Test your pairs trading strategy before you make a trade with the PairsTrader Backtesting tool. You can simulate entry and exit positions based on key metrics in the PairsTrader System, such as the simple Pair Index indicator or Z-Scored Pair Index. Control how aggressive or conservative the strategy is by requiring various conditions, such as correlation, whether the legs of the pair were cointegrated at the time, and how fast the measured reversal speed was.
You can see aggregate P&L, return, drill down into individual trades and see why a particular position was signaled. Backtested results are automatically incorporated in your charts so you can get a feel for how the strategy performed historically.
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