Backtest options strategies on real market history

Open a past session, build the position leg by leg, and step forward through recorded 15-minute options data, with 5-minute resolution from January 2026, while the P/L curve and the Greeks move with it.

Pro · 5 years · 1,000 symbols · 15-minute data · 5-minute from January 2026

What backtesting means in DeltaForm

Backtesting here is manual and leg by leg. You open a past market session, place the position you want to study, and step forward through recorded 15-minute options data, with 5-minute resolution from January 2026, while the P/L curve and the Greeks update.

There is no strategy language, no parameter sweep and no optimiser. You are not asking a machine to find a rule that would have worked. You are watching one position behave in conditions that actually happened.

That is a deliberate limit. Automated backtests are good at producing a number and bad at teaching you what a position feels like when it moves against you at eleven in the morning. Stepping through it yourself does the opposite.

Historical replay versus backtesting

The two features overlap, and the difference is one of scope.

Historical replay lets you return to an earlier market session and step through recorded market data. You can observe how the position’s P/L, Greeks and underlying price change as the session develops.

Backtesting lets Pro users test strategies against longer historical market periods. Replay is about understanding an individual session; backtesting is about evaluating a strategy across a longer history.

What the archive holds

Pro includes five years of 15-minute options data across 1,000 symbols, with 5-minute resolution from January 2026, and the intraday path recorded rather than daily closing snapshots.

History
5 years of recorded market sessions
Resolution
15 minutes, with 5-minute resolution from January 2026 — the intraday path, not a daily close
Coverage
1,000 symbols
Plan
Pro — $119/mo, or $99/mo billed yearly

Resolution is the part that matters. A daily close tells you a spread ended the day down $40. The intraday path tells you it was down $260 by lunch first. Those are different trades to sit through, and only one of them shows up in end-of-day data.

How a session works

  1. Pick a symbol and open a past trading day from the archive.
  2. Build the position leg by leg, exactly as you would on live data.
  3. Step forward through the session in 15-minute increments, with 5-minute resolution from January 2026.
  4. Watch the P/L curve, the recorded price path and the Greeks move together.
  5. Jump to a later day to see how the position aged, or restart and try different strikes.

Everything you build stays in your portfolios, so you can come back to a study later or compare two versions of the same idea side by side. Pro includes unlimited portfolios.

Who Pro is for

Pro is for traders who already know the structures and want to pressure-test them. If you sell condors every month, the useful question is not what the payoff diagram looks like — you know that. It is what the position did through the week the market gapped.

  • You want to see how a multi-leg position behaved inside a real session, not just at the close.
  • You are choosing between strikes or expirations and want evidence from comparable conditions.
  • You are learning to manage a position and want repetitions without risking capital.

If you mostly need to model trades before entering them, Live is enough. The Free plan covers every symbol on delayed data, with one portfolio, two workspaces and 2 trading days of history, so you can see how DeltaForm works before you pay.

DeltaForm does not connect to a brokerage and does not place trades. Backtests and replays are model outputs based on recorded data and the assumptions you set. Past market behaviour does not predict future results, and nothing here is investment advice.

Frequently asked questions

How is historical replay different from backtesting?

Historical replay lets you examine or practice a trade through a specific recorded market session. Backtesting lets Pro users test strategies against longer historical market periods.

Replay is about understanding an individual session; backtesting is about evaluating a strategy across a longer history.

Does DeltaForm run automated backtests for me?

No. There is no strategy language, no optimiser and no bot. You place the legs yourself and step through the recorded data. The work is manual on purpose — the point is to see how a position behaved, not to generate a statistic.

What data does the archive hold?

Pro includes five years of 15-minute options data on 1,000 symbols, with 5-minute resolution from January 2026, and the intraday path recorded rather than daily closing snapshots. That resolution is what lets you watch a position develop inside a session instead of jumping from one day to the next.

Which plan do I need?

Backtesting and historical replay across the full archive are Pro features. Pro is $119 a month, or $99 a month billed yearly. Free and Live both include 2 trading days of history.

Watch a strategy age on real data

Start free, then move to Pro when you want the archive. No brokerage connection, no automated trading — just the model and the record.