ScalpSignal Strategy Tester 2.0
Backtest historical CSV data locally in your browser. No broker connection, no live signals and no orders.
Upload CSV with date,open,high,low,close. Include volume to enable VWAP. Rows must be in ascending time order.
Backtest results
Educational prototype. Long-only, one position, all available equity per trade. Signals use completed candles and entries/exits occur at the following bar's open. Intrabar stops and targets use OHLC; when both are touched in one bar, stop-loss is assumed first. Overnight gaps fill at the worse of open or stop for stops. VWAP resets at each calendar date shown in the CSV; ensure dates reflect the intended trading session. Indicators are initialized using available prior bars. No leverage, contract sizing, financing, taxes, partial fills or exchange-specific fees. Percentage costs are estimates; futures require instrument-specific tick values and commissions. CSV is processed locally, not uploaded. Hypothetical results do not predict future performance.