Bring Your Strategy. We Turn It Into Code.
Whether your approach is discretionary, rule-based, indicator-based, price-action-based, or quantitative, we formalize it into an automated trading system and test it against historical data.
Automation across major tradable instruments.
Availability can depend on your broker, exchange, or jurisdiction.
From strategy to deployed system in five steps.
Tell Us Your Strategy
Explain the strategy and trading rules — written notes, indicators, or existing code all work.
We Code It
We convert the strategy into precise, executable trading logic.
We Backtest It
The system is tested against approximately five years of historical market data.
We Analyze It
We evaluate performance, drawdowns, risk, and structural weaknesses.
Deploy & Iterate
The system is prepared for paper or live trading, with room to refine further.
The Pipeline
A five-year historical test, before anything goes live.
Every automated strategy is evaluated against approximately five years of historical market data, measured backward from the current date.
Backtest Report — Sample Strategy
Initial Capital
$50,000
Final Equity
$71,240
Net Profit
+42.5%
Max Drawdown
-11.8%
Win Rate
54.3%
Profit Factor
1.62
Number of Trades
1,284
Average Trade
+$16.60
Sharpe Ratio
1.34
Sortino Ratio
1.81
Annual Return
8.1%
Risk / Reward
1 : 1.9
Historical backtest results are hypothetical and do not guarantee future performance. Actual results may differ due to market conditions, liquidity, spreads, slippage, execution, fees, and other factors. Nothing on this website constitutes investment advice.
Understanding risk is as important as measuring return.
Maximum Drawdown
The largest peak-to-trough decline observed, a core measure of downside risk.
Win Rate & Profit Factor
How often trades succeed, and gross profit relative to gross loss.
Sharpe & Sortino Ratios
Risk-adjusted return measures accounting for volatility and downside deviation.
Position Sizing & Risk Controls
How capital is allocated per trade and what limits exposure during drawdowns.
Common questions about automation.
Yes. You can bring a discretionary, rule-based, indicator-based, price-action-based, or quantitative strategy in whatever form you have it — written notes, screenshots, historical examples, or existing code.
No. You describe your rules and logic; we handle formalizing them into executable trading code.
We work across forex, crypto, commodities, indices, stocks, futures, and other electronically tradable instruments where appropriate. Availability can depend on your broker or exchange.
Typically approximately five years of historical data, measured backward from the current date, depending on data availability for the chosen instrument.
Historical market data appropriate to the instrument and timeframe of the strategy being tested.
Yes. Backtests can incorporate estimated spreads, commissions, and other transaction costs to produce more realistic results.
Yes. Slippage assumptions can be modeled into the backtest to better reflect real-world execution conditions.
We can help identify parameter sensitivity, weaknesses, and areas for potential refinement based on backtest results.
Yes, including custom Expert Advisors and platform-native automation, depending on the target platform's capabilities.
No. Backtests are historical simulations. They do not guarantee future performance, and actual results can differ due to market conditions, liquidity, spreads, slippage, execution, and fees.
Ready to see your strategy in code?
Send us your rules, indicators, or existing code — we'll take it from there.