Backtest Lab

See how your strategy performed historically

Select your trading conditions, and we'll analyze approximately two years of NSE historical data to show how often similar setups reached the target before the stop loss. Historical results only—not predictions or investment advice.

For research and educational purposes only — not investment advice.

Data window
2024-06-20 → 2026-06-24

Start with a ready-made setup

Build your setup

Pick the conditions that define your setup and leave anything you don't care about blank. Every condition is tested using only the data that was available on each historical day — no hindsight.

Trend & volume

How far price is from its 60-day high. e.g. −4 to 1 = coiled just under the breakout.

Average daily price swing. e.g. 3 to 6 = a steady, tradable range.

Up over the last 20 days but quiet over the last 10 — a pause after a move.

Momentum gauge (0–100). e.g. 40 to 70 = strong but not overbought.

How far above/below the 50-day average. e.g. −3 to 8 = near support, not extended.

Skip illiquid or penny stocks. e.g. 50 to 5000.

Then measure what happened next

We check whether price reached your target gain before falling to your stop loss, within the chosen window.

How it works

What we measure

We scan every past trading day across NSE stocks and find each occasion your conditions were met. For each one we then look forward 10–20 trading days and record how often price reached your target, how often it hit your stop first, and the typical move — giving you a historical hit rate instead of a hunch.

How to read the results

A broad universe gives a healthy sample, but two years only spans a couple of market conditions — so always check the breakdown below the headline numbers. A small sample (flagged above) or a result driven by a single condition is less reliable. This is a study of what happened, not a forecast or a recommendation.