Backtest Crypto Strategies
on Real Market Data
Build, Run, and Analyze thousands of strategy combinations in a single backtest.
Intrabar Simulation captures execution inside each candle for more realistic results.
How It Works
From Idea to Insight in 3 Steps
Create Strategy
Build strategies visually using indicators, conditions, and risk rules. Set multiple parameter values to generate hundreds or thousands of variations — no coding required.
Run Backtest
Run all strategy combinations in a single backtest. Intrabar simulation captures realistic entry and exit prices with minute-level precision.
Analyze Results
Analyze the full result set, then drill into any combination for deeper performance and trade analysis.
AlisQuant in Action
Build, backtest, and analyze crypto strategies in one workflow.
Analyze Every Backtest at Two Levels
Compare all tested combinations at once, then drill into any combination down to individual trades.
Compare thousands of tested combinations in one view. Explore performance, risk, trading activity, and relationships across the entire result set.
Results Table: key performance metrics across all combinations
Distributions: Net Return, Trade Count, and Max Drawdown
Relationships: Net Return vs Max Drawdown, Trade Count, and Sharpe
Select any combination and dive into its performance, risk, and every trade it generated.
Equity & Risk: Equity Curve, Drawdown, and Drawdown Duration
Trade Performance: PnL per Trade and Trade Return Distribution
Trade Behavior: Trade Duration and Exit Type Distribution
Strategy Stability: Rolling Win Rate and Expectancy
Why Most Backtests Are Misleading
Traditional candle-close simulations often hide execution risk. Intrabar simulation helps you test strategies in conditions closer to live trading.
Entries and exits are often triggered only on candle close
Indicators are calculated on already completed candles
No realistic intra-candle price movement
Results can look overly optimistic
Conditions are checked on every price movement
Indicators update dynamically during simulation
Entry and exit timing is evaluated with minute-level precision
Results you can use with more confidence
Same strategy, different assumptions:
Help Shape AlisQuant
We are building this platform together with traders, quants, and strategy researchers.
Missing an indicator? Need a new exchange or market type? Send a request and influence what we build next.
Most requested ideas are prioritized in our roadmap