I will backtest your trading strategy and validate it with honest metrics
Trading Strategy Backtesting and Validation, Quant Developer
About this Gig
Most backtests lie curve-fit, drawdown ignored, a pretty equity curve that falls apart live. I do the opposite.
I'm a finance-trained developer with real markets experience. I backtest strategies the way a professional risk desk would: measured in R, with true expectancy, max drawdown, profit factor, and out-of-sample walk-forward validation.
If your idea has an edge, I prove it with numbers. If it doesn't, I tell you straight and show you why that honesty saves you from risking real money on a strategy that only looks good on paper.
Works on ANY market: stocks, crypto, forex, futures, indices.
WHAT YOU GET
- Win rate, expectancy (R), total return (R), max drawdown, profit factor
- Equity curve + trade-by-trade breakdown
- A plain-English verdict: does it have an edge, and where is it weak?
- (Standard) Parameter optimization + breakdown by setup
- (Premium) Walk-forward out-of-sample validation + a runnable tool you can re-run yourself
I won't promise profits, sell a "holy grail", or hide bad results. Honest quant work only. Backtests are historical analysis, not investment advice.
Message me with your strategy first and I'll recommend the right package free.
Platform:
TradingView
•
Custom
•
Binance
FAQ
Do you guarantee the strategy will be profitable?
No — and be careful with anyone who does. I validate your strategy honestly. Sometimes the result is "no edge", which is exactly the information that saves you money.
What do you need from me?
Your strategy rules (entry, exit, stop-loss, position logic), plus the market and timeframe. For data, just name the symbol/exchange or upload a CSV (timestamp, open, high, low, close, volume).
Which markets can you test?
Any market with price (OHLCV) data — stocks, crypto, forex, futures, indices.
Do I get the code?
The Premium package includes a runnable tool you can re-run yourself. Basic and Standard deliver the full report.

