The backtesting platform
for systematic traders.
Build, test, and validate trading strategies on live market data — with No Code & AI assistance, advanced risk metrics, and privacy-first sharing. Whether you hold for hours or months, your edge stays yours.
Start building today.
Four core tools available right now — no waitlist.
Visual Strategy Builder
Drag-and-drop Blockly blocks to assemble entry/exit logic, stops, and filters. No code — just logic.
✦ Quantlens AI LIVE
Ask Quantlens AI why your strategy underperformed, get parameter suggestions, or translate a trading idea into blocks — all inside the editor.
Advanced Risk Metrics LIVE
Sharpe, Sortino, Calmar, VaR (95/99%), CVaR, Max Drawdown — all calculated automatically. Save and revisit any backtest snapshot.
Strategy Gallery
Clone AI templates or community strategies. Parameters stay private — you see structure, not secrets.
What we're building for you.
Early Access members get these features first, at no extra cost.
Walk-Forward Optimization SOON
Rolling in-sample / out-of-sample windows. Prove your edge is real, not curve-fitted.
Monte Carlo Simulation SOON
10,000 equity curve permutations. See realistic drawdown ranges before you risk real capital.
Bayesian Optimization SOON
Optuna-powered smart parameter search. 10× faster than grid search, with built-in overfitting guards.
Portfolio Backtesting SOON
Combine strategies across assets. Correlation matrix, blended Sharpe, and portfolio-level drawdown in one run.
From idea to backtest
in three steps
No coding. No setup. Just build, run, and iterate.
Build your strategy
Drag Blockly blocks or describe your idea to the AI Chat. Set entries, exits, sizing, and filters — no code required.
Backtest on live data
Instant results on real EOD data — equity curve, Sharpe, VaR, and full risk metrics in seconds.
Export & share
Export trades to CSV, or share to the Gallery with obfuscated parameters — your strategy logic stays private forever.
Ask your strategy anything.
Get expert answers instantly.
Quantlens AI is built directly into your workspace. Explain a Sharpe drop, suggest a parameter fix, or translate a research idea into blocks — all without leaving the editor. It sees your current strategy and backtest results in context.
- "Why did my Sharpe drop after March 2022?"
- "Suggest a filter to reduce false breakout signals"
- "Add a VIX regime filter and re-run the backtest"
- "What's driving this max drawdown in Q3?"
Suggestion: add a VIX exit filter (skip entries when VIX > 25). Want me to add that block and re-run?
Numbers that actually
tell the truth.
Win rate alone doesn't tell you if a strategy survives real markets. Quantlens calculates the full risk picture automatically — so you know what you're getting into before you risk a cent.
Don't start from zero.
Clone, adapt, make it yours.
AI-built templates, community strategies, and private copies — all with obfuscated previews so you see structure, not someone else's edge.
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What early users say
"I've been trying to test a simple RSI mean-reversion idea for months. Every Python tutorial lost me halfway. In Quantlens I had a full backtest with Sharpe and drawdown in about 10 minutes."
"Forked a momentum strategy from the Gallery, ran the optimizer, and found parameter settings that cut max drawdown by 40% while keeping most of the return. The Grid Search saved me hours."
"Asked Quantlens AI why my Sharpe dropped after adding a second filter. It pointed out I was over-fitting to a single market regime. Got a specific suggestion to fix it. Genuinely useful."
Your strategy. Your edge. Your data.
Join systematic traders who use AI + advanced metrics to build strategies that survive real markets — not just backtests.
Private by default • Live data included • Cancel anytime