Test every feature with historical data. Optimize settings, measure performance, and validate your strategy before risking capital.
The Quantum Ribbon Pro Backtester is a TradingView strategy that mirrors the Quantum Ribbon Pro indicator exactly - same signals, same logic, same risk management - but runs through historical data to show you what would have happened.
This lets you test different settings, timeframes, and instruments before committing real capital.
The Backtester is only available as part of the Quantum Ribbon Pro Bundle. It's not sold separately.
What it does:
The Backtester is a Pine Script strategy (not an indicator). When you add it to your chart, TradingView automatically runs it through all historical bars and executes trades based on Quantum Ribbon Pro's logic.
The Backtester is based on Quantum Ribbon Pro. If you see a signal in the indicator, the strategy would have taken that trade in the backtest.
After purchasing the bundle, you'll get access on TradingView.
The strategy has the same settings as Quantum Ribbon Pro. Start with defaults, then adjust based on your testing.
Click the "Strategy Tester" tab at the bottom of TradingView (next to Pine Editor). This shows all performance data.
By default, the strategy starts with $10,000 and risks 10% per trade. You can change this in the strategy's Properties panel (gear icon).
Every feature from Quantum Ribbon Pro works in the Backtester:
Test different position sizes, stop methods (ATR, Percentage, Swing), and risk-reward ratios to see what works best for your instrument and timeframe.
TradingView's Strategy Tester provides detailed performance data. Here's what to focus on:
Total profit or loss after all trades. This is your bottom line.
Ratio of gross profit to gross loss. Above 1.5 is solid, above 2.0 is excellent. Below 1.0 indicates the strategy lost money over the test period.
Percentage of trades that hit take-profit vs stop-loss. Higher isn't always better - a 40% win rate with 3R targets can outperform 60% at 1R.
Largest peak-to-valley equity decline. This tells you the worst losing streak. If you can't stomach a 20% drawdown, don't use settings that produce it.
Average gain/loss per trade as percentage of account. Positive number = edge over time.
Sample size matters. 10 trades proves nothing. 100+ trades starts to be meaningful. 500+ trades is statistically significant.
A 35% win rate with 3R targets breaks even. A 50% win rate with 0.5R targets loses money. Focus on average trade % and profit factor, not just win rate.
Signal Sensitivity: Controls signal frequency. Lower = more trades, higher = fewer selective trades.
Stop Loss Method: ATR adapts to volatility, Percentage is fixed, Swing uses price structure. Test all three.
Risk:Reward Ratio: Higher targets = lower win rate but bigger wins. Find the balance.
Partial Take-Profits: Test different TP1/TP2 levels and percentages to lock in profit vs letting winners run.
If you trade the 1-hour chart, test with 4-hour higher timeframe filter enabled. Compare results with and without HTF confirmation.
Don't optimize until you get perfect results. That's curve-fitting to past data. Find settings that work reasonably well across different periods and instruments.
Backtesting is useful but not perfect. Understand these limitations:
Markets change. What worked in 2023 might not work in 2026. Use backtests to validate logic, not predict future returns.
The strategy includes 0.1% commission and 3 ticks slippage by default. Real trading might be worse during volatile periods or low liquidity.
TradingView assumes your orders fill at the close of the bar. In reality, limit orders might not fill, or you might get worse prices during fast markets.
The strategy uses `barstate.isconfirmed` to avoid repainting. Signals only fire after bar close, not during.
It's easy to accept a 20% drawdown in backtest data. It's hard to keep trading through a real 20% drawdown when it's your money.
After backtesting, run the strategy on a demo account or with small size for at least 20-30 trades before scaling up. Forward testing reveals issues backtests miss.
The strategy and indicator use identical logic. If they differ, check that your settings match exactly - signal sensitivity, HTF filter, stop method, everything.
Test the timeframe you plan to trade. If you'll trade 1H charts, backtest on 1H. Results on 15m won't predict 4H performance.
Minimum 6 months, ideally 1-2 years. More data = more trades = better statistical confidence.
View the Backtester on TradingView →
After purchase, it will appear in your Invite-Only Scripts folder.
Yes. Enable "Higher Timeframe Filter" in settings and select your HTF. The strategy will only take trades when HTF ribbon confirms direction.
No. Optimize for consistency and drawdown control. A strategy that makes 50% with 10% max drawdown is better than one that makes 80% with 40% drawdown.