Backtest

Understand your backtest before you trade it.

Know which strategies deserve your money. Quantprove turns your backtest into answers you can act on.

What your backtest is really saying. The three answers to know before you go live.

Take a look inside a report. Every section answers one question.

Honest about what it can't tell. Every number arrives with how sure it is.

Interactive Brokers
FeesResults before fees

Fees counted in.

Pick your broker and its published fees come off every trade, so the result is closer to what you would keep.

30200Good500BigToo few
717 trades, big sample

Enough trades to trust?

Under 200 trades, a backtest is marked as a low sample. From 500, the sample counts as big.

Every number explained.

Press Explain on any section to see what it measures, your result and how to use it.

Ready for live trading. A backtest is where the evidence starts.

[01]
Monthly results
2021
2022
2023
2024
DownUp

Which months carried it?

Every month of the test side by side, so one lucky stretch cannot hide.

[02]
Losing streaks
1x66
2x33
3x24
4x12
5x3
6x6
7x3
8x3
9x3
10x+2

How long do losing streaks run?

See how many losses in a row the test went through, so a normal streak does not shake you live.

[03]
Split test
+113RPart 1
+27.9RPart 2
+61RPart 3

Did it hold in every period?

The test splits into three parts. A real edge makes money in each of them.

[04]
BacktestDid your system work in testing?
ValidationDoes it hold up in live trading?
MonitorIs it still working as trades arrive?

Next step: Validation.

Connect your broker and Validation compares your live trades with this backtest.

Bring your backtest from anywhere.

MT4 and MT5 Strategy Tester reports, TradingView strategy exports, CSV, Excel, HTML or PDF files. Or import from Notion and Google Sheets.

From file to report in three steps. No setup, no code.

01

Export your test.

Save your backtest data from Excel, Google Sheets, TradingView or Notion.

02

Drop the file.

Quantprove reads the trades and shows you the columns it found before anything is saved.

03

Read the report.

Edge Score, luck test, split test and Monte Carlo range, on one page.

One strategy, from test to live.

Every step works from the same record.

[01]

Quantprove Passport

[02]

Track record

[03]

How it works

[04]

Backtest

[05]

Validation

[06]

Monitor

[07]

Trading Journal

[08]

Integrations

Questions about backtests

Quantprove analyzes a backtest you already ran in MT4 or MT5 Strategy Tester, TradingView or a spreadsheet. It scores the strategy out of 100, runs a luck test with 10,000 reshuffles, splits the test to see how much of the edge holds, and shows a Monte Carlo range for live trading. It does not run backtests itself.

Check whether the edge still holds on the part of the test the rules were not tuned on. Quantprove splits your backtest into parts and shows how much of the edge each part keeps, then runs a luck test and shows how much of your winnings came from a few big trades. What overfitting means.

Ask the seller for the full backtest report and upload it to Quantprove. A real edge holds across the split test, beats the luck test and does not rest on a handful of big wins. Even then a backtest is only a starting point, so ask for live results from a connected broker too.

Yes. A backtest report is a file that can be edited or cherry-picked, so Quantprove cannot confirm it came from a real test. What it does show are the usual signs of a weak one: too few trades, results that rest on a few big wins, and an edge that fades in the later part of the test.

Quantprove needs at least 30 trades to score a backtest. Under 200 trades the result is marked as a low sample, and from 500 trades the sample counts as big.

Your backtest,read properly.