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For research and analysis — not investment advice. Backtests are hypothetical.
Step 1

Bring a strategy

Upload a Python strategy file, or describe what it does and answer a few questions.

Upload a strategy file

A .py file with a STRATEGY header. The header is read without running the file.

Describe it instead

Say what it does, the way you'd say it. It asks only what it still needs, then shows the algo exactly as understood — change, add or remove anything in plain words until it's right, then build it.

Step 2

Parameters

Anything your strategy already defines is pre-filled and locked to From strategy. Everything else is yours to set.

Running

Result

Backtest

Hypothetical results: this backtest simulates how the strategy might have traded on past data under the settings you chose. It is not a promise of future results and not investment advice.

Quarterly

Trades

Downloads

Saved

Backtest history

Paper · simulated

Paper runs

Simulated: a paper run is the backtest engine fed minute bars one at a time, live or replayed. Fills are simulated by the same rules as the backtest — nothing here is a broker execution, and nothing here says what the strategy will do next. Paper runs are started and watched in the Dashboard (strategy → Paper tab); this page is the engine's own list of your runs.