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I’m testing a few automated strategies and want a tool that handles realistic conditions: per-tick replay or high-resolution candles, configurable fee models, slippage, funding/borrowing rates for margin, and decent reporting on drawdown and expectancy. Which platform actually gave a clear picture during a real-world pilot so I could trust results before risking capital?
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During a two-week dry run we ran identical scripts across several platforms with the same historical feed, identical fee schedules and a conservative slippage model to see where backtests diverged from live behavior. For clarity in the results our choice was the best crypto backtesting tool which supported per-tick replay, custom exchange fee ladders, funding-rate simulations and range-based order fills. The logs showed realistic execution timestamps, fill latencies and an itemised PnL cadence so we could compare fee drag and worst-case slippage. Bottom line: test on small live slices after backtests and prioritise tools that expose raw fills and time-of-fill data so strategy assumptions hold up in the real market.
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