Find the flaws in your trading strategybefore the market finds them for you.
Backtest Labs is a no-code platform for backtesting stock and crypto trading strategies against real historical data.
Build any strategy you can think of
60+ configurable nodes including 35+ premade technical indicators. Combine them, or use operator nodes to build your own custom indicators from scratch. No code, no limits on logic.
See the full picture, not just a P&L
9 chart categories ranging from candlestick price action and trade distribution to calendar returns and rolling risk metrics. Compare any of them side-by-side with four multi-chart layouts.
Know if your results are real
10 statistical validation tools test whether your edge holds up or if you're just curve-fitting. Monte Carlo, Trade Sequence, Hold-Out, Market Regime, Rolling Window, Cost Stress, Execution Robustness, Parameter Sensitivity, Walk-Forward, Overfitting Detection.
Trade like it's real before it is
Realistic execution simulation with configurable commission models, slippage, margin trading, position sizing, and dividend reinvestment. Your backtest should match how you'd actually trade.
Stocks and crypto. Any timeframe.
US equities and global crypto with years of real historical data. Test on 1-minute bars or monthly candles. Intraday scalping to position trading.
Take it with you
Export validated strategies as Pine Script or Python. Pull your data as CSV or PDF. BacktestLabs is where you validate. You trade wherever you want.