> ## Documentation Index
> Fetch the complete documentation index at: https://docs.traseq.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Run Your First Backtest

> Configure the QuickRun panel and launch a backtest for a finalized strategy.

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

## Try it now

* [Start free and follow along in Traseq][first-backtest-start-free]

## 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 Pair | Description     |
| ------------ | --------------- |
| **BTCUSDT**  | Bitcoin / USDT  |
| **ETHUSDT**  | Ethereum / USDT |
| **SOLUSDT**  | Solana / USDT   |

### Set the timeframe

| Timeframe | Best for                              |
| --------- | ------------------------------------- |
| **1d**    | Medium and long-term trend strategies |
| **4h**    | Swing trading                         |
| **1h**    | Intraday to short swing               |
| **15m**   | Short-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:

| Plan | Max bars per backtest | \~15m lookback | \~1h lookback |
| ---- | --------------------- | -------------- | ------------- |
| Free | 5,000                 | 52 days        | 208 days      |
| Plus | 100,000               | 2.85 years     | 11.4 years    |
| Pro  | 500,000               | 14.3 years     | 57 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:

| Preset              | What it does                                                                                                      |
| ------------------- | ----------------------------------------------------------------------------------------------------------------- |
| **Workspace**       | Uses your saved workspace defaults. New workspaces start at zero fees and no slippage.                            |
| **Market Baseline** | Realistic crypto spot scenario: `6 bps` maker / `10 bps` taker fees, `ATR x0.25` slippage (capped to `2–20 bps`). |
| **Stress Test**     | Same 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.

```text theme={null}
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

* [Reading Backtest Results](/guides/tutorials/read-backtest-results)
* [Comparing Multiple Backtests](/guides/tutorials/compare-backtests)
* [System Templates](/guides/tutorials/system-templates)

[first-backtest-start-free]: https://app.traseq.com/login?redirectTo=%2Fhome&entry_surface=docs&entry_source=docs_first_backtest_primary_cta&content_id=guides_tutorials_first_backtest&content_type=docs_page&cta_id=first_backtest_start_free&source_page_path=%2Fguides%2Ftutorials%2Ffirst-backtest