Institutional Quant Backtest Lab
Execute high-fidelity historical simulations of the proprietary Candle Step Rider (CSR) decision engine directly inside your browser. Powered by native WebAssembly (WASM) compiled from Rust with tick-level M1 sub-bars, dynamic auto-TP hooks, and zero server lag.
The Quant Backtest Lab executes simulations using our latest, fully optimized v3.0 decision engine (incorporating H1 Storm Floor 6.0 pts, Hook Rebound 2.0 pts, 60-Minute Stagnation Cut Loss, and Storm Missed-Order Bypass). In contrast, our public Live Trading Ledger records actual real-world executions from prior operational months when earlier algorithm iterations were running before these recent risk enhancements were deployed.
Simulation Configuration
Dynamic Equity Curve
Real-time portfolio trajectory with intra-bar drawdowns
| # | Entry Time (WIB | UTC) | Close Time (WIB | UTC) | Session | Type | Lot | Entry | Exit | Points | Profit (USD) | Outcome Trigger |
|---|---|---|---|---|---|---|---|---|---|---|
| Click "⚡ Run Institutional Backtest" above to compute strategy results. | ||||||||||
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