What Is Backtesting?
Backtesting is testing a trading strategy on historical data modeling trading mechanisms of the past. This procedure allows you to analyze the strategy's retrospective viability and behavior.
Spend several days using backtesting pros instead of centuries on a live/demo account. To get fast results, you can skip long periods.
To speed up testing, you can use the quotes archive. This allows running a backtest at any time (even on the exchange weekend).
To learn more about backtesting and its peculiarities, read our article: “Why Should I Backtest My Trading Strategies?”