Skip to main content
HedgePoint
PLANNING№ 06 / 064 capabilitiesShipping

Back Testing

Drop in a historical trade list (CSV) and we replay it against the live rate map plus a 7-day fallback. Output is a per-trade P&L grid, monthly aggregation, and cumulative ComposedChart. IFRS-9 disclaimer included.

Inside the module
  • 01.CSV upload. 4 required + 2 optional columns, 1,000-row limit
  • 02.Bulk rate-map with 7-day fallback resolver
  • 03.Per-trade table + monthly BarChart + cumulative ComposedChart
Request a demoBack to Planning
00Live preview

Replay your trades. Audit the result.

Drop a CSV of historical FX transactions and we score each one against the live market spot benchmark. Total P&L, best and worst months, monthly breakdown chart, and an audit-ready CSV export. IFRS 9 disclaimer included.

Back Testing

Upload historical FX transactions to analyse performance against market spot rates.

BackUpload New File
01 Jan 2026 → 30 Jun 2026·84 transactionsEUR/USDGBP/USD
IFRS 7 PDFExport Results CSV

Total P&L vs Market

+£74,100

84 transactions over 6 months

Best Month

May

+£22,300

Worst Month

Mar

-£3,200

Skipped Rows

2

No spot rate available

All pairsEUR/USDGBP/USD
vs Spot Benchmark Schedule
Monthly VWAP (equal weight)

Dealing the same notionals at the monthly VWAP spot benchmark instead would have left you £42,900 better off across 84 transactions.

PairBenchmark Rate (VWAP)Avg AchievedPeriodsTxnsBenchmark P&L vs Yours
EUR/USD1.08711.0864652+£26,400
GBP/USD1.26431.2651632+£16,500

Mid-market dayVolume-weighted against the market daily close over each execution window.

Achieved Rate vs Spot Benchmark
Achieved RateSpot Benchmark
MonthlyYearly
1.0921.0871.082
JanFebMarAprMayJun

Monthly average achieved rate vs market daily close (spot benchmark)

Monthly P&L Breakdown
Total +£74,100
MonthlyYearly
+£22k£0-£22k
JanFebMarAprMayJun

Green months captured a better rate than spot; red months trailed.

Hedge Effectiveness — IFRS 7 Disclosure

What this measures

How closely the rates you achieved stayed with the first benchmarked rate of each year, compared with how far the market moved away from it. Around 100% reads like a straight forward hedge; around 0% means the movement stayed with you. Measured only on the trades in this upload.

Cumulative dollar-offset: 97.7% Within 80–125% band (diagnostic band 80–125%)

§24 — Effect of hedge accounting

PeriodTxnsHedged item ΔHedging instr. ΔIneffectiveness (P&L)Cumulative offsetIn band
202541-£182,400+£178,900-£3,50098.1%Yes
202643+£96,200-£94,700+£1,50097.4%Yes
All periods84-£86,200+£84,200-£2,00097.7%Yes

Cash-flow hedge reserve movements are recycled to profit or loss as the hedged forecast transactions settle.

01How it works

From input to outcome, in four steps.

Each card lights up in turn. The full cycle takes twelve seconds, about how long it takes a dealer to walk a client through the same flow.
01

Load data

Trades, rates, and forecasts stream into the platform.

02

Compute

Charts, KPIs, and aggregations recalculate live.

03

Review

Visualise the result alongside the underlying data.

04

Export

CSV or PDF for the audit file or the board pack.

024 capabilities

What's inside

The capabilities that ship with Back Testing, every one of them tested end-to-end before it lands on your desk.
  • 01CSV upload. 4 required + 2 optional columns, 1,000-row limit
  • 02Bulk rate-map with 7-day fallback resolver
  • 03Per-trade table + monthly BarChart + cumulative ComposedChart
  • 04IFRS 9 disclaimer + audit-ready export
035 more in Planning

Other Planning modules

04Talk to the desk

See Back Testing on real treasury data.

Twenty minutes, no setup required. Bring your own book and we'll walk through Back Testing live, alongside the rest of HedgePoint.
Request a demoBack to Planning
Walkthrough plan20 MIN
  1. 01Your book, our chrome. We mount your trades behind HedgePoint.
  2. 02Live walkthrough. Back Testing in context with the rest.
  3. 03Q&A + integration map. Where it slots into your stack today.