Day trading backtesting
Test intraday strategies with tick-level precision. Validate your edge with realistic execution modeling before risking real capital.
Tick-level precision
Test with granular tick data that captures every price movement. No bar aggregation means no hidden execution gaps.
Realistic execution
Our engine models slippage, partial fills, and market impact so your backtest results match what happens in live markets.
Intraday analytics
Track P&L by time of day, analyze trade distributions, and identify which market hours produce your best returns.
Why day trading backtesting matters
Day trading strategies execute dozens or hundreds of trades per session. Small execution differences — a few cents of slippage, a missed fill, an unrealistic entry price — compound rapidly across that volume. A backtest that ignores these realities will show profits that vanish in live trading.
Most backtesting platforms use bar-level data (1-minute or 5-minute candles), which hides what actually happens within each bar. Did your limit order get filled? At what price? Was there enough liquidity? These questions can only be answered with tick-level data and realistic market microstructure modeling.
Tektii solves this by using the same execution engine for both backtesting and live trading. When your backtest shows a Sharpe ratio of 2.0, you can trust that number because the simulation reflects real market conditions.
How it works
Write your strategy
Code your intraday strategy in any language and package it as a Docker container. Define your entry and exit signals, position sizing rules, and risk parameters.
Configure your scenario
Select the instruments, date range, and market data granularity. Choose tick-level data for maximum precision or candlestick data for faster iteration.
Run the backtest
The engine streams historical market events to your strategy in real time. Your strategy processes events and sends orders exactly as it would in live trading.
Analyze and iterate
Review intraday P&L curves, trade-by-trade analysis, and time-of-day performance breakdowns. Branch your strategy version and test variations.
What you get with Tektii for day trading
Related resources
Frequently asked questions
What data granularity is available for day trading backtests?
Tektii provides tick-level data — the most granular market data available. Every individual trade and price change is recorded, giving you the highest-fidelity backtesting for intraday strategies. You can also use candlestick data at 1-minute, 5-minute, or custom intervals.
How does Tektii handle slippage in day trading backtests?
Our engine models slippage based on real market microstructure, including order book dynamics, bid-ask spreads, and market impact. This is critical for day trading where small execution differences compound across hundreds of daily trades.
Can I backtest scalping strategies with sub-second precision?
Yes. Tick-level data captures every price movement, making it suitable for scalping and high-frequency-style strategies. However, Tektii is optimized for strategies with holding periods of seconds to hours, not ultra-low-latency HFT.
How do I analyze which times of day are most profitable?
The analytics suite includes time-of-day P&L attribution, trade distribution by hour, and session-based performance breakdowns. This helps you identify your edge and optimize trading windows.
Ready to test your day trading strategies?
Start backtesting with tick-level data today. Free forever plan, no credit card required.