I will backtest and stress test your strategy for prop firm challenges

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Trading Strategy Validation and Automation

I validate and automate trading strategies — and I tell you the truth about them. Most backtests look great because they were fitted to the data. I run proper out-of-sample and walk-forward testing w...
Over deze dienst

Your backtest probably lies to you. I'll show you where.

Almost every strategy looks profitable on the data it was built on. What matters is whether it survives data it has never seen, and the limits of a prop firm challenge.

What I do: I test your rules with real spreads, commissions and slippage, then run a Monte Carlo on your challenge rules (daily loss, max drawdown, profit target) to estimate your odds of passing.

What you get:

Backtest with realistic execution costs

Monte Carlo odds of passing your prop firm challenge

Out-of-sample validation (Standard and Premium)

Max drawdown, profit factor, expectancy, trade distribution

A plain-language report with an honest verdict, including "don't buy the challenge" when that's what the data says

What I need: clear rules (entries, exits, SL, TP, sizing, instrument, timeframe) and your challenge rules. If it's already coded, send the file.

Markets: Gold, Forex majors, indices.

Revisions fix errors in applying your rules, not the verdict.

I validate strategies, I don't sell them. Not financial advice: a positive test is evidence, not a guarantee. If you want someone to confirm your strategy is a winner, I'm the wrong seller.


Technologie:

Excel

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Jupyter-notitieboek

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Google Colab

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NumPy

Type analyse:

Kwantitatieve analyse

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Statistische analyse

Expertise:

Experimentontwerp

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Algoritmes

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waarschijnlijkheid

Programmeertaal:

Python

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Overige

Tools:

TradingView

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Google Colab

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Microsoft Excel