Indices · Real data
DAX 40 · DE40
Backtest DE40 on real Dukascopy historical data, from tick to D1 — tick-by-tick replay and a statistical robustness verdict.
Source
Dukascopy
real data
Since
2010
deep history
Granularity
Tick → D1
intrabar tick
Market
Indices
DE40
About DE40
The German index — a lively European open, favoured by Frankfurt-session traders.
On GetBacktest, DAX 40 replays candle by candle or tick by tick, with realistic fills (spread, slippage, margin) and a server-side guaranteed anti-look-ahead engine. Every session produces a robustness verdict (deflated Sharpe, Monte-Carlo, walk-forward) to tell you whether your edge holds out-of-sample.
Frequently asked questions
Is DE40 data real?
Yes. DAX 40 uses real Dukascopy market data, since 2010, from tick to D1 — no simulated data.
Which timeframes can I backtest on DE40?
From tick to D1: the intrabar tick mode moves price tick by tick inside each candle, on bars from M1 to daily.
Can I backtest DE40 for free?
Yes — every sign-up starts with 7 days of full Pro access, no credit card, then a free plan stays available.
Ready to backtest DE40?
Real data, tick-by-tick replay, robustness verdict. 7 days of Pro free, no card.
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