The right numbers
Win rate, average gain and loss in R, expectancy, profit factor, worst drawdown, average duration. Fees and slippage counted.
Swing trading backtest
A ten-year swing trading backtest, without writing a line of code
A trading rule is neither good nor bad until it has been measured. Build your entry and exit conditions in the strategy builder, run the backtest over ten years of data, read the win rate, the average gain and the worst drawdown. Then let the scanner apply what holds.
Free during the open beta, no credit card. A backtest eliminates the ideas that did not hold; it predicts nothing.
What a swing trading backtest has to count
Most backtests lie by omission. They forget fees, the slippage between the price seen and the price obtained, the stocks that no longer exist, the exits that were impossible on a gap. A rule that makes 0.3% per trade before fees loses money after them.
The Sweengs backtest includes fees and slippage in the computation, never as an option. It returns the win rate, the average gain and average loss in R, the profit factor, the worst cumulative drawdown and the average trade duration. Those are the numbers to read; total return alone says nothing.
Backtesting without code
The strategy builder composes entry and exit conditions from the interface: moving averages, RSI, new-high breakout, volume, a NOT operator to exclude a market context. Conditions can be grouped and nested. An optimiser sweeps the whole range of a parameter, to see whether a rule holds over a zone or only on one value, which is the signature of overfitting.
The result reads as a few cards and an equity curve. Our post Lire un backtest sans se mentir (in French) explains what to look at first.
From the backtest to the daily scan
A strategy that holds over ten years becomes a strategy the scanner applies every evening to 2,291 stocks. Same rule, same levels: what you measured is what you trade. Eighteen ready-made strategies have already been tested this way, and the tests that led us to reject some, including the ones that prove us wrong, are published on the Verdicts page.
Every real trade then feeds the journal and the track record. The backtest says what a rule would have done; the track record says what it does.
What the backtest returns
Robustness
An optimiser over the full range of a parameter and walk-forward validation, to tell a solid rule from a lucky setting.
What comes next
The validated strategy moves to the daily scanner, then to the journal. Backtest, scan, trade, review: one chain.
How a backtest runs
- You compose the entry and exit conditions, or start from one of the thirteen strategies.
- You enter your fees; slippage is applied by default.
- The backtest runs over ten years of daily history.
- You read the numbers, adjust, or send the rule to the scanner.
Questions about the backtest
What data are the backtests based on?
Ten years of daily history. A backtest measures what a rule would have returned in the past, under idealised conditions, without liquidity friction and with the fees you enter. Past performance is no guarantee of future results.
Can I backtest a swing trading strategy without coding?
Yes. Every condition is built from the interface. No code is needed to create, test or scan a strategy.
How do I avoid overfitting?
By reading robustness rather than the best result: a rule that only holds on one precise parameter value is a lucky setting. The optimiser sweeps the whole range to show it.
How much history per plan?
Two years on the Discovery plan, ten years on the Momentum plan. Everything is open during the beta.
Past performance of the strategies shown does not predict future results. Sweengs is an educational and decision-support tool, neither investment advice nor portfolio management. The application is available in English; some site pages remain in French.