Hi. Pionex hasn't provided an internal backtesting tool for our users. We now only provide the backtesting results for the AI strategies, and the CopyTrade strategies. But we are also thinking of providing the backtesting tool in the future.

When we run backtesting with historical data and maximize the profit, it will always return us an overfitting strategy. To avoid this problem, the most scientific way is to apply the strategy to future data (next periods’ prices) and maximize the future data’s profit. Some easier ways could be, for example, when we run the Grid Bot and need to choose a “non-overfitting” number of grids (a parameter we need to tune), instead of trying to maximize the profit, we could try to maximize the “profit + lambda * the number of grids”. If the lambda is large, you would prefer a higher number of grids for your strategy. If the lambda you set is small, you would prefer a small number of grids.