Validation

From backtest to proof.

Your strategy used to work. Does it still? Compare your testing with your actual results.

Does it work live?
Working as tested
Better than expected
Now
Not workingUnclearWorking
Made +85R over 263 live trades
Good sample: 263 trades over 21 months
Average trade +0.32R, backtest +0.32R
Validation done. Monitor keeps watching from here.

Did your strategy survive real trading? Find out in three steps.

Backtest

Did your strategy survive real trading? Find out in three steps.

See what to expect.Upload your backtest. It shows broadly what your system is expected to do.
Backtest
Compare it with your real trades.Every real trade is compared with your backtest baseline. You see where they match and where they don’t.
Backtest and real trades
Know what to do next.Trade it bigger, keep going, rework it or stop. You decide, now with proof behind you.
How it compares
BacktestReal trades
Average trade0.32R0.32RPassed
Win rate45%46%Passed
Average win1.80R1.71RPassed
Average loss-0.89R-0.88RPassed
Deepest drawdown-39.1R-12.1RPassed
Trades per month15.812.6Be careful
5 of 6 passedWorking as tested

No more guessing. See what your strategy is really doing.

BacktestLive performance

Catch an overfit backtest.

A test that only worked on paper falls apart once real trades arrive. Validation shows where.

Interactive Brokers
FeesResults before fees

Fees counted in.

Pick your broker and its published fees come off every trade, so both sides are compared after costs.

Sample size
263trades
Now
Too earlyFirst signFull answer

Enough trades to trust?

A few good trades can just be luck. Validation waits until there are enough to trust the answer.

Every number explained.

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

“When I first opened Quantprove, I instantly got the feeling this was the next generation of trading software.”

Endi SvigirHead of Trading, PivotFlow Capital

Honest when it’s too early. Clear when something changed.

Too early to tell13 more trades to your first analysis

It says when it’s too early.

No answer before 25 live trades.

Fewer trades a month than tested12.6 a month live, 15.8 in the backtest

It names what’s different.

See which number moved, and by how much.

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

Then Monitor takes over.

Validation ends at 100 live trades. Monitor keeps watching from there.

What Validation can’t tell you. Where the evidence stops.

The past, not the future.

It shows how your trading has performed so far, not how it will perform next.

Your backtest, as you gave it.

It measures against the test you upload. A flawed test makes the answer less trustworthy.

Evidence, not advice.

It never tells you to keep, change or stop. The decision always stays yours.

One step in the workflow. Validation sits between testing and watching.

BeforeBacktestDid your system work in testing?NextMonitorIs it still working as trades arrive?

Frequently asked questions

Quantprove gives a first reading at 25 live trades, compared with a backtest of at least 30 trades, and finishes Validation at 100 live trades. Below 25 trades, luck can look like skill, so the score stays locked until there is enough to trust.

Upload your backtest, connect your broker and assign the live trades to the strategy, and Quantprove compares the two after costs. It draws both result curves on one chart, sets each measure side by side, including profit per trade, win rate, drawdown and losing streaks, and gives one reading: working as tested, working differently, or not working live.

Some gap is normal: fees, slippage and a small live sample all pull results below the backtest. A larger gap often means the backtest was overfit or the market changed. Quantprove tests whether your gap is within normal variation or larger than chance explains, and shows which measure moved.

Run the forex EA live on a small account and compare its live trades with the backtest you were shown, because an overfit backtest falls apart once real trades arrive. Quantprove makes that comparison after costs for any strategy, algo or bot, with a first reading at 25 live trades. A backtest alone cannot tell you, since it was tuned on the same data it is graded on.

No. Validation tells you whether your live trading so far matches the backtest, not what the next trade will do. Markets change, so after Validation, Monitor keeps checking each new trade against the expected range.

Stop wondering. Start proving.