Historical Data

Recorded information from an earlier period, such as prices, volume, timestamps, and other market observations.

Backtests use historical data to simulate how defined rules would have behaved in the past. Results can be affected by the data’s accuracy, completeness, timeframe, and level of detail. Conditions contained in the historical period may not represent future market conditions.

Also called:

Past market data; historical market data

Related terms:

Backtest; Test Period; Sample Size