AI Backtesting - Build and Test Trading Strategies on WealthLearn
WealthLearn's AI backtesting workspace lets you build, test, and review algorithmic trading strategies without writing code. Describe a strategy in plain English with QuantCodeGPT, run backtests across up to five years of data, and review results across Overview, Trade Analysis, Risk Analysis, Regime Analysis, Monte Carlo, and Prop Firm Sim tabs.
What You Can Build
- Entry signals from moving averages, momentum indicators, volatility measures, volume conditions, and price structure
- Long and short side conditions, each described in plain English
- Filter conditions that gate entries when market regime, volume, or volatility conditions are not met
- Exit conditions using profit targets, stop-loss levels, trailing stops, time-based exits, and indicator-based reversals
- Risk controls including maximum open risk, position sizing, and daily loss limits
What a Backtest Shows
- Overview: net profit, win rate, profit factor, max drawdown, Sharpe ratio, average trade return
- Trade Analysis: full trade-by-trade log with entry, exit, direction, duration, and return per trade
- Risk Analysis: drawdown depth, drawdown duration, Sharpe, Sortino, Calmar, and risk-adjusted return
- Regime Analysis: performance split across trending, ranging, high-volatility, and low-volatility periods
- Monte Carlo: probabilistic equity path simulation to stress-test outcomes beyond the single historical sequence
- Prop Firm Sim: rule-based simulation against prop firm drawdown and profit constraints
From Backtest to Automation
Strategies that pass backtesting review in WealthLearn have two execution paths. DelDirect is a local-first desktop app for prop firm futures traders, included with WealthPro+: export the strategy file, import it into DelDirect, connect Topstep or ProjectX, and run automated execution locally on your own machine. The AlgoAgent live automation lane is separate and sits on ProMAX: connect your own brokerage through SnapTrade (Binance, Moomoo, Coinbase, Wealthsimple, Webull, Robinhood, Interactive Brokers, Questrade, Kraken, Alpaca, and more) and run approved strategies live in your own browser on your own live data across stocks, ETFs, futures, and crypto. Paper-test first.
Frequently Asked Questions
- What markets can I backtest on WealthLearn?
- WealthLearn supports strategy testing on equities, major indices, and futures markets.
- How far back does WealthLearn data go?
- WealthLearn backtests run across up to five years of historical price data.
- What is the difference between Regime Analysis and a standard backtest?
- A standard backtest gives a single aggregate result. Regime Analysis breaks performance down across distinct market conditions: trending up, trending down, ranging, high-volatility, and low-volatility periods. This reveals whether a strategy is regime-dependent or consistent across different market environments.