Backtesting Engines
Know your edge before you risk a rupee
Spreadsheet backtests lie. We build engines that model realistic fills, fees, slippage and corporate actions - so the equity curve you see is the one you can actually trade.
Free scoping call · Reply in under 30 minutes · NDA on request
The problem
Why traders hire us for this
Backtests that don't match live results
Most backtests ignore slippage, partial fills and fees. We model them explicitly so live performance tracks the test.
Overfit strategies
Walk-forward testing and out-of-sample validation are built in, so curve-fitted parameters get caught before they cost you.
Slow iteration
Vectorized or event-driven engines tuned for your data size - test years of tick data in minutes, not hours.
No path from backtest to live
The same strategy code runs in backtest, paper and live modes. No rewrite, no translation errors.
What you get
- Event-driven or vectorized backtesting engine
- Realistic fill, fee, slippage and corporate-action modeling
- Walk-forward and Monte Carlo validation
- Parameter optimization with overfitting guards
- Performance analytics: drawdown, Sharpe, expectancy, exposure
- Backtest → paper → live deployment pipeline
Start in 60 seconds
Scope your project in four taps
Answer four quick questions and send the brief straight to WhatsApp - no forms, no email chains.
What are you building?
FAQ
Common questions
Ready to scope your project?
Message on WhatsApp with your idea - you'll get a straight answer on feasibility, timeline and cost, usually within 30 minutes.
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