Free · first ten

Your backtest, re-run with fills checked against live executions.

Most backtests fill a resting order the moment price touches it. Real queues do not.

The gap between the two is often the whole edge. Send one backtest. We re-run it on a fill model checked against our own live fills, and send back what you would actually have got.

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A name and an email. We reply with what to send.

Your backtest Re-run on live-checked fills the gap

Illustrative. Yours comes back as a PDF and CSV.

Who it is for

Any strategy that rests limit orders: market making, grid, mean reversion, limit entries or exits.

If yours only crosses the spread, the gap is latency and fees, and this will not tell you much.

How it works

  1. 01

    Send

    The order log, the venue, the dates.

  2. 02

    We re-run

    Same orders, fills from a model checked against live executions on your venue where we trade it, otherwise the closest we do.

  3. 03

    You get

    Both curves on one chart, where the missing fills cluster, one paragraph on what it means. PDF and CSV, within five working days.

What you send

  • One strategy, one pair The one you would trade first.
  • The order log as CSV Timestamp to the second, side, price, size, and whether the backtest counted it filled. An equity curve is welcome; the log is what we need.
  • Venue and date range We confirm coverage before you send anything.

What you get back

  • Both curves on one chart Yours and the re-run. We say which venue the fills were checked against.
  • Where the missing fills cluster Hour of day, and how fast the market was moving.
  • One paragraph on what it means For the strategy.

The terms

We run a crypto HFT desk and have since 2018. This is the first step of the same check we run on our own book.

No strategy code, ever.

Not your code, rules, signals or parameters. We never ask.

What you send stays yours.

Used once, for your result. Not published, shared or traded on.

Our method stays ours.

You get your result, not our fill counts, curve or parameters.

A person replies.

Within one business day; your result within five working days of the files.

First ten, then it closes.

The paid version of the same check is Validate Base. No obligation.

Send one backtest. See the gap.

Request an autopsy →