Backtesting
Backtesting that lives in Excel. Pick a signal, compose your exits, and run it against decades of daily data — on one ticker or hundreds — with realistic frictions and every metric that matters. It's the proof engine under everything else StrategyXL does.
Each with its own parameters, and each runnable long, short, or both:
Stack any combination of stop-loss, trailing stop, break-even, profit target, time exit, and scale-out. A Mirror Exit toggle decides whether the signal's own reversal closes the trade — so an "enter at RSI 30, exit at 70" rule behaves exactly as you intend.
Gate entries with up to three conditions that all must pass — MA position, a trend filter, RSI range, MACD position, a volume filter, or an ATR filter — to trade a setup only in the regime you want.
Run a single symbol to study it closely, or batch the same rule across hundreds of names to see where an edge holds and where it doesn't. Tag a batch so you can pull the whole cohort back later. Every run — single or batch — is auto-saved to Results History, so nothing you test is ever lost.
The results are honest ones. Fills happen at the next bar's open with adverse slippage and optional commission; dividends are credited as cash while a position is held; signals are computed on a split-only basis and returns on a total-return basis. You get Total Return, CAGR, Max Drawdown, Sharpe, Calmar, Profit Factor, exposure, a full trade log, and a buy-and-hold benchmark — the numbers you need to trust or reject a rule.
Not $165 to $2,400 every year. An optional annual renewal keeps the research and live-data feeds current — everything else is yours to keep.
StrategyXL is a research and testing tool — everything it shows is raw material for your own analysis, not a signal service and not financial advice.
Questions? — every message gets a real reply.
