With the Research Wizard you can produce reports showing the performance of your screens (based on DBCM data items only). The Backtest option in the Research Wizard enables you to select a saved screen definition (DBCM items only) and to test it historically and view the screen's performance relative to a benchmark over time.
More:
Understanding Backtest Output Report
DBCM Items Not Suitable for Backtesting (Error 1001)
Screening Criteria Not Suitable for Backtesting (Error 1004)