Take your strategy from backtesting to live trading with confidence.
100% cloud-based. No installation needed. Upload your file and analyze your strategy in 30 seconds.
The only all-in-one platform to validate your backtest and trade with confidence.
No jumping between tools · No Excel spreadsheets · No programming
The equity curve and Profit Factor do not tell you if the strategy is robust.
Your strategy may be perfectly fitted to the past but fail in the future. Without robustness tests, you are gambling.
The historical maximum drawdown is just ONE of the possible ones. Monte Carlo reveals the scenarios you have not seen.
When trading live, how do you know if results are normal or your strategy has broken? You need continuous validation.
Get a complete analysis in 3 simple steps:
Export the report from your trading platform
Drag the file and it processes automatically
8 analysis modules to make informed decisions
Everything you need to validate your strategy before going live.
Metrics and performance
Complete statistical profile: equity, DD, seasonality, returns distribution and streak analysis.
Patterns and What-If filters
Automatic seasonal pattern detection + advanced What-If simulations.
IS/OOS Validation
Exhaustive/Genetic Engine. Trades/Time Split. Rolling/Anchored Method. Matrix and 3D.
Evaluate filter effectiveness
Compare original vs filtered strategy with efficiency, precision and stability metrics.
Monte Carlo and dependency
3 types of Monte Carlo + 3 stress tests: cost sensitivity, slippage and outliers.
Portfolio creation
Define constraints and the engine proposes optimal strategy combinations for your portfolio.
Multi-strategy analysis
Portfolio-level statistics: combined equity, drawdown, correlation and simultaneity analysis.
Real vs Backtest Comparison
Set the LIVE date and check if real performance is within the expected statistical range.
Key concepts every algorithmic trader should know.
Monte Carlo simulation is a statistical technique that generates thousands of possible scenarios by randomly reordering your historical trades. This reveals the range of drawdowns and returns you could experience in the future, beyond the single scenario that occurred in your backtest. It's essential for evaluating strategy robustness before trading with real money.
Walk Forward Analysis divides your historical data into optimization (In-Sample) and validation (Out-of-Sample) periods. It simulates how your strategy would have performed if you had optimized it in the past and traded on unseen data. A Walk Forward Ratio above 50% indicates the strategy has real predictive power, not just curve-fitting.
Overfitting or curve-fitting occurs when a strategy is too closely tailored to specific historical data, capturing noise instead of real patterns. The result: excellent backtests but poor live results. It's detected through robustness tests like Monte Carlo and Walk Forward Analysis.
Live tracking compares your actual results with the statistical projections from your backtest. If your metrics fall outside the expected range (e.g., drawdown greater than the 95th percentile from Monte Carlo), it's a signal that the strategy may have stopped working and needs review.
The modern alternative: 100% web, fast and with exclusive features.
| Algo Strategy Analyzer | QuantAnalyzer | |
|---|---|---|
| Platform | 🌐 Web (all devices) | 💻 Windows only |
| Installation | None, instant access | Download + setup |
| Storage | ☁️ Cloud (30 strategies) | Local (re-import) |
| Updates | ✓ Automatic & continuous | Last: Sept. 2022 |
| Language | Spanish + English | English only |
| Platforms | TradingView, TradeStation, MT4, MT5 | MT4, MT5, cTrader, MultiCharts |
| Price | 249€ Lifetime | $349 |
✨ Exclusive features of Algo Strategy Analyzer
Modern and clean interface. Everything you need in one place.
Start free. Unlock advanced validation when you need it.
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Lifetime full access
One-time payment · Risk-free. Refund policy
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