Options Backtester

Test your strategies

Browse millions of options backtests! Our best-in-class backtesting engine goes back to 2007. You can also run your own custom backtests for over 5,000 symbols and 25 strategies.

Browse Millions of Backtests

We ran a mind-boggling amount of backtests, and we are giving them all to you. Search, filter, and rank millions of backtests for several popular symbols and strategies. Filter performance based on annual return, Sharpe ratio, max drawdown, and more. Quickly see the days to expiration and strike deltas for each leg, along with other entry criteria like spread / stock. Explore different stop losses and profit targets, along with various entry triggers like VIX, SMV, 14-day RSI, IV Percentile, and Slope Percentile.

View Intraday Trade History

Take a deep dive into the backtest performance by viewing each individual trade and the corresponding P&L. See the entry and exit times, along with the entry and exit prices. You can also see the implied volatility at the time of entry and exit, along with all the Greeks. Drill down to the minute and uncover the root cause of why the trade price moved.

Create Custom Backtests

The same backtesting engine used to test millions of strategies is also available for you to use on your own custom strategies. With end-of-day data going back to 2007 for over 5,000 symbols, we have everything you need to start rigorously testing your ideas. You can backtest any type of bullish, bearish, or neutral strategy, include calendars, butterflies, and condors. Included in the backtest parameters are the standard entry and exit criteria, as well as over 700+ proprietary indicators.