---
title: "Back tester features"
url: https://arb-maker.com/product-features/back-tester-features/
description: "Archived ArbMaker back tester specification: out-of-sample optimisation, threshold triggers, stop-losses and beta-balanced pair position sizing."
published: 2026-08-10
updated: 2026-08-10
---

# Back tester features

Published 2026-08-10

- Optimizer function curve fits and tests out-of-sample. Users can, for example, split a date range by any percentage, curve-fit the older portion and out-of-sample test the later data
- Optimizer function can optimise the time-periods used in calculating the standard deviations of the residual series and determine the most profitable threshold triggers
- Full control of residual back test criteria including value, direction, Z-score, and position relative to the standard deviation of the data sample
- Set stop-losses and targets by residual value, residual standard deviation value, or as a ± percentage of simulated pair position size
- Handles mixed currency pairs
- Automatically balances pair component cash values in accordance with the beta of the cointegrating equation