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Quatick backtest engine

Backtest anything. Trust the numbers.

Strategy BuilderQuaScriptPythonC++TypeScriptSQL

Six languages. One set of fills, costs and statistics.

Open the backtester Engine guide
0strategy languages
0kbars per run
0kMonte Carlo paths
0combinations per sweep
0MHFT events per replay
Polyglot engine

Six languages, one set of rules

The language picks the engine. Fills, costs and statistics are shared.

Engine guide →
DATASTRATEGYENGINEFILLSSCORINGNSE · BSE · MCXQuatick historyBinancepublic klinesDeltapublic candlesStrategy BuilderdslC++ DSL engineQuaScript.qsQuaScript enginePython.pyPython runtimeC++.cppC++20 + quatick.hppTypeScript · JS.tsNode.jsSQL rulessqlDuckDB vectorizedShared simulatornext-open fills · costsslippage · delay · lotsOne statistics moduleSharpe · Sortino · Calmardrawdown · ulcertrades · PF · expectancyDuckDB breakdownsResults+ researchpositions → shared simulatorengine simulates its own orders
Live demo

Move a slider. Everything re-runs.

The Backtesting page's own charts, on a backtest computed in your browser.

Backtesting · resultsInteractive preview
Synthetic data, computed in your browserRun your own strategy
Execution model

Fills you can defend

Orders and fills →

Decide on close, fill next open

bar i−2bar i−1bar ibar i+1bar i+2decide on closefill next open+ delayBarsno lookahead by default

One deterministic path inside a bar

OLHCup barOHLCdown bar

Slippage: bps, ticks or √ impact

bps: flat√ impact0%10% of bar volumebps

Cost of one round trip

6.7 bps round trip
Buy₹33.53Sell₹66.53BrokerageSTTExchange chargesSEBI feeStamp dutyGST (18%)

Orders

marketlimitstopstop-limittrailingbracket sl / tpOCOreduce-onlyday / expiredrawdown kill switch

Per-run settings

fill: next_open | closedelayBarslotSizemaxParticipationsession: crypto | india | us
Validation

Prove the edge before you trade it

Same strategy, data and costs. Six tests.

01

Monte Carlo

≤ 100k paths

Was it luck in trade order?

02

Sweep

≤ 2,000 combos

Plateau or spike?

03

Walk-forward

rolling · anchored

Does it work on unseen data?

04

Overfitting

deflated Sharpe · PBO

Better than N lucky tries?

05
✓✓✓

Lookahead

50 · 75 · 90% history

Does it read future bars?

06

Compare

2–10 strategies

Which variant holds up?

HFT replay

Order books, replayed event by event

Latency on both legs. Fills only when your order reaches the front of the queue.

EXCHANGE BOOK102.0101.5101.0100.5spread100.0your order: 5 ahead99.599.098.5Your strategymarket_maker · imbalance · codefeed +500 µsorder +1,000 µsFill only at queue frontmaker rebate · taker fee

Defaults

feed 500 µsorder 1,000 µsqueue: probabilisticmaker −0.0025%taker 0.0075%tick 0.5max position 10≤ 2M events

Reports

Spread captureFees & rebatesInventory P&LMarkouts 100 ms · 1 s · 5 sFill ratioMaker shareOrder-to-tradeMax inventory
Metrics

Every run, the same scorecard

Definitions →

Return

Net profitTotal returnCAGRExposure

Risk-adjusted

SharpeSortinoCalmarVolatilityTail ratio

Drawdown

Max drawdownLongest drawdownUlcer indexEpisodes

Trades

Win rateProfit factorExpectancyPayoffAvg bars

Distribution

SkewKurtosisMAE / MFELosing streaks

Breakdowns

MonthlyHour of dayWeekdaySideHolding time
Workflow

Idea to live in one workspace

Page guide →
1Buildbuilder · code2Backtestreal costs3ValidateMC · WF · PBO4Forward testunseen period5Paperlive candles6Live botyour broker
Automation · BacktestingInteractive preview
Interactive reproduction of the backtesting workspaceOpen module

12 result views

Overview
Analytics
P&L Calendar
Execution
Trade Log
Risk
Monte Carlo
Optimize
Walk-forward
Robustness
Compare
Report
SDKs & API

Research locally. Same numbers on Quatick.

The SDKs implement the server's fill rules and statistics.

Your machine
Python · quatickC++ · header-onlyquatick-backtest CLI
same fileequal trades · equity · Sharpe
/backtest/engine/…
runsweepmonte-carlowalk-forwardoverfittinglookaheadcomparehftchecklanguages
FAQ

Quick answers

The one built for its language: builder strategies on the C++ DSL engine, QuaScript on its own engine, SQL in DuckDB, and Python, C++ and TypeScript in their runtimes. One statistics module scores them all.

Test the strategy you already have

Pick a strategy, a market and a date range. Research views are one tab away.

Open the backtester Backtesting methodology