Detection-date context
Start from the candidates available at a historical detection date. Keep that context separate from later price movements so future information does not influence the original selection.
Market Radar
Technical Pattern Backtesting Tool
Aventra Backtest is designed to evaluate Market Radar chart patterns and trading setups across historical cohorts. Compare a research idea using consistent entry, stop, target, and evaluation rules.
Simulation availability
New backtest simulations are temporarily paused while we optimise the production service. This page explains the research workflow; it does not run a simulation. Market Radar and the education library remain available below.
What a structured backtest measures
Consistent risk rules
Specify the entry assumption, position limits, stop-loss, profit target, and tracking period. Apply the same rules to every candidate rather than choosing favourable examples after the event.
Cohort and trade outcomes
Compare target exits, stopped positions, open trades, returns, and risk multiples. Review individual trades alongside aggregate results to see how a few large outcomes affect the totals.
How to prepare a backtest
- Choose the market, timeframe, and chart pattern or setup you want to investigate.
- Define the historical cohort dates and entry, stop, target, and position limits before reviewing outcomes.
- Compare completed and unresolved trades over a consistent tracking period. Keep missing data and unfilled entries visible.
- Review the result across different market conditions. Account for transaction costs and slippage before applying an idea outside a simulation.
Understand the limitations
Historical outcomes are research evidence, not a prediction or a trade recommendation. Results depend on the data coverage, selected universe, execution assumptions, and test period. A high win rate alone does not describe the size of losses, drawdowns, or the reliability of a small sample.