Algorithmic Trading
An Independent Review Before You Risk Capital.
Bring us a strategy, an EA or a Pine script you already have. We test whether the results hold up, and we tell you plainly when they do not.
What a strategy review covers.
Logic audit
Rules checked for ambiguity, contradictions and conditions that can never trigger.
Code audit
Lookahead, repainting, unrealistic fills and state that does not survive a restart.
Backtest validation
Results reproduced independently with realistic spread, commission and slippage.
Overfitting checks
Parameter sensitivity, out-of-sample periods and walk-forward behaviour.
Monte Carlo simulation
The trade history re-run 10,000 times to show the range of outcomes, not one curve.
Written report
Findings ranked by severity, with what to fix and what to stop trusting.
Monte Carlo testing: 10,000 versions of the same strategy.
A backtest shows one sequence of trades, in the one order history happened to deliver them. We reshuffle and resample that trade history 10,000 times, and can randomly skip trades or vary costs, to see how much of the result depends on luck.
- Distribution of maximum drawdown
- Probability of reaching a loss limit
- Range of final equity outcomes
- Longest losing streak to expect
- Position size the results can support
A strategy whose worst simulated drawdown you could not tolerate is too large, however good the original backtest looks.
Equity curve
- Period
- Jan 2019 to Dec 2025
- Model
- Every tick, real ticks
- Trades
- 1,284
- Profit factor
- 1.41
- Max drawdown
- 11.8%
- Out-of-sample
- 2024 to 2025 held back
Illustrative report layout with simulated figures. Historical backtesting and optimisation do not guarantee future trading results.
Historical backtesting, optimisation and simulation do not guarantee future trading results. We develop software to your specification. We do not provide trading signals or investment advice, and we make no promise of profitability.
Discuss Your Strategy.
Send us your rules in whatever form they exist today. We will tell you what is buildable, what is ambiguous and what it would take.