QuantLab turns your trading ideas into Python strategies, runs them against real market history with realistic costs, and hands you the full tear sheet — Sharpe to drawdown to monthly heatmap.
Free forever plan · No credit card · Simulation only, never live money
Total Return
+42.7%
Sharpe
1.86
Max Drawdown
−11.2%
Win Rate
58.3%
Built like the internal tooling at a quant desk — without the desk.
Write strategies in Python with a clean on_candle API, or start from battle-tested templates — MA cross, RSI reversion, MACD momentum.
Backtest against up to 10,000 real Binance candles per run, from 1-minute scalps to weekly swings.
Sharpe, Sortino, Calmar, CAGR, expectancy, payoff ratio, exposure, streaks — the numbers a real desk looks at.
Commission and slippage applied to every fill, so your edge survives contact with the real market.
Equity vs. buy & hold, underwater drawdown curves, monthly return heatmaps, and per-trade P&L distribution.
Stop loss, take profit, trailing stops, position sizing by risk — long and short, tested candle by candle.
Pick a template or write your own Python logic in the built-in Monaco editor.
Run it on real historical data with realistic fees, slippage and risk controls.
Read the full tear sheet — then iterate until the edge is real.
Start free. Upgrade when your research outgrows the limits.
For getting started
Paid plans are launching soon — every account starts on Free today.