Strategy-linked backtests
Run the same logic you use live—flag poles, breakouts, confluence rules—against years of OHLCV data before enabling alerts.
Backtest
Prove it on history before you risk capital
MVP v1 includes basic backtesting—not a toy line chart, but a disciplined check tied to your strategies and watchlists. Powered by dedicated Python microservices so stats stay honest and fast.
Research ≠ production
Vitribit separates notebook experiments from live scanners. Only validated strategy versions feed alerts and rankings—so a Friday afternoon idea does not become Monday's blown account.
Backtesting capabilities
Multi-timeframe replay
See how higher-timeframe bias would have filtered lower-timeframe entries. Fewer false positives in live trading.
Realistic assumptions
Spread, slippage, and session filters—because a backtest that ignores friction is a marketing chart, not research.
Expectancy & drawdown
Win rate alone lies. Vitribit reports expectancy, max drawdown, and streaks so you know survivability.
Regime breakdown
Discover when a strategy works—trending vs ranging, high vs low volatility—not just aggregate returns.
Export & compare
Compare multiple strategies on the same symbol set. Choose what earns a slot on your watchlist.
Workflow
- 01Select watchlist symbols (stocks, crypto, or FX).
- 02Choose attached strategies and date range.
- 03Python backtesting workers compute signals and P&L paths.
- 04Review confluence alignment vs raw indicator hits.
- 05Enable live alerts only for strategies that pass your bar.
MVP v1 · Opportunity Scanner
Backtest first. Trade with evidence.
Create an account to run MVP backtests on your watchlists and strategies—then promote only what survives data.
Accounts opening soon · No automated trading promises · Decision-support only