Your strategy has
rules. Do they actually work?
You've defined your entry conditions. You've set your exit rules. You have a thesis about when and why certain patterns repeat. Now you need to know one thing: does the data agree?
Seasonality360's strategy backtesting software lets you test time-based trading rules across 20+ years of real data. Define your entry window. Define your exit window. Add TP/SL parameters. Get a complete backtest with staircase equity, floating equity, drawdown analysis, and 15+ metrics  in seconds.
Because a strategy without historical validation is just an opinion. And opinions are expensive in the markets.
The gap between having a strategy
and trusting it
Most traders have strategy ideas. Very few have tested them properly. That gap between "I think this works" and "I know this works because I've tested it on 20 years of data"  that's where the expensive mistakes live.
Untested rules become expensive lessons
You hear about a pattern. You try it a few times. It works twice, fails three times. Was it bad luck or a bad strategy? Without historical data, you can't tell.
Survivorship bias in manual testing
You remember the winners. You forget the losers. Manual strategy testing is inherently biased. A proper backtest on 20 years of data eliminates that bias entirely.
No way to compare strategies objectively
Is Strategy A better than Strategy B? Without standardized metrics (Sharpe, Sortino, Profit Factor, Max DD), you're comparing feelings. Not data.
Define your rules. Let the data judge.
Define your strategy rules
Pick an asset. Choose a pattern type: annual (buy on date X, sell on date Y every year), monthly (buy day 5, sell day 12 every month), or intraday (buy at 09:00, sell at 14:00 every trading day). Add optional TP and SL percentages. These are YOUR rules.
Run the historical validation
One click. The engine simulates your strategy rules across every occurrence in 20+ years of data. Every trade is recorded: entry price, exit price, max rise during the trade, max drop during the trade, P&L. Nothing is hidden.
Read the verdict
Staircase equity curve shows how capital grew trade by trade. Floating equity shows intra-trade risk. 15+ metrics tell you if the edge is real: Sharpe, Sortino, Profit Factor, Expectancy, Max DD, consecutive wins/losses. Year-by-year consistency shows whether the edge is stable or dependent on one exceptional year.
Refine, compare, and iterate
Adjust your rules. Tighten the window. Add or remove TP/SL. Compare multiple strategy variants side by side with standardized metrics. When you find the version that works, save it to your portfolio and set alerts for the next trigger.
Compare strategy variants with real numbers
Is a tighter window better? Does adding a stop loss improve the Sharpe ratio? Run multiple variants and compare them objectively  not with gut feeling, but with standardized metrics.
| Variant | Window | TP/SL | WR | Return | Max DD | Sharpe |
|---|---|---|---|---|---|---|
| A Selected | Jun 23 → Aug 01 | None | 82% | +285% | -11.5% | 1.85 |
| B | Jun 23 → Jul 15 | None | 78% | +198% | -8.2% | 1.62 |
| C | Jun 23 → Aug 01 | 15%/-5% | 85% | +312% | -5.0% | 2.14 |
This is how you move from "I have a strategy" to "I have the best version of this strategy, and I can prove it."
Test TP/SL parameters
before you risk a single dollar.
Adding a Take Profit at +15% might sound smart  but does it actually improve the strategy? Adding a Stop Loss at -5% protects you  but does it cut too many winners short?
With Seasonality360, you can test every TP/SL combination on 20 years of data and see the exact impact on your strategy's performance: win rate, profit factor, max drawdown, Sharpe ratio. Data-driven risk management, not guesswork.
Every strategy test gives you the complete picture
Staircase equity curve
Closed-trade equity, step by step
Floating equity overlay
Intra-trade risk visibility
Year-by-year trade list
Entry/exit, prices, max rise/drop, P&L
Drawdown analysis
Realized and floating, with recovery dates
15+ professional metrics
Sharpe, Sortino, PF, Expectancy, Max DD
TP / SL testing
Test risk management rules on every variant
Guarda il workflow prima di esplorare il caso d'uso: discovery, validazione e gestione operativa in un unico processo.
Built for traders who think in rules
Rule-based traders
You define entries and exits with specific conditions. You need to know if those conditions historically produce an edge. This is your validation tool.
Prop firm traders
Every strategy needs documented logic and known risk parameters. Test TP/SL on historical data before you risk the funded account.
Strategy optimizers
You don't settle for the first version. You iterate: tighter windows, different TP/SL, alternative assets. Compare variants with standardized metrics.
Portfolio builders
You combine multiple validated strategies into a single portfolio. Aggregate equity, combined drawdown, correlation analysis. Systematic portfolio construction.
How many of your strategies
have you actually tested?
Most traders have 5-10 strategy ideas and have properly backtested exactly zero of them. In 30 seconds, you can validate any recurring pattern with 20 years of data.
A real example: strategy refinement in practice
You notice AAPL tends to rally during summer. You define a strategy: buy June 23, sell August 1, every year. The backtest runs on 20 years and shows an 82% win rate, +285% net return, but a -11.5% max drawdown.
Not bad  but can you do better? You add a 15% take profit and 5% stop loss. Now the win rate jumps to 85%, the return climbs to +312%, and the max drawdown drops to -5.0%. The Sharpe ratio improves from 1.85 to 2.14.
That's not optimization. That's evidence-based refinement. You didn't change the strategy's logic  you added risk management parameters and let the data tell you if they help. This is what strategy backtesting software is for.
Domande frequenti
Your strategy deserves
a proper test.
Start with the Free plan. Define your rules. See the numbers. Decide with data.