Backtesting

Strategies run over history against the simulated venue.

Simulated venue only. Simulated results do not predict live results.

What runs

The engine with the Simulated venue and recorded or synthetic market data, in memory or read from the data catalog.

No look-ahead

A strategy never sees data timestamped after the clock. The independent review checked this in every callback at command latencies of 0, 2 and 7 nanoseconds.

Result

Fills, orders, positions, an equity curve, run statistics, a run digest, and optionally an HTML tear sheet.

Limits

Top of book only, no queue position, no depth. Simulated results do not predict live results.