volume-Confirmed Breakout
Inside-Bar Breakout
Pullback Setups
EMA Pullback
VWAP Pullback
Breakout Retest
Support Pullback
Resistance Pullback
Fibonacci Retracement Pullback
Trendline Pullback
Previous Breakout-Level Pullback
First Pullback After Breakout
Shallow Trend Pullback
Mean-Reversion Setups
Bollinger Lower-Band Reversal
Bollinger Upper-Band Reversal
RSI Oversold + Bollinger Band
RSI Overbought + Bollinger Band
Price Deviation From VWAP
Price Deviation From Moving Average
Extreme ATR Move Reversal
Multi-Candle Exhaustion Reversal
Trend Setups
Supertrend Buy/Sell
ADX Trend Breakout
EMA Trend Continuation
Higher-High / Higher-Low Trend
Lower-High / Lower-Low Trend
Ichimoku Cloud Breakout
Price Above VWAP + EMA Alignment
Trend + Momentum Confirmation
Bollinger Band Setups
Bollinger Squeeze
Bollinger Breakout
Bollinger Mean Reversion
Bollinger Band Walk
Bollinger Squeeze + Volume Breakout
Bollinger Band + RSI Reversal
VWAP Setups
VWAP Crossover
VWAP Rejection
VWAP Pullback
VWAP Reclaim
VWAP Breakdown
Price Extension From VWAP
VWAP + Volume Confirmation
Volume-Based Setups
High-Volume Breakout
Low-Volume Pullback
Volume Spike Reversal
Volume Expansion + Price Breakout
Rising Price + Rising Volume
Falling Price + Rising Volume
Volume Dry-Up Before Breakout
Unusual Volume Setup
Volatility Setups
ATR Breakout
ATR Contraction to Expansion
Narrow-Range Breakout
NR4 Breakout
NR7 Breakout
Bollinger Squeeze Breakout
Volatility Expansion After Consolidation
Large-Range Candle Continuation
Large-Range Candle Reversal
Price-Action Setups
Higher High + Higher Low
Lower High + Lower Low
Swing-High Breakout
Swing-Low Breakdown
Inside Bar
Outside Bar
Two-Bar Reversal
Three-Bar Reversal
Pin-Bar Reversal
Failed Breakout
Failed Breakdown
Gap-and-Go
Gap-Fill
Opening-Drive Continuation
Candlestick Setups
Bullish Engulfing
Bearish Engulfing
Hammer
Shooting Star
Morning Star
Evening Star
Piercing Pattern
Dark-Cloud Cover
Three White Soldiers
Three Black Crows
Doji Breakout
Marubozu Continuation

Choose a setup. Change the parameters. Run it again.

See what actually changes.

3

Build Your Own Strategy Without Coding

Your Rules. Your Strategy.

If you already have a trading idea, use the No-Code Strategy Builder. Create conditions using simple IF / AND / OR rules.

IF

  • Price is above EMA 50
  • AND RSI is above 55
  • AND Volume is greater than average

THEN

Enter a Buy Trade

EXIT WHEN

  • Target is reached
  • OR Stop-loss is hit
  • OR Your exit condition occurs

Build strategies using supported:

Price conditions
Indicators
Volume
Candlestick conditions
Patterns
Time conditions
Multi-timeframe conditions
Entry rules
Exit rules
Targets
Stop-losses
Trailing stop-losses

No programming required.

4

Test Prebuilt Options Strategies

Choose the Strategy. Change the Rules. Run the Test.

Select from available prebuilt options strategies and test them using historical options data.

Choose:

Index or stock
Strategy
Expiry
Strike selection
Entry time
Exit time
Quantity
Target
Stop-loss
Re-entry rules

Test bullish, bearish, neutral and multi-leg strategies. Modify supported legs and compare different variations.

Prebuilt strategies are provided for testing and learning and are not trading recommendations.

5

Build and Backtest Your Own Basket

Create the Position You Actually Want to Test

Build your own multi-leg basket using supported:

Stocks Futures Calls Puts

Then apply rules to the complete basket. For example:

Enter: 9:30 AM
Basket Target: ₹5,000
Basket Stop-Loss: ₹3,000
Exit: 3:15 PM
Re-entry: Maximum 1
Trailing Stop-Loss: Enabled

Test the complete strategy instead of analysing each leg separately.

And Then the Real Analysis Begins

Running a Backtest Is Only the Beginning

The Backtesting Lab is designed to help you understand why the result happened.

6

Compare Strategies Side by Side

Which Version Actually Performs Better?

Compare multiple strategies or variations together.

StrategyTradesWin RateProfit FactorMax Drawdown
RSI Below 3083042%1.1818%
RSI Below 2551038%1.3113%
RSI Below 2028034%1.489%

A higher win rate does not always mean a better strategy.

Compare the complete picture.

7

Parameter Explorer

Find Out How Sensitive Your Strategy Is

Instead of testing just one setting, test a complete range.

RSI: 20 to 40
Stop-Loss: 0.5% to 3%
Target: 1% to 6%

Compare the results and see whether the strategy remains consistent when the settings change.

This helps answer an important question:

Does the strategy really work—or did I simply find one lucky historical setting?

8

Market Condition Analysis

Find Out Where Your Strategy Works Best

A strategy does not behave the same way in every market. Analyze results separately during supported market conditions such as:

Bullish markets
Bearish markets
Sideways markets
Trending markets
Non-trending markets
High-volatility periods
Low-volatility periods

You may discover that a strategy works very well in one environment and poorly in another.

9

Time-of-Day Analysis

Does Your Strategy Work Better at 9:30 AM or 2:30 PM?

For intraday strategies, timing can make a huge difference. Break down performance by time periods such as:

9:15–10:00
10:00–11:00
11:00–12:00
12:00–1:00
1:00–2:00
2:00–3:30

You may discover that most of the strategy's performance comes from a particular part of the trading session.

10

Day-of-Week Analysis

Does Monday Behave Differently From Friday?

Compare performance across:

Monday
Tuesday
Wednesday
Thursday
Friday

Sometimes a strategy's behaviour changes significantly depending on the day. Now you can see it.

11

Long vs Short Analysis

Don't Mix Two Different Behaviours Into One Result

See long and short trades separately. Compare:

Number of trades
Win rate
Average return
Profit factor
Drawdown
Net result

You may find that a strategy works extremely well on one side of the market but poorly on the other.

12

MFE & MAE Analysis

Find Out What Happened Inside the Trade

Maximum Favorable Excursion — MFE

How far did the trade move in your favour before it was closed?

Maximum Adverse Excursion — MAE

How far did the trade move against you before it was closed?

This analysis can help you answer questions such as:

Is my target too?
Is my stop-loss too tight?
How much does a winning trade normally move against me first?
Am I exiting good trades too early?

Sometimes the biggest improvement to a strategy is not the entry.

It is the target or stop-loss.

13

Exit Analysis

A Good Entry Can Still Have a Bad Exit

Test different exit methods such as:

Fixed target
Fixed stop-loss
Risk/reward target
Trailing stop-loss
Indicator-based exit
Opposite signal
Time-based exit
End-of-day exit

Compare them and see how much the exit rule changes the strategy.

14

Position-Sizing Analysis

Test the Strategy With Different Capital Rules

Backtest different position-sizing methods such as:

Fixed quantity
Fixed capital
Percentage of capital
Fixed risk per trade
Stop-loss-based position sizing
Compounding
Non-compounding

The same entry and exit rules can produce very different equity curves when position sizing changes.

15

Detailed Performance Metrics

Don't Judge a Strategy From Net Profit Alone

Review important metrics across performance, risk, strategy quality and trade statistics.

Net P&L
Return %
CAGR where applicable
Average trade
Average winner
Average loser
Maximum drawdown
Drawdown duration
Largest loss
Consecutive losses
Average losing streak
Win rate
Profit factor
Expectancy
Payoff ratio
Risk/reward
Recovery factor
Total trades
Winning trades
Losing trades
Average holding period
Long trades
Short trades

One number never tells the whole story.

16

Equity Curve & Drawdown Curve

See the Journey, Not Just the Final Result

View how the strategy's simulated capital changed over time.

Equity Curve — See periods of growth, stagnation and decline.

Drawdown Curve — See how deeply and how long the strategy fell below its previous peak.

Two strategies can make the same final profit and still have completely different risk profiles.

17

Open Every Trade on the Chart

See Exactly What Happened

Click any trade from the results and open it directly on the chart. Review:

Entry
Exit
Target
Stop-loss
Indicators
Pattern
Setup
Price movement before and after the trade

Statistics tell you what happened.

The chart can help you understand why.

18

Study Winners and Losers Separately

Find the Common Behaviour

Filter the results to study:

Only winning trades
Only losing trades
Stop-loss trades
Target trades
Large winners
Large losers
Short-duration trades
Long-duration trades
Long trades
Short trades

Then inspect those trades on the chart.

Sometimes the losing trades have something in common. Sometimes the winning trades do too.

19

Save Different Strategy Versions

Never Lose a Good Experiment

Create versions such as My RSI Strategy — V1, V2 and V3. Keep your earlier versions and compare them later.

Your strategy can evolve without losing the work you have already done.

20

Clone Any Setup

Start With Something Good and Make It Yours

Like one of the BRBStox prebuilt setups? Clone it. Then modify:

Indicators
Settings
Entry conditions
Exit conditions
Target
Stop-loss
Time filters

For example, start with EMA Crossover, clone it and add RSI > 55, ADX > 25 and Volume > Average. Now it becomes your own setup.

21

Combine Multiple Setups

Build More Precise Trading Conditions

Do not restrict yourself to one indicator or pattern. Combine supported conditions. For example:

Bull Flag
AND RSI > 55
AND Volume > 1.5× Average
AND Price > EMA 50

Then test the complete combination historically.

This lets you turn a simple setup into a much more specific trading strategy.

22

Strategy Scorecard

Understand the Strategy at a Glance

Instead of looking only at profit, get a wider view. Your Strategy Scorecard can highlight areas such as:

Profitability — Strong
Drawdown — Moderate
Consistency — Good
Trade Frequency — High
Average Risk/Reward — 1.8
Market Condition Dependence — High

Use the scorecard to quickly identify where a strategy looks strong—and where it deserves more investigation.

23

Validation Testing

Test the Strategy on Data You Did Not Use to Build It

Suppose you develop the strategy using 2021–2024. Now validate it separately on 2025.

This helps you see whether the strategy continued to behave reasonably outside the period used to develop it.

A strategy that looks great on the data used to create it may behave very differently on a separate period.

24

Walk-Forward Testing

Test How the Strategy Holds Up Over Time

Take strategy validation one step further.

Build or refine the strategy on one period
Test it on the next period
Move forward
Repeat

This helps you study whether the strategy remained useful as market conditions changed over time.

25

Robustness Testing

What Happens When Everything Is Not Perfect?

A strategy should not collapse simply because conditions change slightly. Stress-test it by changing supported assumptions such as:

Trade sequence
Entry price
Exit price
Slippage
Target
Stop-loss
Indicator settings
Other strategy parameters

If a change completely destroys the historical result, that is important information.

The objective is not to create the most beautiful backtest.

It is to discover how robust the idea really is.

See What Changed

Modify the Strategy and Let BRBStox Show You the Difference

Change a rule and rerun the backtest. BRBStox can compare the two versions for you.

RSI Threshold: 55 → 60

Trades: 842 → 611
Win Rate: 44% → 51%
Profit Factor: 1.21 → 1.38
Max Drawdown: 19% → 13%
Average Trade: ₹420 → ₹590

Instead of simply seeing a new result, understand what your change actually did.

Historical Options Testing

Test the Option You Would Actually Have Traded

The underlying may move in your expected direction while the option premium behaves very differently.

Where historical options data is available, BRBStox can test using recorded:

Option premiums
Strikes
Expiries
Historical price movement
ITM options
ATM options
OTM options

Test the actual option structure instead of relying only on the underlying chart.

Historical options data may not be available for every strike, expiry or date.

Use Different Instruments

Use the Instrument You Actually Trade

Depending on historical-data availability, test supported:

Stocks

Futures

Options

Commodities

Indices where applicable

From a Simple Idea to Serious Research

Start Simple. Keep Going.

You can begin with something as simple as: Does an EMA crossover work on this stock?

And then keep going. Add RSI. Add volume. Change the stop-loss. Compare targets. Analyze different times of day. Separate long and short trades. Study MFE and MAE. Compare market conditions. Validate on another historical period. Run robustness tests.

That is why we call it the Backtesting Lab.

Backtesting vs Market Replay

They Solve Different Problems

Backtesting Lab

Does this strategy perform consistently across historical data?

Define the rules and test them across multiple historical opportunities.

Market Replay

Can I spot the setup and trade it without knowing what happens next?

Experience a historical session manually and make the trading decisions yourself.

Explore Market Replay

Backtesting helps you test the strategy.

Market Replay helps you test yourself.

Backtesting vs Trading Simulator

Strategy Testing vs Trade Practice

Backtesting Lab

Test patterns, setups and trading rules across historical data.

Trading Simulator

Practice placing trades, managing positions and following your process while a simulated market keeps moving.

Explore Trading Simulator

Backtesting tests what you want to trade.

Trading Simulator helps you practice how you trade.

Who Is the Backtesting Lab For?

Built for Traders Who Want Evidence

Pattern Traders

Test chart patterns across hundreds of historical occurrences.

Technical Traders

Test indicators, price action, momentum, volume and trend setups.

Intraday Traders

Analyze time of day, exits, targets, stop-losses and market conditions.

Options Traders

Test prebuilt strategies, historical options and custom baskets.

Strategy Builders

Create your own systems using the No-Code Strategy Builder.

Advanced Traders

Use parameter testing, MFE/MAE, strategy comparison, validation, walk-forward and robustness analysis.

Start With an Idea

Then Let the Data Challenge It

1
Choose What You Want to Test

Pattern, prebuilt setup, custom strategy, options strategy or basket.

2
Choose the Instrument

Stock, future, option or commodity.

3
Define the Rules

Entry, exit, target, stop-loss and other supported conditions.

4
Run the Backtest

Let BRBStox find and process the historical opportunities.

5
Analyze

Study performance, drawdown, MFE/MAE, time of day, market conditions and individual trades.

6
Modify and Test Again

Backtesting is not about running one test. It is about asking better questions with every test.

Backtesting Lab

One Subscription. A Serious Strategy-Testing Environment.

Start with the available free trial.

Current subscription prices and billing periods are displayed on the Pricing page and during checkout.

Included in Backtesting Lab

20 Chart Patterns
130 Ready-to-Test Setups
No-Code Strategy Builder
Prebuilt Options Strategies
Custom Multi-Leg Baskets
Historical Options Testing
Stocks, Futures, Options & Commodities
Strategy Comparison
Parameter Explorer
Market Condition Analysis
Time-of-Day Analysis
Day-of-Week Analysis
Long vs Short Analysis
MFE / MAE Analysis
Exit Analysis
Position-Sizing Analysis
Detailed Performance Metrics
Equity Curve
Drawdown Curve
Trade-by-Trade Chart Review
Winner / Loser Analysis
Strategy Versioning
Clone & Modify
Multi-Setup Combinations
Strategy Scorecard
Validation Testing
Walk-Forward Testing
Robustness Testing
Automatic Before/After Strategy Comparison

Market Replay and Trading Simulator are separate BRBStox products.

Frequently Asked Questions

Common Questions About Backtesting Lab

No. Use the No-Code Strategy Builder to create supported trading rules without writing code.

BRBStox can provide 130 ready-to-test setups across moving averages, RSI, MACD, breakouts, pullbacks, mean reversion, trend, Bollinger Bands, VWAP, volume, volatility, price action and candlestick strategies.

The Backtesting Lab supports 20 chart patterns for historical testing.

Yes. Modify supported parameters and run the backtest again. You can also clone a setup and turn it into your own strategy.

Yes, where supported. For example, you may combine a chart pattern with RSI, volume, moving averages and other conditions.

Yes. For supported intraday tests, results can be analyzed across different periods of the trading session.

MFE shows how far a trade moved in your favour. MAE shows how far it moved against you. They can help you study whether your targets and stop-losses are appropriate for the strategy.

Yes. You can compare supported entry, exit, target and stop-loss variations. The Parameter Explorer can also help compare ranges of settings.

Yes. Select from available prebuilt options strategies or create your own supported multi-leg basket.

Yes, where historical options data is available. Availability may vary by instrument, strike, expiry and historical period.

Yes. Save different versions and compare their historical results.

Validation Testing lets you test a strategy on a separate historical period from the one used to develop or refine it. This can help you evaluate whether the strategy's behaviour continues outside the original test period.

Walk-Forward Testing repeatedly tests a strategy across later historical periods to study how it behaved as market conditions changed.

No. A backtest only shows how the selected rules behaved on historical data under the assumptions used. Future markets can behave differently. Historical results do not guarantee future performance.

Don't Just Believe the Strategy. Challenge It.

  • Test the pattern.
  • Test the setup.
  • Change the rules.
  • Compare the results.
  • Study the winners.
  • Study the failures.
  • Test different market conditions.
  • Validate it.
  • Stress-test it.
  • Then decide whether the idea deserves your confidence.
Start Backtesting