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From idea to evidence.

The old loop was fragmented: build in one tool, restructure the code by hand, test somewhere else. On Quant it's one window: describe, chart, backtest, refine, then save, and the next refinement picks up exactly where this one ended.

01Describe

Long when a bullish CHoCH prints, exit at the order block.

Plain-language logic

02Chart

Candlestick chart with a CHoCH level drawn above the swing high

Rendered as you talk

03Backtest

Net+161,073.60 USDT

Proven against history

04Refine

make it use order blocks too, exit when reaching order block. that'd be smarter

Iterated in conversation

05Save

BTCUSDT logo

New Overflow

BTCUSDT · 1h

v3

The next pass starts here

Read the whole report.

A single headline number isn't a verdict. The report shows you quality.

Net profit, profit factor, win rate, average P&L, and closed trades, split by long and short, so you see whether a strategy only works in one direction. Daily P&L, weekday performance, and trade distribution get their own visual breakdowns, with Monte Carlo when you want to go deeper. Strong strategies show you where they're strong; weak ones show you exactly what to fix next.

Build me a Donchian breakout strategy with ATR stops and backtest it on BTC
Backtest running

I added and ran a Donchian ATR Breakout Strategy on the current BTC-USD 5-minute chart.

Rules
  • Long: Close breaks above the prior 20-bar high and is above the 100 EMA.
  • Short: Close breaks below the prior 20-bar low and is below the 100 EMA.
  • Stop-loss: 1.5× ATR.
  • Profit target: 3× ATR.
  • Position size: 1 BTC.
  • Costs: 0.05% commission and 2 ticks of slippage.

The script is valid, displays its trades on the chart, and uses completed Donchian levels without lookahead. Open the Strategy Tester to inspect net profit, drawdown, win rate, and trade statistics. This is an arbitrary demonstration strategy, not an optimized recommendation.

Add a trailing stop
Optimize parameters
Ask for an indicator
Claude Fable 5.1 High
BBTCUSD|30mDonchian ATR Breakout StrategyNov 14, 2023 - Sep 18, 2026
50000
40000
30000
20000
10000
0
Nov 14
Jan 11
Mar 3
Apr 28
Jun 21
Aug 14
Oct 7
Nov 27
May 2
Jun 23
Aug 22
Oct 14
Dec 14
Feb 4
Apr 1
May 26
Jul 23
Sep 17
Net Profit
+42,687.65 USD
Trades
1704
Win Rate
36.56% 623 | 1081
Max Drawdown
96,452.18 USD 9.65%
Profit Factor
1.071
Performance
Net Daily PNL (USD)
Net Daily P&L
7.5k
5k
2.5k
0
-2.5k
-5k
Weekday Performance (USD)
Weekday P&L
30k
20k
10k
0
-10k
Sun
Mon
Tue
Wed
Thu
Fri
Sat

Research that compounds.

Strategy development is never one attempt. Save every strategy inside Quant, return to it from the sidebar, and build variations without screenshots, pasted code, or scattered notes. Your research becomes a collection, and the ideas that showed promise stay one click from their next refinement.

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EURUSD

EUR/USD

$ −0.09
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AUDUSD

AUD/USD

$ 0.20
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CRWD

CrowdStrike Holdings, Inc.

$ 307.98
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ZS

Soybean Futures

$ 4.5M
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SPY

SPDR S&P 500 ETF TRUST

$ 377.54
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BTCUSDT

Bitcoin

USDT 338.3k
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NQ

E-mini NASDAQ 100 Futures

$ 57.6k

Variations

BTCUSDT logo

New Overflow · HyperWave Below 50

BTCUSDT · 1h · saved in Quant

v1

Baseline HyperWave conditions

PF 1.41Net +38,204

v2

+ Overflow threshold below 50

PF 1.92Net +96,510

v3

+ Symmetric long / short exits

PF 2.333Net +161,073current

Take it to TradingView®. If you want.

Nothing on this page requires leaving LuxAlgo. Porting is pure optionality. Quant writes Pine Script®, so the generated code can be pasted onto a TradingView® chart, and strategies you find in the Strategy Screener can travel the same way.

Quant BacktestingPine Script® via PineTS
// Exported from Quant: Overflow + HyperWave modules inline
//@version=6
strategy("New Overflow · HyperWave Below 50", initial_capital = 100000)
longEntry = newBearishOverflow and moneyflow < 50
shortEntry = newBullishOverflow and moneyflow > 50
if longEntry
strategy.entry("Long", strategy.long)
if shortEntry
strategy.entry("Short", strategy.short)
Strategy ScreenerSame route · optional

Strategies you find in the Strategy Screener can be taken to a TradingView® chart as well, by choice. Everything on this page runs natively on LuxAlgo first.

As Quant's engine grows, some strategies may be too advanced for Pine Script®, but most convert cleanly

Frequent questions.

Yes. Any strategy Quant builds can be backtested without leaving the conversation. The full performance report returns in the same window you built it in.

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