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/ backtest lab · for strategy builders

Build the edge. Prove it doesn't lie.

Most traders find out their strategy is broken by losing real money on it. You spent weekends hand-testing one setup across five coins in a spreadsheet. Run the whole grid here in a minute — with fees, slippage and funding modeled, so the result looks like real money.

validation methods
6
cost model
fees · slip · funding
paper drift
hourly re-run
idea → live
one click
/ what you can run

Not one backtest. A whole lab.

Quick run

Throw an idea at history, get the curve and the numbers — return, Sharpe, max drawdown, win rate.

Walk-forward

Tune on one slice, test on a slice the strategy never saw. Honest out-of-sample, not curve-fitted fantasy.

Monte Carlo

Got lucky, or got an edge? Shuffle your trades a thousand times and read the drawdown risk.

Parameter sweep

Test SL × take-profit × leverage across the whole grid in one run. See which combo survives, ranked.

Optimizers

Let it search the parameter space for you — smart search, no manual grinding.

Paper strategies

Snapshot a backtest and it re-runs hourly on live candles. Get pinged when it drifts — before it costs you.

past performance is not indicative of future results · backtests are hypothetical

/ no gap between test and trade

Like the result? Ship it live in one click.

Usually there's a pile of manual parameter re-typing between "this backtest looks good" and "it's running live" — and that's where things break. Here the validated strategy deploys with the same parameters you just tested. No re-typing, no gap.

Build → backtest → deploy →
1. build
drag the logic
2. backtest
prove it on history
3. paper
watch it on live candles
4. deploy
one click to live

Stop trusting a strategy you never stress-tested.