Both run every selected strategy through historical candles.
Quick Sim — Uses the Timeframe you selected (1m, 15m, 1h, etc.). Fast, good for screening.
Deep Sim — Ignores your selected timeframe and always runs on 1-minute candles for finer entry/exit precision. Slower and more CPU-heavy.
Parameter Sweep
Runs every combo of the selected Timeframes × Risk Modes and ranks them by the metric you pick. Example: if you select 15m + 1h and Normal + Aggressive, it runs 4 backtests and shows the winner.
Metric — the score used to rank combinations. Total P&L = raw profit. Sharpe = risk-adjusted return. Profit Factor = gross wins ÷ gross losses. Max Drawdown = lowest peak-to-trough drop (lower is better).
Count — number of valid combinations tested.
Walk-Forward Optimization
Instead of picking one best strategy for the whole date range, walk-forward simulates "adapting" over time. It checks which strategy worked best recently, then trades only that one for the next few days, then repeats.
Example with Train Days = 14 and Test Days = 7:
Window 1: Look at days 1-14 (train). Test each strategy on those 14 days and rank them by the Metric.
Pick the Top N strategy (e.g. only the best one).
Trade that strategy on days 15-21 (test). These are real simulated trades.
Window 2: Move forward 7 days. Look at days 8-21 (train). Rank again. Trade the new best strategy on days 22-28 (test).
This keeps sliding until the end of the date range.
Train Days — how many past days to look at when deciding which strategy is currently strongest. No trades happen here; it's only for comparison.
Test Days — how many days forward to actually trade the strategy you just selected.
Metric — the score used to pick the strongest strategy during each train period.
Top N — how many strategies to carry forward. Top N = 1 means only the single best strategy trades in each test period.
The final result is the sum of all test-period trades. If the strategy keeps working in the test periods, it is likely robust and not just curve-fitted to one lucky period.
Aggressive — tighter stops, larger targets, more trades.
Allowed Days
Days of the week allowed to open new trades. Use to exclude weekends or low-liquidity sessions.
Combination Mode
Independent — every selected strategy trades on its own; up to 10 open trades at once.
Portfolio — only one open trade at a time across all selected strategies.
Confluence — ALL selected strategies must fire on the exact same candle AND agree on direction before a trade opens.
Window Confluence — ALL selected strategies must fire within the last N candles AND agree on direction. Easier than same-candle confluence but still strict.
Minimum Confluence (Recommended) — at least N selected strategies must agree on direction within the window. Pick N with the "Minimum agreeing strategies" input. Example: select 5 strategies and set N=2, and a trade fires whenever any 2 of them align. This is the most practical way to combine strategies.