RunRox

RunRox - Backtesting System (SM)

RunRox - Backtesting System (SM) is designed for flexible and comprehensive testing of trading strategies, closely integrated with our RunRox - Signals Master indicator. This combination enhances your ability to refine strategies efficiently, providing you with insights to adapt and optimize your trading tactics seamlessly.

The Backtesting System (SM) excels in pinpointing the optimal settings for the RunRox - Signals Master indicator, efficiently highlighting the most effective configurations.

Capabilities of the Backtesting System (SM)

  • Optimal Settings Determination: Identifies the best configurations for the Signals Master indicator to enhance its effectiveness.
  • Timeframe-Specific Strategy Testing: Allows strategies to be tested over specific historical time periods to assess their viability.
  • Customizable Initial Conditions: Enables setting of initial deposit, risk per trade, and commission rates to mirror real-world trading conditions.
  • Flexible Money Management: Provides options to set take profits and stop losses, optimizing potential returns and risk management.
  • Intuitive Dashboard: Features a user-friendly dashboard that visually displays all pertinent information, making it easy to analyze and adjust strategies.

Trading Flexibility Across Three Modes:

Dual-Direction Trading: Engage in both buying and selling with this mode. Our dashboard optimizes and identifies the best settings for trading in two directions, streamlining the process to maximize effectiveness for both buy and sell orders.

Buy-Only Mode: Tailored for traders focusing exclusively on purchasing assets. In this mode, our backtester pinpoints the most advantageous sensitivity, speed reaction, and filter settings specifically for buying. Optimal settings in this mode may differ from those used in dual-direction trading, providing a customized approach to single-direction strategies.

Sell-Only Mode: Perfect for strategies primarily based on selling. This setting allows you to discover the ideal configurations for asset sales, which can be particularly useful if you are looking for optimal exit points in long-term transactions or under specific market conditions.

Here's an example of how profits can differ on the same asset when trading using two distinct strategies: exclusively buying or trading in both directions.


Above in the image, you can see how one-directional trading influences the results of backtests on historical data. While this does not guarantee future outcomes, it provides insight into how the strategy's performance can vary with different trading directions.

As you can also see from the image, one-directional trading has affected the optimal combination of settings for Sensitivity, Speed Reaction, and Filters.

Stop Loss and Take Profit

Our backtesting system, as you might have gathered, includes flexible settings for take profits and stop losses. Here are the main features:

  • Multiple Take Profits: Ability to set from 1 to 4 take profit levels.
  • Fixed Percentage: Option to assign a fixed percentage for each take profit.
  • Trade Proportion Fixation: Ability to set a fixed size from the trade for securing profits.
  • Stop Loss Installation: Option to establish a stop loss.
  • Break-Even Stop Loss: Ability to move the stop loss to a break-even point upon reaching a specified take profit level.

These settings offer extensive flexibility and can be customized according to your preferences and trading style. They are suitable for both novice and professional traders looking to test their trading strategies on historical data.


As illustrated in the image above, we have implemented money management by setting fixed take profits and stop losses. Utilizing money management has improved indicators such as profit, maximum drawdown, and profit factor, turning even historically unprofitable strategies into profitable ones. Although this does not guarantee future results, it serves as a valuable tool for understanding the effectiveness of money management.

Additionally, as you can see, the optimal settings for Signals Master have been adjusted, highlighting the best configurations for the most favorable outcomes.

Disclaimer:

Historical data is not indicative of future results. All indicators and strategies provided by RunRox are intended for integration with traders' strategies and should be used as tools for analysis rather than standalone solutions. Traders should use their own discretion and understand that all trading involves risk.

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