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Once your strategy is finalized, you’re ready to run a backtest. This tutorial walks through every setting in the QuickRun panel.

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Open the QuickRun panel

The QuickRun panel opens automatically after you finalize a strategy. You can also open it anytime from the strategy detail page.

Configure backtest parameters

Select the strategy version

Make sure the selected version is the one you want to test (it should show Ready status).

Select a trading pair

Choose from the currently supported pairs:
Trading PairDescription
BTCUSDTBitcoin / USDT
ETHUSDTEthereum / USDT
SOLUSDTSolana / USDT

Set the timeframe

TimeframeBest for
1dMedium and long-term trend strategies
4hSwing trading
1hIntraday to short swing
15mShort-term strategies
All timeframes are available on every plan. The difference between plans is how many bars (and therefore how far back) a single backtest can scan.

Set the backtest period

Pick a preset or enter a custom date range: 1M · 3M · 6M · 1Y · 2Y · YTD · Custom How far back you can look depends on your plan:
PlanMax bars per backtest~15m lookback~1h lookback
Free5,00052 days208 days
Plus100,0002.85 years11.4 years
Pro500,00014.3 years57 years
Note: Pro covers near-full history for the currently supported symbols while keeping a 500k-bar safety cap per backtest.

Set the initial capital

The default is $10,000 USD. You can set any amount from $100 to $1,000,000,000.

Choose an execution preset

Open Advanced to pick an execution preset — this is the easiest way to set realistic trading conditions:
PresetWhat it does
WorkspaceUses your saved workspace defaults. New workspaces start at zero fees and no slippage.
Market BaselineRealistic crypto spot scenario: 6 bps maker / 10 bps taker fees, ATR x0.25 slippage (capped to 2–20 bps).
Stress TestSame fees, but with harsher slippage: ATR x0.40 (capped to 4–30 bps).
New backtests default to your Workspace preset. You can update your workspace defaults anytime in Settings > Backtest Defaults.

Fill assumptions

Traseq handles order execution automatically — you don’t need to configure fill logic. Here’s how it works:
  • Signal entries and exits fill at the next bar open.
  • Take-profit orders use a limit / gap fill.
  • Stop-loss and trailing-stop orders use a stop / gap fill.
  • Fees and slippage are applied after the fill price is determined.

Trading fees

The fee summary comes from your workspace backtest defaults. New workspaces start with 0% / 0% maker/taker — update this in Settings > Backtest Defaults to match your actual exchange fees.

Slippage

Three slippage models are available:
  • None — no slippage applied
  • Fixed — a constant amount in bps (or ticks for symbols with tick-size metadata)
  • Volatility Scaled — dynamically scales with ATR % or Bar Range %
Note: Slippage only affects market-style fills. Limit fills always execute at the resolved limit or gap price.

Expert settings

For fine-grained control, expand Expert Settings:
  • order routing for entry, exit, and risk orders
  • tiered maker / taker fee schedules
  • ATR period and min / max caps for volatility-scaled slippage
  • portfolio guardrails like max drawdown or max daily loss

Run the backtest

Once you’ve confirmed your settings, click Run Backtest. Traseq will:
  1. Validate your strategy rules.
  2. Queue the backtest.
  3. Show a real-time progress bar.

Credit cost

Before running, the panel shows the estimated credit cost and number of bars to scan.
Estimated research credits ≈ bars scanned / 21,600
For reference, a standard 1h / 90-day backtest scans about 2,160 bars and costs roughly 0.1 research credits.

When the backtest finishes

Traseq takes you to the results page automatically. If the backtest fails, common reasons include:
  • not enough research credits remaining
  • insufficient market data for the selected period
  • strategy conditions were never triggered (no trades)

Next steps