Running a Backtest
Simulate your strategy on real NSE historical data before risking anything.
From the builder or a strategy card, click Backtest. Quondex runs a high-fidelity simulation on local NSE historical (Parquet) data.
Requirements
- At least one instrument selected.
- Historical data must exist for that symbol and period (NSE equities are supported). If none is found, the backtest reports "No historical data for the selected date range" rather than a silent empty result.
What it does
- Loads OHLCV for your instruments and timeframe.
- Computes your indicators and evaluates entry/exit rules bar by bar.
- Applies your order config and risk limits.
- Produces metrics, an equity curve and a full trade log.
Results are cached — re-running an unchanged strategy returns instantly. Change the logic and it re-runs.
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