> For the complete documentation index, see [llms.txt](https://crushtrading.gitbook.io/documentation/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://crushtrading.gitbook.io/documentation/features/backtesting-engine.md).

# Backtesting Engine

The backtesting engine is where receipts come from.

Every data-driven setup template in Crush is tested against **years of historical market data** before it reaches the feed. The test produces the numbers you see on every card:

* **Sample size** — how many times this pattern has fired historically. A stat over 200 signals means more than one over 5, and we show you which is which.
* **Hit rate** — how often it resolved in the trade's favor.
* **Typical behavior** — how long positions usually take to resolve, and how deep drawdowns have gone.

## Honesty rules

* Backtested history is **always labeled simulated** and excludes trading costs — your own results are always shown net.
* Where a setup has run live, live performance is shown separately from the simulation, with the seam visible.
* Backtests are **free**. Testing an idea should never cost money; only trading does.