Options Backtesting Tool

A structure that ends the year up 18 percent after being down 60 percent along the way is not the same structure as one that ends up 18 percent quietly, and a single closing figure cannot tell them apart. This prices multi-leg positions on real historical data and hands back the whole path, trade by trade.

• Historical pricing of multi-leg option structures, one trade at a time
• The full profit and loss path with its drawdown, not a single end result
• Every trade listed with the inputs that produced it, so a surprising number can be audited instead of trusted