Backtest one entry strategy across a whole market instead of a single chart: up to 1,700 US stocks per run, 24 crypto coins or 20 forex pairs. Add a market-regime filter, choose the exit, and compare every run side by side. Free with a ChartingLens account.
Most backtests ask whether a rule worked on one chart. The Strategy Simulator asks whether it works across a market. It runs one entry strategy over every symbol in a universe on daily bars, simulates the exit for every signal, and rolls the results into one row of statistics.
It lives on its own page at chartinglens.com/simulator, not inside the chart. It needs a ChartingLens account, it is free on every plan, and runs do not use AI credits.
Sign in with Google on the simulator page, or sign in through the chart app and come back. Every universe, entry strategy, filter and exit model is available on the Free plan.
Pick the Universe: US stocks, Crypto (24 coins) or Forex (20 pairs). The strategy and filter lists change to match it.
Choose an Entry Strategy and, optionally, a Regime Filter. Each option describes exactly when it fires.
Pick the Exit Model (Fixed %, ATR stop or Swing-low stop) and set Max Hold (days).
Lookback (days) sets how far back entries can come from. Max Symbols sets how many symbols one run tests.
Tick any Coin Conditions that must hold on the entry day, and One position per symbol so trades on a symbol never overlap.
Click Run Backtest. The result lands at the top of the Comparison table. Change one setting and run again.
Every simulated trade is a long (buy) trade, entered at the close of the day the strategy fires.
Background reading: the golden cross and death cross and Bollinger Bands strategies.
A regime filter drops entries on days the wider market is against the trade. None (no regime filter) takes every signal.
Crypto and forex also offer Coin Conditions that must all hold on the entry day: Price > 200-day SMA and 25-day EMA > 350-day SMA, plus Coin/BTC > its 50-day SMA and Coin/BTC up 5%+ in 20 days for crypto.
The two dynamic models ignore Take Profit and Stop Loss and keep every stop between 1% and 35% of price. Max Hold defaults to 28 days (up to 120). Lookback runs from 30 to 365 days for stocks and up to 1,780 for crypto and forex.
Random (control) is an entry strategy that fires on about 5% of days, chosen at random. It answers the question every backtest should face: does this idea beat chance?
Run your exits with Random (control), then run your real entry with the same exits, filter and universe. If the strategy cannot clearly beat the random row, its results come from the exit or the market's drift, not the entry. The random entries and the stock sample change every run, so repeat the control a few times. Our guide on how to backtest a trading strategy covers the method.
Every run is its own row, newest on top. Keep everything else fixed and change one setting, and the difference between two rows is the effect of that change.
Clear Results empties the table, and it is not kept after you leave the page. The first run over a set of symbols has to fetch their price history; after that the data is cached and re-runs come back faster.
ChartingLens has two backtesters, and they answer different questions.
A fixed menu of entries, filters and exits, run across hundreds or thousands of symbols on daily bars. Aggregate statistics, one row per run. Free with an account.
Describe rules in plain English in AI Chat and test them on the chart you are looking at, with trade markers, a Trade Log and a Monte Carlo & Stress Test. Presets cost one AI credit; custom rules are Premium.
A practical workflow: find an entry that holds up across a whole market here, then test the exact rules on one chart with the AI Strategy Backtester, or practice the setup candle by candle in Bar Replay.
Run Random (control) and your entry with identical exits. The gap between the two rows is what the entry adds.
Run a 20-day high breakout with no filter, then with SPY > 200-day SMA, and compare win rate and profit factor.
Keep the entry and switch the Exit Model from Fixed % to ATR stop to see whether volatility-sized stops change the result.
Switch the Universe to Crypto, keep the entry, and add the BTC > 200-day SMA filter to see whether the idea survives a market that trades every day.
Comparing tools? See our roundup of the best backtesting software in 2026.
| Feature | Free ($0) | Premium ($14.99/mo) | Pro ($29.99/mo) |
|---|---|---|---|
| Strategy Simulator (account required) | Included | Included | Included |
| US stocks, 24 crypto coins, 20 forex pairs | Included | Included | Included |
| Symbols per run | Up to 1,700 | Up to 1,700 | Up to 1,700 |
| Every entry strategy, regime filter and exit model | Included | Included | Included |
| AI credits per simulator run | None | None | None |
| On-chart AI backtests (one chart) | Presets, 1 AI credit each | Presets and custom rules | Presets and custom rules |
Yes. It is free on every plan, including Free. You need a ChartingLens account and must be signed in on the simulator page. Runs do not use AI credits.
Up to 1,700 US stocks per run, sampled at random from a list of about 1,870. The crypto universe has 24 coins and the forex universe has 20 pairs.
No. The simulator runs a fixed menu of entry strategies, filters and exit models. To backtest rules you write yourself, describe them in AI Chat and use the AI Strategy Backtester on a chart, where custom strategies are Premium.
It enters on about 5% of days at random. Run it with the same exits as your real strategy: if your strategy cannot beat the random row, its entry signal is not adding an edge.
No. ChartingLens has no brokerage connection and never places orders. The simulator replays historical daily bars and reports what the rules would have done.
It is the sum of every closed trade's percent return, with each trade weighted equally and no compounding. Trades still open at the end of the data are left out.
Create a free account, then open the simulator and run your first whole-market backtest.
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