Full feature comparison
| Feature | Free | Pro | Quant |
|---|---|---|---|
| Backtests per month | 10 | 100 | Unlimited |
| Data sources | Alpaca + Bybit | Alpaca + Bybit | Alpaca + Bybit |
| Timeframes | Daily, hourly, minute | Daily, hourly, minute | Daily, hourly, minute |
| Sharpe, Sortino, Calmar | ✓ | ✓ | ✓ |
| Max drawdown, CAGR | ✓ | ✓ | ✓ |
| CSV and JSON export | ✓ | ✓ | ✓ |
| PDF tearsheet | — | ✓ | ✓ |
| Share card (PNG) | — | ✓ | ✓ |
| Priority queue | — | — | ✓ |
| API access | — | — | Coming soon |
| Support | Community | Priority email | Dedicated |
What does backtester.run actually do?
backtester.run translates plain-English trading strategy descriptions into institutional-grade backtests. You describe your entry and exit rules — moving average crossovers, RSI thresholds, stop-losses, position sizing — and the platform validates the rules, converts them into a zipline strategy, and runs a full event-driven backtest on live historical data from Alpaca (US equities) and Bybit (crypto).
The result is not just a P&L number. Every backtest returns a full set of risk-adjusted metrics: Sharpe ratio, Sortino ratio, Calmar ratio, CAGR, maximum drawdown, win rate, and profit factor. The equity curve, drawdown chart, and trade log are all included. Pro and Quant plans add a PDF tearsheet formatted for sharing.
No Python required. No Pine Script. No data ingestion. The Free plan is permanent — not a trial — giving you 10 backtests per month at no cost.
Which plan is right for you?
Free — for exploring
You are testing your first strategies, learning what a Sharpe ratio means in practice, or evaluating whether backtester.run fits your workflow. Ten backtests per month is enough to validate a handful of ideas with no financial commitment.
Pro — for active strategy development
You are iterating on strategies regularly — adjusting parameters, testing variations, comparing results across assets and timeframes. 100 backtests per month covers serious development work, and the PDF tearsheet lets you document and share results professionally.
Quant — for production strategy research
You are running systematic strategy research at volume — walk-forward analysis across multiple assets, Monte Carlo simulations, parameter sensitivity sweeps. Unlimited backtests, priority queue, and dedicated support. API access is coming for programmatic integration.
How backtester.run compares to alternatives
TradingView's Strategy Tester requires Pine Script and uses a simplified bar-replay model. Zipline and backtrader require Python, environment setup, and data ingestion. QuantConnect requires C# or Python and a steep learning curve. backtester.run removes all of these barriers while running on the same zipline engine that powers institutional backtests.
For a full comparison, see backtester.run vs TradingView and Zipline vs Backtrader.
Frequently Asked Questions
- Is backtester.run free to use?
- Yes. The Free plan gives you 10 backtests per month at no cost, with no credit card required to sign up. Free backtests include all data sources (US equities via Alpaca, crypto via Bybit), all timeframes, and the full set of risk-adjusted metrics — Sharpe ratio, Sortino ratio, maximum drawdown, CAGR, and win rate.
- What counts as one backtest?
- Each strategy run counts as one backtest regardless of the time period tested or the number of assets. Running the same strategy with different parameters counts as separate backtests. Walk-forward analysis runs (which execute multiple windows) count as one backtest per window.
- Can I cancel my subscription at any time?
- Yes. Subscriptions are monthly and can be cancelled at any time. You retain access to your plan until the end of the billing period. There are no cancellation fees and no long-term commitments.
- What is included in the PDF tearsheet?
- The Pro and Quant PDF tearsheet includes: equity curve, drawdown chart, monthly returns heatmap, trade log summary, and the full set of performance metrics (Sharpe, Sortino, Calmar, CAGR, max drawdown, win rate, profit factor). It is formatted for sharing with investors or partners.
- What is the priority queue on the Quant plan?
- Backtest jobs are queued on shared infrastructure. During peak hours, standard jobs may wait 30–90 seconds before starting. Quant plan jobs go to a dedicated queue and typically start within 5 seconds regardless of system load.
- Do you offer refunds?
- If you are unsatisfied within the first 7 days of a paid subscription, contact support and we will issue a full refund. After 7 days, refunds are handled case by case.