Options Backtesting for Traders
An all-encompassing options tool to backtest various options strategies based on earnings results, technical indicators, Candlestick charts, P&F charts and Renko charts.
Intraday and Positional Backtesting
Backtest your intra and positional options trading strategies using historical minute-by-minute data. Backtest multiple options strategies using pre-defined fixed parameters or adjustment-based parameters.
Custom Backtesting
Backtest simple to complex set of custom options strategies on 1-min data with up to 10 different legs. Custom backtesting helps users to backtest and simulate complex, multi-leg strategies, analyze their performance metrics, and optimize their trading plans.
Backtest Summary
Provides a comprehensive overview of the options trading strategy's performance. It offers insights into the strategy's effectiveness, risk management, and capital efficiency, and helps users to refine and optimize their trading approaches.
Calendar View
Calendar View offers a comprehensive analysis of the options trading strategy’s performance, detailing it on a daily and monthly basis for the chosen period. This allows users to gain valuable insights into the strategy’s consistency, volatility, and overall profitability throughout the year, facilitating more informed adjustments and optimizations.
Leg Selection Parameters
Users can fine-tune their strategies by selecting parameters for each leg, allowing them to backtest complex and multi-leg strategies tailored to their trading goals and risk tolerance. By adjusting these parameters, users can test and optimize various scenarios to find the most effective approach for their strategy.
Data Table
Provides a detailed view of the backtesting results, allowing users to analyze performance metrics comprehensively. In the case of custom backtesting, the table offers a leg-wise breakdown, showcasing individual results for each leg of the strategy.
Drawdown
The equity curve illustrates cumulative profit and loss, emphasizing the strategy’s growth and consistency. Meanwhile, the drawdown chart displays peak-to-trough declines, uncovering risk and volatility.
Price Chart & Intraday Table
The price chart displays market movements, while the intraday table provides detailed analysis of trades. For indices, 1-minute data is available, and for stocks, 5-minute data is provided, allowing users to closely examine short-term trading activities and performance.
Option Simulator
Enables users to replay/simulate selected trades from the backtested strategies across various timeframes, with features to auto-play and pause the payoff chart.
Position Chart
Provides a clear visual of how different legs of the options strategy perform relative to the underlying market.
Contact Us: opstra@definedge.com