Most backtesting tools use generic price data. SuperTrader backtests against how you actually trade — your entries, your exits, your slippage, your psychology.
Strategy Backtest
VWAP Reclaim · 87 trades
The problem with traditional backtesting
TradingView shows you how a strategy performed on a price chart. SuperTrader shows how it performed in your hands — accounting for your execution, your timing, your specific entries and exits.
Historical price backtests assume perfect execution. You don't execute perfectly. Your backtest should include your actual slippage and entry quality — because those costs are real.
With platform backtests, you're simulating historical bars. With SuperTrader, you're analyzing trades you actually made — every sample is real, every result is yours.
How it works
Select a strategy tag, asset class, time window, and market condition filter. Tags are labels you attach to trades — VWAP Reclaim, Opening Range Break, whatever your setups are called.
All trades matching your parameters are isolated and analyzed. The engine computes win rate, expectancy per trade, max drawdown, and Sharpe ratio from your actual closed trades.
Your equity curve, best conditions, and performance by day-of-week and session appear instantly. Walk-forward results show whether your edge holds out-of-sample.
Live demo
Change the strategy, asset class, date range, or condition. Results recalculate from pre-built demo data.
Backtest · 87 trades
VWAP Reclaim · Equities · Last 12 months
Equity curve
Win rate by day of week
Win rate by session
Run two strategy tags against the same date range and see both equity curves on the same chart. The setup with the higher expectancy is your primary edge — the other is draining capital.
VWAP Reclaim
64% WR · +$187/trade
Opening Range Break
51% WR · +$89/trade
Equity curve comparison — Last 12 months
Walk-forward test · VWAP Reclaim · 2026
Train
Jan–Mar
Test
Apr
Train
May–Jul
Test
Aug
Train
Sep–Nov
Test
Dec
WR
64%
WR
61%
WR
67%
WR
63%
WR
65%
WR
60%
Testing against your full history causes overfitting — the strategy looks great because you're testing on data it was tuned to. Walk-forward splits your history into alternating train and out-of-sample test periods.
If your win rate holds in the test segments, you have a real edge. If it collapses, the strategy was curve-fitted to historical data. Most backtesting tools don't show you this.
Your strategy might be profitable in high-VIX environments but a coin flip on quiet range days. Condition filters slice your backtest to reveal exactly when your edge shows up — and when it disappears.
Filter by: VIX level, earnings week, economic event day, market trend type, session time. Each filter updates the equity curve and win rate in real time.
Win rate by market condition · VWAP Reclaim
How it compares
FAQ
Your trade history is the most accurate dataset you'll ever have. Use it.