Tick-accurate. Spread-honest. Rust.
The engine the Trident reports run on. A library you can drive from the CLI, and a Tauri desktop app for traders who prefer a UI. The simulator models spread expansion, weekend gaps, and broker-side slippage in a way most retail backtesters quietly skip.
backtest_rs
A high-performance Rust library for tick-data backtesting. Strict spread simulation, configurable broker model, deterministic event loop. Drives every backtest we publish.
cargo install backtest_rs backtest_rs run \\ --data ./XAUUSD-2015-2026.csv \\ --strategy trident-fixed \\ --balance 10000View on GitHub →
backtest
Same engine, wrapped in a Tauri app. Drag-drop a CSV, pick a strategy, watch the equity curve build trade-by-trade. Built for traders who prefer pixels to pipes.
# Download the latest .dmg / .exe / .AppImage # from the GitHub Releases page.Latest release →
Most retail backtesters lie quietly about spread.
A 2-pip strategy is a 6-pip strategy on a London open. A volatile spread regime can erase a year of edge. The Rust engine models spread by regime and applies it at fill time, not at signal time — which is the difference between a backtest that survives live and one that doesn't. We built it because we kept losing money to backtests that didn't.