Strategy backtester
Run a battery or a shiftable load through past Settlement Periods and settle every MWh at the actual imbalance price. Three schedules are compared on the same asset: one built from our forecast, one from the within-day traded index, one from the day-ahead auction shape, and the hindsight optimum. You can also cap each period's dispatch to a share of the volume actually traded in that period, so the plan respects real market liquidity. Gate closure is respected by default: trading for a period stops 15 minutes before it starts, so no plan is allowed to use that period's own traded print — only prices struck earlier.
14 settled days · 670 Settlement Periods · 20/10/2026 to 02/11/2026 · median traded volume 3,238 MWh · liquidity cap off
Our imbalance forecast
£41,951
£2,996.52/day · £74.91/MWh
58% of achievable
Intraday traded index
£30,263
£2,161.67/day · £54.21/MWh
42% of achievable
Day-ahead auction shape
£28,292
£2,020.85/day · £50.52/MWh
39% of achievable
Perfect foresight
£72,018
£5,144.17/day · £128.6/MWh
ceiling
Cumulative P&L
Daily P&L (forecast strategy)
Best and worst days
| Day | P&L | Price spread |
|---|---|---|
| 25/10/2026 | £10,170.79 | £287.27/MWh |
| 27/10/2026 | £8,036.31 | £295.74/MWh |
| 24/10/2026 | £5,330.21 | £234.86/MWh |
| 26/10/2026 | £3,599.75 | £254.14/MWh |
| 22/10/2026 | £2,953.61 | £252/MWh |
| 31/10/2026 | -£1,117.47 | £151/MWh |
| 29/10/2026 | £336.05 | £172.58/MWh |
| 30/10/2026 | £974.36 | £124.21/MWh |
| 20/10/2026 | £1,047.48 | £139/MWh |
| 28/10/2026 | £1,500.79 | £213.43/MWh |
Day by day: forecast vs actual
Each day's settlement P&L from the forecast-led plan, the day-ahead-led plan and perfect hindsight. Forecast cover shows how much of that day had a stored live forecast; where it is 0% the forecast plan falls back to the within-day traded index (then day-ahead).
| Day | Forecast plan | Intraday plan | Day-ahead plan | Perfect | Capture | Spread | Forecast cover |
|---|---|---|---|---|---|---|---|
| Mon 02 Nov | £2,246.44 | £2,066.07 | £1,877.83 | £3,987.1 | 56% | £150/MWh | 100% |
| Sun 01 Nov | £1,749.6 | £1,571.48 | £513.92 | £4,604.98 | 38% | £184.28/MWh | 100% |
| Sat 31 Oct | -£1,117.47 | -£1,558.93 | -£1,469.5 | £2,020 | -55% | £151/MWh | 100% |
| Fri 30 Oct | £974.36 | -£503.36 | £361.67 | £2,271.72 | 43% | £124.21/MWh | 100% |
| Thu 29 Oct | £336.05 | -£559.51 | -£774.78 | £2,602.91 | 13% | £172.58/MWh | 100% |
| Wed 28 Oct | £1,500.79 | £2,527.85 | £1,780.39 | £4,138.5 | 36% | £213.43/MWh | 100% |
| Tue 27 Oct | £8,036.31 | £8,388.73 | £8,273.97 | £9,311.16 | 86% | £295.74/MWh | 100% |
| Mon 26 Oct | £3,599.75 | £3,225.69 | £3,646.19 | £5,723.6 | 63% | £254.14/MWh | 100% |
| Sun 25 Oct | £10,170.79 | £6,367.85 | £5,873.37 | £10,683.34 | 95% | £287.27/MWh | 96% |
| Sat 24 Oct | £5,330.21 | £2,823.95 | £1,080.66 | £8,393.73 | 64% | £234.86/MWh | 100% |
| Fri 23 Oct | £2,725.21 | £2,334.62 | £3,523.36 | £4,971.75 | 55% | £252.37/MWh | 100% |
| Thu 22 Oct | £2,953.61 | £1,150.07 | £791.45 | £6,443.36 | 46% | £252/MWh | 100% |
| Wed 21 Oct | £2,398.18 | £2,064.22 | £2,003.4 | £4,285.58 | 56% | £221.35/MWh | 100% |
| Tue 20 Oct | £1,047.48 | £364.67 | £809.91 | £2,580.63 | 41% | £139/MWh | 93% |
Most recent day, period by period
Positive dispatch is export or discharge; negative is import or charge.
| SP | Time | Intraday price | Traded vol (MWh) | Imbalance price | Dispatch (MWh) | P&L |
|---|
Indicative simulation only. It assumes every scheduled MWh is delivered and settled at the imbalance price, with no BM acceptances, network charges, availability contracts or state-of-charge carry-over between days.