Strategy Lab
Test multiple fast-trading ideas against historical OHLC candles. Compare momentum, pullback and breakout logic with spread, slippage, stop-losses and take-profits included. Nothing here sends orders to XM or any broker.
1. Load historical candle data
Export a CSV from MT5 with columns for time, open, high, low, close. Column names can be case-insensitive; extra columns are ignored. Data is read in your browser and is not uploaded.
2. Backtest assumptions
Risk sizing is an estimate based on price distance and equity. Currency contract sizes, commissions, swaps, margin and broker execution rules are not modelled here.
Strategy engines
Performance overview
Strategy comparison
| Strategy | Trades | Win rate | Net P/L | Profit factor | Max drawdown | Readout |
|---|---|---|---|---|---|---|
| No backtest results yet. | ||||||
Recent simulated trades
| Strategy | Side | Entry candle | Exit candle | Entry | Exit | P/L | Exit reason |
|---|---|---|---|---|---|---|---|
| Trade records appear after a backtest. | |||||||
This simulator uses candle data, so it cannot know the true intrabar price path. When both stop-loss and take-profit are touched in the same candle, it assumes the stop-loss occurred first, a conservative assumption. It does not include every real-world execution risk.