TestaFi
Backtest strategies without writing code.
Drag rule blocks — RSI, moving averages, breakouts, volatility filters — snap them together with AND/OR logic, and run against real historical bars. The equity curve, drawdown, and every buy/sell marker render live.
Return
+26.3%
Bench
+24.3%
Win %
62%
Max DD
-9.9%
Range
What you actually get.
Rule blocks, not code
RSI oversold, moving average crossover, ATR expansion, gap-up-hold. Compose them with AND/OR. Undo/redo like a real editor.
Live equity curve
Every change to a rule re-runs the backtest instantly. You see the equity curve, buy/sell markers, and running P&L update in real time.
Realistic execution
Fills happen at the next bar's open by default. No look-ahead bias. Optional slippage and commission knobs to sanity-check gross returns.
Preset templates
Nine curated templates covering trend-following, mean reversion, and momentum. Fork any of them into your own rule set with one click.
Sector comparison
Pro: run the same strategy against 5 tickers side-by-side to see which regimes it actually works in, not just the one you picked to demo.
Save & share
Every strategy is versioned in your account. Share a URL to a specific backtest — the reader sees exactly what you saw.
Frequently asked.
What indicators are supported?
RSI, MACD, moving averages (SMA/EMA), Bollinger Bands, ATR, breakouts, gap logic, price vs prior close/high/low, and volume-relative signals. New blocks ship regularly based on what users request.
What's the historical data range?
Up to 5 years of daily bars from Yahoo Finance for US equities and ETFs, adjusted for splits and dividends. Hourly bars power the 1M window today, with full intraday coverage coming to Pro.
Does TestaFi handle short selling?
Yes — every rule block supports a short leg with the same slippage, fees, and stop logic as the long side, so hedged and long/short strategies backtest end to end.
How is TestaFi different from other backtesters?
No Pine Script or code — you compose rules visually and the engine re-runs the full backtest in milliseconds, so tweaking a threshold feels instant. Fills happen at the next bar's open against real OHLC (never the signal bar's close), and every metric is annualized against the true bar interval.
Can I bring my own data?
Custom CSV upload lands on Pro so you can backtest against your own tick data, alternate feeds, or private universes. Everyone starts on Yahoo's coverage of the US majors on day one.