Backtesting

Know how your rules behave before money is at risk

Brokers do not provide historical data for options that have already expired, so a lot of automation goes live without a real test. Every strategy we automate is backtested on our own data archive first.

The data behind it

Minute-level options data

One-minute prices for every strike of the main Indian index options, over several years, including expired contracts.

Tick-level data

Tick data for checking what happened inside a minute, where a rule depends on it.

Index data

The index itself, minute by minute, for rules that read the spot price.

What your backtest report shows

  • Every trade: entry and exit time, strikes, prices and the rule that closed it
  • Profit and loss by day, by month and by year
  • Drawdowns and losing streaks, not just the totals
  • Estimated brokerage and charges
  • Days with no trade, and the reason
  • When we develop an idea with you: each version compared side by side

Honest by design

The same rules as live

The backtest runs the same rules the live algo will run, not a simplified version.

No hindsight

At every moment a rule only sees data that was available at that moment.

Bad days included

Gap openings, expiry days and fast markets are part of the test, not filtered out.

Then paper trading

After the backtest, the algo runs on live prices with simulated orders, and live days are compared with their backtest.

Have a strategy, or an idea?

Tell us about it on WhatsApp. A few lines are enough to start.

WhatsApp +91 79720 96337

Trading in derivatives involves risk of loss. Backtested or past results do not guarantee future returns. Tickwork does not give investment advice.