Backtest Review

Backtest review in AQS is designed to make historical execution easy to interrogate before a strategy moves into live operation.

What you can review

• headline performance metrics
• equity curve development
• trade logs
• commission, swap, and net PnL per trade where available
• insight-level inspection
• state history and execution structure
• rejected and cancelled insight outcomes

Why it matters

The backtest surface mirrors the same inspection model used in live strategy views. That makes it easier to move from research into deployment without changing how you read strategy behaviour.

Working with backtest data

AQE stores backtest results on disk, and AQS reads those results into the desktop review surfaces. You can also inspect the same SQLite files directly in a database client when you need lower-level access.

Reviewing fees

Backtests always execute through PaperBroker, so commission and swap in a backtest come from the fee configuration used for that run. MT5 live deal commission is not inferred during historical execution.

AQS displays fee data from the backtest database:

• trade_log rows include the commission and swap attached to each entry or close event.
• round_trips combine entry commission, exit commission, swap, and gross PnL into net PnL.
• account_history includes accrued commission over time.

Net PnL uses the same AQE accounting rule as the paper broker:

gross PnL + swap - total commission

Set or review brokerFees in the Strategy Editor runtime/backtest configuration before starting the run. Changing fees after a run does not rewrite existing backtest results.