Backtesting & Analytics

Strategy Lab

See how the AI arbitrage strategy would have performed under different risk and selectivity settings.

Strategy Parameters

Tune selectivity and risk tolerance

Minimum net spread: 0.20%

Max risk score: 60

Capital per trade: $5,000

Backtest window: 30 days

Starting capital: $100,000

Backtests model trade frequency, win rate, and drawdown from your selectivity settings using a Monte Carlo method grounded in observed live spread distributions.

Configure your strategy parameters and run a backtest to see projected performance.