Quantprove helps you evaluate a trading strategy throughout its development: assess a backtest, compare it with live execution and monitor performance as new trades arrive.
How we evaluate a strategy#
Quantprove evaluates a strategy through its trading record: its returns, the risk taken to achieve them and how consistently it performs. Each result is considered alongside the number of trades, the length of the record and the quality of the data.
Backtests establish a starting point. Live results show how the strategy performs in practice, while ongoing monitoring helps identify changes over time.
We work with mathematicians and statisticians on the analytical methods, and with hedge funds and full-time traders to understand the demands of strategy evaluation. Their input helps us develop the methodology around practical trading decisions.
Our goal is to make decades of specialist knowledge and trading experience accessible through one tool. We aim to explain the conclusions clearly while keeping the supporting data available for closer examination.
From backtest to live performance#
| Analysis | Purpose |
|---|---|
| Backtest | Assess performance in testing and the strength of the supporting trade record. |
| Validation | Compare live performance with the expectations established by your backtest. |
| Monitor | Identify changes in recent live performance as your trading record develops. |
A Saved System keeps the backtest and live trades for the same strategy together, so you can review its progress from testing into live trading.
Interpreting your results#
Read each score alongside the sample size, trading period and underlying results. Similar returns can come from very different records: a short profitable run provides less evidence about changing conditions than a longer history.
The Edge Score, Stability Score and Health Score guides explain how to review each analysis.
Read Evidence and limitations for the data-quality factors that affect your results and the limits of their interpretation.
Last reviewed: September 5, 2026.