QuantConnect even allows you to pull in the backtest data using their easy to use Rest API, or utilizing their (currently in beta) Visual Studio plugin. If you decide to utilize the backtesting portion of the Rest API more than 5 times a day, it’s a relatively cheap upgrade to unlimited api backtests: 19.95. You can always switch back to their Web IDE for continued unlimited backtesting.
Plus, even better, Visual Studio 2013 Community Edition has just been released. It has all the features of the Professional Edition for use with small teams and for personal use. As mentioned above, QuantConnect has a plugin (currently in beta, and open sourced on github) that allows you to easily develop strategies directly from Visual Studio. Given Visual Studio is easily one of the best IDEs on Windows, this is beyond a blessing; and, definitely worth going along for the “beta” plugin ride. This is not available through other services that typically require API access through the browser. Although, I won't forget to mention that QC also has a nice browser-based IDE.
At a bare minimum, I would recommend signing up for free and trying out their web IDE. They use C# which is considerably more powerful than some of the languages used on other backtesting sites. This power comes in handy when you’re dealing with many, many data points and complex algos. It’ll keep things snappy while data is massaged across a number of cloud servers, allowing you to have your data points crunched in no time. And, if you’re new to C#, QC also has good documentation to help you along.
There are also many innate features (e.g. ability to have multiple files in a project) that you will come to appreciate as you delve into their system. They are adding things and upgrading frequently. I continue to expect more in the coming weeks and months. They have good documentation and are easy (and free) to sign up with. Here's another link to their site: QuantConnect.com.
Please, feel free to post any backtests you run in the comments; I’d be interested to see!