Institutional-grade, no-code
backtesting for prop traders
Backtest tick-by-tick on real order-book data, then use AI-guided analysis to optimize for evaluations, funded accounts, and withdrawals.
Tick-level data since 2017 · MBO order-book fills · First verdict in minutes
Topstep
Apex
My Funded Futures
Tradeify
TradeDay
Take Profit Trader
Bulenox
Earn2TradeMeet the Prop Pass Verdict.
Ten thousand simulated runs under your firm's exact rules. Not just the eval: the funded phase, the payouts, the fees, and what actually lands in your wallet.
- Will I pass?A pass probability from ten thousand resampled runs of your own trades. Not a feeling. A number.
- What's going to stop me?The exact rule that ends your failing runs: trailing drawdown, daily loss, or consistency. Named and ranked.
- What size should I trade?The contract count that maximizes your odds, found by sweeping every alternative.
- Which firm fits this strategy?A firm showdown: the same trades judged under 51 real rulesets across 6 firms. Ranked, best fit named.
- What would I actually make?The whole lifecycle in dollars: eval fees, resets, activations, payouts and splits. Net wallet profit, not gross hype.
pass probability · of decisive attempts
Best fit ranked across 51 firm presets · fees and payouts included
Inconclusive means the strategy ran out of history, never counted as a pass. Resamples your trade distribution, not eval ticks.
If a pass leans on lucky trade ordering, the verdict says so. If there is not enough history to know, it says inconclusive instead of inventing a rate. And we track predicted pass rates against real outcomes, so 60% is meant to mean 60%.
Evals aren't lost to bad discipline. They're lost to unknown math.
Three numbers decide almost every evaluation: your strategy's volatility, the firm's rule geometry, and your size. Most traders never measure any of them. So the outcome feels random.
You're trading the rules, not just the market.
Trailing floors that ratchet and lock. Daily loss lines. Consistency caps. Contract limits that change mid-account. Your P&L curve never met the geometry that decides your eval.
One backtest is one draw.
Your historical result is a single ordering of your trades. Resample them 10,000 times and a pass rate appears. That number, not the one lucky path, is what you are buying with the fee.
Optimistic fills flatter you.
Bar-close backtests guess which side of the bar filled first and skip the queue entirely. That gap is your margin of error. In an eval, the margin of error is the account.
Passing is a probability. You can measure it. You can raise it.
From idea to funded account. One pipeline.
Every stage feeds the next — nothing to export, nothing to stitch together.
Professional strategy logic. Zero code.
Everything a coded strategy can express — indicators, price action, regimes, risk — as nodes you wire together.
Wire the strategy in your head
Drag nodes, connect them, run it. No syntax, no exports, no broker SDK.
Regime Mode
Detect the market state, then run different execution logic per regime — with priority and transition rules.
38 indicators + price action
Fair-value gaps with mitigation, swing points, regression channels — logic beyond the retail norm.
Validated as you build
Wiring errors are flagged before you spend a single credit on a run.
Built to optimize
Every parameter you expose auto-populates the optimization sweeps downstream.
A backtest you can take to an eval.
Every tick since 2017, order-book depth included. With Simulate Fills in Realistic mode, market orders walk 10 levels of historical depth, limit orders wait their turn in the modeled queue, and latency delays every fill. When the stop and the target share a bar, we know which hit first — because we replay the tape, not the candles.
ES & NQ from 2017 · micros including MES · stocks & crypto with order-book depth.
How the engine worksThe copilot that refuses to flatter you.
It brainstorms with you, wires the graph, and reads every result against your goal. But it will not praise an unvalidated backtest — if your edge might be luck, it says so, names the cheapest experiment to find out, then helps you fix it and re-run.
Size → 1 contract for days 1–10, then 2.
Simulated results. They have inherent limitations. Read the full statementHide the statement
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
Your backtest happened once. We make it happen 10,000 times.
Resample the trades, perturb the fills, shuffle the regimes — then read the distribution, not the one lucky line. One score, six weighted components, capped below 100 trades so a small sample can't fake its way to confidence.
Simulated results. They have inherent limitations. Read the full statementHide the statement
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
Less than one eval attempt.
Every plan includes the full pipeline and the copilot. Annual billing is two months free.
Starter
or $490/yr — 2 months free
- 1,500 credits / mo
- Backtests and copilot turns spend one balance
- Full pipeline & robustness suite
Pro
or $990/yr — 2 months free
- 5,000 credits / mo
- Backtests and copilot turns spend one balance
- Full pipeline & robustness suite
Quant
or $1990/yr — 2 months free
- 12,000 credits / mo
- Backtests and copilot turns spend one balance
- Full pipeline & robustness suite
7-day free trial · 160 credits · cancel anytime
Questions, answered straight.
Everything about building, testing, and passing with AlgoLift — no jargon, no dodging. Still stuck? We're one message away.
Built to be checkednot to be believed
Every number AlgoLift shows you comes with the evidence behind it and the reason it might be wrong. That is the whole product, so it is also how we talk about it here.
Accurate
Built on real-market tick data and transparent execution for uncompromising precision
Fast
Parallelized compute processes years of tick data in seconds for rapid iteration
Secure
Encrypted storage and isolated execution keep your proprietary strategy logic your own