Backtesting is a process by which trading strategies are tested on historical data. Due to the sheer amount of data and computation need, backtesting is very resource-intensive process. Using historical data, we can get an idea whether the trading idea/strategy is performing as expected or not. Backtesting is done as a preliminary step before deploying the strategy in live market. It is to be noted that backtesting and live trading may produce diverse results due to slippage. The time duration required to complete a backtest depends on the complexity of the strategy, the timeframe/candle frequency used and the period/range of backtest.The backtest modal allows us several inputs. Since we know our strategy best we will input the date range that we want to backtest our strategy for.