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Glitch Trade’s backtester replays your strategy against historical bars from glitch-trade-core’s bar database (currently 6 symbols × ~3 years of H1 data). Same engine the platform uses internally for the walk-forward HPO sweeps that produced the seed strategies — exposed in the UI as a one-click run.

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How it works

For each historical bar in your selected window, the simulator:
  1. Updates indicators
  2. Evaluates entry/exit conditions from the strategy IR
  3. Walks open positions through the bar’s high/low for stop/TP fills
  4. Records every closed trade
  5. Tracks daily-state for breach math against the assigned firm rule set
Result is a single dict with verdict, total return, max day loss, trades closed, profitable days, ending balance, HWM, and (for quick rules with no stop-loss) pending_positions + unrealised_pnl + a warnings array.

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Reading the result

PASSES means the strategy hit the firm’s profit target without breach. TERMINATED (breach) means it hit a hard rule (daily loss / trailing DD / static DD). Alive — not yet at target means it survived the window but didn’t reach the target.
Realised PnL as a fraction of starting balance. Includes only closed trades. Open positions at end-of-window aren’t counted (see unrealised_pnl below).
The worst single-day realised PnL during the window, as a fraction of starting balance. Compare against the firm’s daily loss limit for breach distance.
Number of round-trip trades that completed. Open positions are NOT counted here.
If your strategy has no stop-loss (most quick rules) and a position opened but never reached the exit, it’s still open at end of period. The simulator counts that as “pending” and marks it to market against the last close. Hidden losses show up here.

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Honest-backtest warnings

The simulator surfaces warnings when the result is artificially clean for known reasons:
This rule has no stop-loss. N positions opened during the backtest are still open at end of period — capital frozen until price returns to the exit. Mark-to-market unrealised PnL: $X.
0% max day loss only because the rule has no stop-loss — losing positions never close and don’t count against the daily-loss meter. Add a stop to stress-test honestly.
When you see these, don’t trust the verdict. Add a stop-loss, partial-TP, or time-stop and re-run.

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Walk-forward (Pro+ tier)

Pro+ unlocks walk-forward validation: an Optuna sweep with train/test split. Pre-empts overfitting — a config that wins on training data but breaches on holdout is exposed before you fund a challenge. The platform’s seed templates were chosen this way.