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Backtests in GinArea

What Is a Backtest?

A backtest is the testing of a trading strategy or bot on historical data. In GinArea, backtests allow traders to check the effectiveness of their settings without risking real funds.

Backtests in our system are built on tick data, not candles. This means that every individual trade in market history is taken into account, making the result as accurate as possible and close to real trading.

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GinArea Backtest Features

Tick Data

Unlike candle-based backtests, where only candle closes and averaged values are considered, our backtests model every trade.

This allows you to see exactly how the bot would have performed during real market movement, including long sideways periods, slippage, and short-term price spikes.

Historical Coverage

At the current stage, data for the last 2 years is available. At the same time, you can test a period of up to 1 year within this 2-year window.

Backtests can be run on all 4 supported exchanges: Bybit, OKX, BitMEX, and KuCoin, using real historical market data.

Backtest Types

Strategies are available for all bot types: Default Grid / Auto Grid / Dynamic Grid / DCA / Indicator Grid.

Availability

At the first stage, backtests are available to everyone. You only need to have exchange API keys connected in our system and a balance greater than 0.

Backtests are currently free, allowing traders to evaluate strategies without additional costs.

Limits and Notes

  • Maximum number of simultaneously running backtests: 3 per session
  • Chart visualization is designed for convenient analysis, with emphasis on profit minimums and maximums to reflect real risk more accurately
  • Testing takes exchange fees into account, but does not include the funding fee

Access to backtests helps beginners understand bot mechanics faster and work with GinArea more effectively.