Describe a strategy.
See if it works.
Type a trading idea in plain English. Our AI translates it to a validated strategy. You get an institutional-grade tearsheet in minutes.
Your strategy
Backtest results — BTCUSDT 1h · 2022–2024
Total Return
+184%
vs BH +61%
Sharpe
1.84
annualised
Max DD
−18.3%
peak-to-trough
Win Rate
61.4%
142 trades
Equity curve
Infrastructure
How it works
From idea to tearsheet
in three steps
No Python. No config files. No manual indicator math. Just describe what you want.
Describe your strategy
Type it exactly how you think about it. "Long BTC when 1h RSI crosses below 30, exit at 2× ATR profit or 1× ATR stop."
AI validates it
Our AI translates your prompt into a structured spec, validates every indicator, signal, and exit rule — then runs 8 semantic checks before a single bar is processed.
Get the tearsheet
Equity curve, drawdown, monthly heatmap, trade-level FIFO P&L, Sharpe, Sortino, max drawdown, win rate, profit factor — all computed on real minute-bar data.
Example strategies
Start from one of these,
or write your own
Real backtests on real data. Hypothetical results for illustration.
“Long BTC when the 12-period EMA crosses above the 26-period EMA on the daily chart, exit when it crosses back or at a 5% stop loss”
Return
+184%
Sharpe
1.84
Max DD
−18%
“Buy SPY when price closes below the lower Bollinger Band (20, 2σ), exit when price reaches the middle band or after 20 bars”
Return
+91%
Sharpe
1.42
Max DD
−12%
“Long ETH on 1h when RSI(14) crosses below 30 and volume is in the top 10th percentile. Exit at 2× ATR profit or 1× ATR stop”
Return
+247%
Sharpe
2.11
Max DD
−22%
The platform
Everything a systematic trader needs
Built on the same engine used for internal algo development at Lapunga.
Full TA-Lib library
All 158 TA-Lib functions — momentum, overlap, volatility, volume, statistical, and 61 candlestick pattern recognisers. Exact TA-Lib numerical parity: bit-for-bit identical to the C library, not a pure-Python approximation.
Institutional tearsheet
Equity curve, underwater drawdown chart, monthly P&L heatmap, returns distribution, FIFO trade-level P&L table. Everything a quant fund would want to see.
No code runs
Your strategy is a validated spec — never arbitrary code. The whitelist-only DSL means zero attack surface. Multi-tenant isolation enforced at the Postgres RLS layer.
Minute-bar history
Back to 2020 on top crypto pairs and S&P 500 components. Six timeframes from 1m to 1d. Data stays warm in Redis and cold in R2 for fast repeated runs.
Pricing
Simple, honest pricing
Start free. Upgrade when you need more runs. Cancel any time.
Free
forever
- 1 backtest / month
- 3 AI generations / month
- Full tearsheet
- Crypto + equity data
- 5-min wall-clock cap
- 1 concurrent run
Pro
per month · or $278/yr (save 20%)
- 50 backtests / month
- 150 AI generations / month
- Full tearsheet + exports
- 10-min wall-clock cap
- 2 concurrent runs
- Robustness add-on (v1.1)
Quant
per month · or $758/yr (save 20%)
- 500 backtests / month
- 1,000 AI generations / month
- Full tearsheet + exports
- 20-min wall-clock cap
- 4 concurrent runs
- Robustness add-on (v1.1)
Annual billing saves up to $158/year — cancel any time, no questions asked.
FAQ
Common questions
Crypto: 10 top pairs including BTC, ETH, SOL, BNB, XRP and more. Equity: top 20 S&P 500 names. Six timeframes from 1-minute to daily. Data goes back to 2020 and refreshes continuously from live broker feeds.
Get started
Your first backtest is free.
No credit card. No Python environment. No waiting for a quant to review your idea. Just type and run.