AlgoTest and StockMock both let you test options strategies on historical market data. Both offer risk controls and performance reports, so the choice is not simply about which platform has a backtest button.
The useful comparison is whether each platform can reproduce your strategy rules, account for trading costs and help you understand the results clearly.
This AlgoTest vs StockMock comparison focuses on options backtesting: features, free access, pricing considerations and how to compare results fairly.
AlgoTest vs StockMock: Backtesting Features at a Glance
The first four rows show important similarities. A feature being available on both platforms does not mean its calculation or execution assumptions are identical.
What Can You Backtest on Each Platform?
AlgoTest backtesting
AlgoTest lets you configure options strategies through a leg builder. You can define:
Position, such as buy or sell
Option type, such as call or put
Expiry selection
Entry and exit times
Stop-loss and adjustment rules
Supported index and stock options
This flexibility matters when your strategy goes beyond entering and exiting an index-options position within one session. An overnight strategy requires different settings from an intraday strategy, while a stock-options strategy requires the relevant underlying and contract history.
Before creating the backtest, check:
Whether the instrument is supported
Available expiries
Historical data coverage
Supported holding periods
Available adjustment rules
Do not assume every instrument or contract has the same length of historical data.
StockMock backtesting
StockMock’s backtesting feature page describes support for:
Historical options backtesting
Performance reports
Leg-wise stop-loss
Profit lock
Strategy adjustments
Trading-cost calculations
It may suit traders whose main requirement is testing options strategies against historical data. Before selecting a plan, check whether StockMock supports:
Your chosen instrument
The required expiry
Your holding period
Entry and exit conditions
Stop-loss and re-entry rules
Adjustment logic
For either platform, begin with a written rule sheet. “Sell a straddle” is not a complete strategy. Define:
Underlying
Expiry
Strike selection
Entry time
Exit time
Stop-loss rules
Re-entry or adjustment rules
What happens when one leg exits
Brokerage, taxes and slippage assumptions
Related reading: How to backtest options strategies with examples.
Historical Data and Risk Rules: What Should You Compare?
Compare the data available for your actual strategy, not just a headline number of years.
Check three things:
Coverage: Can you test the same underlying, expiry type and dates on both platforms?
Price modelling: How does each engine determine an entry, stop-loss or exit fill?
Rule behaviour: Does a stopped-out leg close independently, close the whole strategy or trigger another action?
StockMock's published terms specify one-minute OHLC data for its backtesting service. This represents each minute using opening, highest, lowest and closing prices; it does not preserve every price movement within that minute.
Where prices jump or multiple conditions occur within a candle, modelling assumptions can affect the result. Neither a longer data history nor a larger reported profit proves that one platform is more accurate.
On AlgoTest, review the relevant leg-wise and overall strategy settings before running your test. If a loss exceeds the configured stop-loss, our explanation of backtest stop-loss mismatches shows why gaps and candle-based modelling can matter.
Want to test your own options rules?
Sign up on AlgoTest and get 25 free time-based strategy backtests every week. Compare your settings and review the risks before considering live execution.
How to Compare AlgoTest and StockMock Backtest Results
A useful platform comparison starts with the same strategy, not two different profit screenshots.
For an initial check, use a simple intraday Nifty short straddle with no re-entry or trailing stop. The settings below are an illustrative test specification, not a trading recommendation or a completed benchmark.
If either platform cannot reproduce a setting, record that difference rather than treating the tests as identical.
Then compare individual sessions. If the results diverge, check the selected contracts, entry prices, exit reasons, quantities and cost assumptions first.
After that, review the backtest results, including overall profit, maximum drawdown, average wins and losses, and the distribution of returns across the test period. Check whether a “trade” means an individual leg, a complete strategy or a trading day before comparing win rates.
Use maximum drawdown to understand the historical peak-to-trough decline, not as a ceiling on future losses. Keep a separate period of data for validation after choosing your settings.
For a wider shortlist, see our comparison of options backtesting platforms in India.
AlgoTest vs StockMock Pricing and Free Backtesting
Compare the backtesting allowance you need, rather than treating every advertised price as an equivalent monthly subscription.
AlgoTest provides 25 free time-based strategy backtests each week. Its documentation also lists a limited plan of 100 backtests for 100 credits, with no expiry, alongside time-limited unlimited plans. Check the current backtesting plans and the price shown in your account before buying.
StockMock offers free credits with restricted historical access. Its published terms distinguish free-credit testing on the latest month of data from backtesting-plan access to the available longer history. Confirm the current credit allowance, expiry and payable price in the platform.
Before paying, compare:
The number of strategy variations you expect to test.
The historical period accessible under the selected plan.
Whether credits expire or access ends after a fixed period.
Which other tools or execution services require separate payment.
A free run is useful for learning the interface. A short historical window is not enough to establish how a strategy behaves across different market conditions.
When Does AlgoTest Make Sense as a StockMock Alternative?
AlgoTest is worth considering when you want to extend your research beyond a single backtest.
Its Compare Backtest feature lets you review recent strategy versions side by side.
Portfolio backtesting lets you test multiple strategies together, helping you evaluate their combined results rather than assuming that individually profitable strategies form a suitable portfolio.
You can also move supported strategies into Forward Testing and live execution using the relevant plans and broker setup. Backtest, Forward Testing and live trading results can differ, so treat these as separate validation stages.
StockMock remains worth evaluating when its backtesting settings, reports and access model meet your needs. You don't need to switch solely because another platform offers tools you will not use.
If your priority is manually replaying a session and adjusting positions as it unfolds, read our separate StockMock vs AlgoTest option simulator comparison. That is a different workflow from running fixed strategy rules across a historical period.
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Which Should You Choose for Options Backtesting?
Both AlgoTest and StockMock support historical options backtesting, risk controls and trading-cost adjustments. Test the same strategy with identical rules on both platforms and compare the reports before deciding.
Choose AlgoTest if you want to move from backtesting to portfolio analysis, Forward Testing and supported live execution within the same platform.
Start with a simple strategy, include all trading costs and study losing periods as carefully as profitable ones.
Build your strategy and run 25 free time-based backtests every week.