Data sources
Where the prices come from
Every result you see was produced by replaying these series. This page says what they are, how far back they go, and what they cannot tell you.
One minute bars from the bid side, aggregated up. Spread is modelled on top, not read from the feed. Source: Dukascopy, the same kind of feed an MT5 broker gives you.
Quoted per troy ounce against the dollar. Rollover breaks are marked, not smoothed over. Source: Dukascopy, the same kind of feed an MT5 broker gives you.
Weekend trading included. No synthetic weekday-only fill. Sources: Dukascopy, the same kind of feed an MT5 broker gives you; Binance spot, not a broker feed — a real gap from what MT5 will show you.
How far back a test reaches depends on the candle. 1 year of M1, 3 years of M5, 5 years of M15 and slower — the finer the candle, the more of them a year holds. A one-minute strategy tested on a year is already reading more candles than a five-year hourly test, and every result names the exact range it used.
How the data is handled
Nothing is read before it could have been known
Every indicator value is computed from candles that had already closed at that moment in the test. A signal on a candle can only use that candle once it is complete.
The spread is modelled, not measured
We fetch one side of the market — the bid — and add a fixed spread per instrument on top of it. So a buy costs you that spread on entry, but it is our number, not the one your broker quoted at that second. Real spreads widen around news and at the session roll; ours does not. That is the single biggest gap between these results and a live account, which is why every test is also run again at 1.5 times those costs.
Gaps are left where they are
Weekend gaps, holiday closes and rollover breaks stay in the series. We do not interpolate a price that did not trade.
Costs are applied, then applied again harder
Every test runs twice: once at our modelled spread and commission, once at 1.5 times those costs. Both numbers are shown on the results screen.
What we do not have
Listed here rather than discovered later, when a rule silently fails to build.
- No equities, indices, futures or options.
- No order book depth, so partial fills on large size are not modelled.
- No economic calendar, so news blackout filters are not something a strategy can ask for yet.
- No live feed. Backtests only; the file you download is what runs live at your broker.