Backtest forex pairs and metals

What is covered

• EURUSD, GBPUSD, USDJPY, USDCHF, AUDUSD, USDCAD and NZDUSD, and 41 more pairs such as EURGBP, GBPJPY, AUDNZD, USDMXN and USDTRY
• Gold against the US dollar, euro, pound, Australian dollar and Swiss franc, and silver (XAGUSD)
• WTI and Brent crude oil
• S&P 500, Nasdaq 100, US Dollar Index, FTSE 100, DAX, CAC 40, Euro Stoxx 50, Nikkei 225, Hang Seng and ASX 200 index prices
• Minute candles from 2000 for the main dollar pairs, from 2002 to 2008 for most other pairs, and from late 2010 for oil, the indices and the rest
• Profit in US dollars, with pairs such as USDJPY converted at the exit price

How the backtest reads forex prices

Prices are bid candles, so entries and exits are on the bid. One lot is 1,000 units of the base currency (a micro lot), one ounce of gold, 50 ounces of silver, 100 barrels of oil or one unit of an index. Set the spread you expect with the slippage setting.

Questions

Which time zone are forex times in?

UTC. A 07:00 entry is the London open in winter; London summer time moves it to 06:00 UTC.

How far back does the data go?

To 2000 for EURUSD, GBPUSD, USDJPY, USDCHF, AUDUSD and USDCAD, to the 2000s for most other pairs and to late 2010 for oil, the indices and the rarer pairs. A few series stop early: gold in euros, pounds, Australian dollars and Swiss francs ends in 2018 and the Euro Stoxx 50 in early 2019, and WTI oil has no minutes from January 2024 to May 2026 (Brent covers that stretch). If a test asks for dates outside a series, the error names the dates it has.

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