Tick data backtesting on FX Backtest replays 20 markets on real tick data, so every stop-loss and take-profit fills on the actual tick sequence instead of a guess from the candle. Forex, gold, indices, crypto and stocks, every bid and ask since 2016, in your browser.
Real bid and ask quotes for every trading day, streamed a day at a time into the replay chart. Forex, metals and indices start in January 2016. Bitcoin, Ethereum and Apple start in 2017, where their tick history begins, and Nvidia and Tesla in July 2023, where their intraday charts begin.
| Market | Type | Ticks since | More |
|---|---|---|---|
| XAUUSD · Gold | METAL | Jan 2016 | Gold tick data |
| EURUSD | FOREX | Jan 2016 | Backtest EURUSD |
| GBPUSD | FOREX | Jan 2016 | Backtest GBPUSD |
| USDJPY | FOREX | Jan 2016 | Backtest USDJPY |
| USDCAD | FOREX | Jan 2016 | USDCAD tick data |
| AUDUSD | FOREX | Jan 2016 | Backtest AUDUSD |
| EURGBP | FOREX | Jan 2016 | - |
| GBPJPY | FOREX | Jan 2016 | Backtest GBPJPY |
| EURJPY | FOREX | Jan 2016 | - |
| AUDJPY | FOREX | Jan 2016 | - |
| XAGUSD · Silver | METAL | Jan 2016 | Backtest silver |
| US100 · Nasdaq 100 | INDEX | Jan 2016 | US100 tick data |
| US30 · Dow Jones | INDEX | Jan 2016 | US30 tick data |
| US500 · S&P 500 | INDEX | Jan 2016 | US500 tick data |
| GER40 · DAX | INDEX | Jan 2016 | Backtest the DAX |
| BTCUSD · Bitcoin | CRYPTO | May 2017 | BTCUSD tick data |
| ETHUSD · Ethereum | CRYPTO | Dec 2017 | Backtest Ethereum |
| AAPL · Apple | STOCK | Feb 2017 | - |
| NVDA · Nvidia | STOCK | Jul 2023 | Backtest Nvidia |
| TSLA · Tesla | STOCK | Jul 2023 | Backtest Tesla |
Every other market on the site, 105 in total, is backtestable on candles on every plan. See all markets.
We replayed 2,987,591 random trades on five markets from 2016 to 2025, at a 1:2 reward-to-risk. Random entries have no edge, so the honest answer is zero. Candle rules found one anyway, on all five.
per trade on M15, the average of the five. Each candle that touched both levels was booked as a win, so random trades looked like a system.
per trade. Settled on the real tick order, the same trades came out at practically break-even, which is what random entries should show.
| Market | Trades | Both levels in one candle | Stop hit first | Per trade (candles) | Per trade (ticks) |
|---|---|---|---|---|---|
| XAUUSD | 472,627 | 13,264 (2.8%) | 66.6% | +0.060R | +0.003R |
| EURUSD | 498,684 | 14,481 (2.9%) | 66.4% | +0.063R | +0.005R |
| USDJPY | 498,685 | 14,018 (2.8%) | 67.0% | +0.065R | +0.009R |
| USDCAD | 498,634 | 12,745 (2.6%) | 66.7% | +0.063R | +0.012R |
| US100 | 418,517 | 14,213 (3.4%) | 67.6% | +0.075R | +0.007R |
Method: bid ticks, January 2016 to December 2025, 1,873,333,992 ticks across the five markets. A long and a short at every candle open on M15 and H1; stop 0.5 and target 1.0 times the previous 14 candles' average range. The first candle reaching either level decides the trade; where it reaches both, candle rules book the target and the ticks are scanned for which level traded first. Costs excluded so only fill order is measured. The trade total and "got wrong" count include the H1 runs, where candles overstated each market by +0.06R to +0.13R per trade.
A candle backtest charges the same spread at 3 a.m. as at the New York open. The ticks show what you would actually have paid. Medians from every 2025 weekday tick, with the 90th percentile in brackets. See what spread costs a strategy for the long-run effect.
| Market | Asia 00-07 | London 07-12 | Overlap 12-16 | New York 16-21 | Rollover 21-24 |
|---|---|---|---|---|---|
| EURUSD (pips) | 0.5 (0.8) | 0.4 (0.7) | 0.4 (0.7) | 0.4 (0.7) | 0.8 (2.9) |
| USDJPY (pips) | 0.6 (1.0) | 0.6 (0.9) | 0.6 (0.9) | 0.6 (0.9) | 1.0 (3.5) |
| USDCAD (pips) | 1.5 (1.8) | 1.3 (1.6) | 1.2 (1.5) | 1.3 (1.7) | 2.0 (5.3) |
| XAUUSD ($) | 0.63 (0.85) | 0.58 (0.77) | 0.59 (0.80) | 0.57 (0.76) | 0.68 (1.15) |
| US100 (points) | 3.39 (3.52) | 3.40 (3.52) | 1.43 (3.46) | 1.38 (1.51) | 3.38 (3.52) |
The rollover hour is where flat-spread backtests lie the most: the typical EURUSD spread doubles and one tick in ten pays 2.9 pips or more, and USDCAD reaches 5.3. On the Nasdaq the spread is 2.4 times wider outside New York cash hours than inside them. Ultra charges the spread actually quoted on the candle's last tick, so a strategy that trades the rollover or the overnight index session pays for it in the report.
Tick data runs inside the same bar-by-bar replay chart as the free FX Backtest simulator. You trade with the mouse the way you always have; the tick layer sits underneath and settles the moments candles cannot.
Every stop and target settles on the first tick that trades the level. Longs exit on the bid, shorts on the ask, just as a broker fills them.
Market entries pay the bid-ask spread quoted on the candle's last tick: wider at rollover, overnight on indices and around data releases, instead of one flat number.
S5, S15 and S30 timeframes built straight from the ticks on all 20 markets. Zoom into a London open, an NFP print or a cash open and see the order the moves came in.
Switch the chart from OHLC to TICKS and the forming candle builds itself quote by quote, at real relative timing. Indicators and orders only ever see the ticks already played.
No tick downloader, no CSV import, no MetaTrader history settings. Each day's ticks stream into the chart the moment the replay needs them, and the archive is topped up every night.
Win rate, expectancy, profit factor and drawdown from tick-settled trades, plus the full Ultra suite: sessions, MFE, tags and stress tests.
If you already backtest on candles, run the same rules again on ticks. An edge that survives is one you can size with confidence; one that disappears was the candle's, not yours. Scalpers feel this most, see how to backtest a scalping strategy.
Choose any of the 20. With Ultra active the tick layer switches on automatically and the seconds timeframes appear in the switcher.
S5 for scalping a session open, M15 or H1 for intraday swings. Everything after your start date stays hidden.
When price reaches your stop or target, the day's ticks decide which traded first, and the report is built on those fills.
Tick backtesting has meant installing a terminal, downloading history per symbol and writing an EA. Not here.
| Candle bar replay | MT5 tester (real ticks) | FxBacktest Ultra | |
|---|---|---|---|
| SL and TP in one candle | Target assumed | Real order | Real order |
| Spread | Fixed number | Broker history | Real, per tick |
| Seconds timeframes | No | Custom symbols only | S5 / S15 / S30 |
| Manual bar-by-bar trading | Yes | EA-driven | Yes |
| Markets with tick history | Varies | Depends on broker | 20, since 2016 |
| Setup | Browser | Install, account, EA | Browser |
One plan, the full analytics suite, and every tick on all 20 markets.
Not ready? Candles on all 105 markets are free on FX Backtest.
What traders ask before switching from candles to ticks.
Backtesting on every individual price quote instead of on candles. A candle only stores open, high, low and close, so when one candle touches both your stop-loss and your take-profit it cannot tell you which came first. Tick data keeps every bid and ask quote in the order it printed, so the backtest settles the trade the way a broker would have.
20 markets: EURUSD, GBPUSD, USDJPY, USDCAD, AUDUSD, EURGBP, GBPJPY, EURJPY, AUDJPY, gold (XAUUSD), silver (XAGUSD), US100, US30, US500, GER40, Bitcoin (BTCUSD), Ethereum (ETHUSD), Apple, Nvidia and Tesla. Forex, metals and indices go back to January 2016, Bitcoin, Ethereum and Apple to 2017, and Nvidia and Tesla to July 2023.
No. The ticks stream into the backtesting chart, where they settle your trades and draw the seconds timeframes. They are not offered as a file download. If you need raw files for your own code, use a tick downloader; if you want to replay and trade the markets on those ticks, this is the tool.
Stop-loss and take-profit exits are settled on the first tick that trades the level, longs on the bid and shorts on the ask. Market entries take the real spread on the last tick of the candle. Pending limit and stop entries still fill on candle rules, and if a day's ticks are incomplete that candle falls back to candle rules too.
Yes. Every market is on the free plan with candle data, and the free plan is enough to learn bar-by-bar backtesting. Ultra adds the tick layer on all 20 markets: tick-accurate exits, the real per-tick spread and the S5, S15 and S30 seconds timeframes.
Run your strategy on the ticks that actually printed. If the edge holds, trade it with confidence. If it does not, you just saved your account.