5 years of historical market data at 1-second resolution
Type the entry, strikes, stops and exits the way you'd explain them to a friend. The AI writes the strategy and reads every rule back for you to check before anything runs. A settings panel changes times, stops and lots without a new prompt.
241 strategies traders often ask about: straddles and strangles, iron condors, Supertrend and ORB, expiry-day setups, OI, PCR and VIX signals. Each has its exact rules, a year of results and the risks, ready to run with your own settings.
Backtest popular strategies →The AI watches a strategy video in Hindi, Hinglish or English, up to 60 minutes, and writes the rules down. After the run, the creator's claims sit next to what the backtest measured.
The AI watches the video, in Hindi, Hinglish or English and up to 60 minutes long, and writes the rules down. You fill what the creator left out. After the run, their claims sit next to what the backtest measured.
"Does a 25% leg stop hold up better than a combined stop?"
Straddle with trailing leg stops+₹1.34L"Is the expiry-day hero-zero worth the premium I pay?"
Expiry-day hero-zero buy−₹6.2k"Does the opening range breakout still work on NIFTY?"
CPR breakout & fade+₹33.2k"Does an extreme PCR reading really mark a turn?"
PCR extreme contrarian+₹1.49LChange the entry time in the settings panel and run again. Settings changes use no AI points.
SettingsRun both versions and compare them side by side before you pick one.
Compare versionsSwitch costs on: the same trades after brokerage, dated statutory charges and the real bid/ask.
CostsEvery result splits the P&L by expiry day, India VIX, opening gap, trend and weekday.
Where it made and lost moneySee the result without its best 10% of trades, its worst days and its drawdown.
RobustnessAn estimate of the SPAN and exposure margin, and the return on that margin.
MarginPaste the video. The creator's claims sit next to what the backtest measured.
YouTubeRun the same strategy across a list of indices and F&O stocks in one backtest.
Many symbolsResults open before costs. Switch on brokerage per order, statutory charges at each order's own date and rate, and slippage at the real recorded bid and ask, on the same trades.
The most popular of them, the time-based short straddle on NIFTY: 246 trades over a year.
Same 246 trades all the way down. Brokerage at ₹20 per order plus GST, slippage at the recorded bid/ask, statutory charges at each order's own date and rate.
Every result is split by market condition, so you can see what a strategy depends on. The same straddle made ₹1.17L on trend days and lost ₹97k on choppy days.
Take out the 25 best trades, the top 10%, and see what is left. The straddle that made ₹19,405 over the year ends at −₹94,377 without them.
Winners and losers both. Sample P&L before costs, default settings, 1 Oct 2025 – 30 Sep 2026.
The full NSE option chain of every expiry as it stood at any second of the session: price, bid and ask, IV, all Greeks including vanna, charm, speed, zomma, color, volga and veta, and OI. Plus 19 more datasets a strategy can read, and your own CSV.
The equity curve with its drawdown, a month-by-month breakup, win rate, profit factor, average and worst trade.
The same trades split by market condition: India VIX, gap openings, trend or choppy days, weekday.
The result without its best 10% of trades, the worst days, probabilistic and deflated Sharpe.
An estimate of the SPAN and exposure margin the strategy blocked, and its return on that capital.
Run a strategy on one symbol or across a list of indices and F&O stocks in the same backtest.
Upload a CSV of your own signals or numbers and any strategy can read it as an input.
A PDF report, the trades as CSV, and a public link to share the result.
Change a setting, run again, and compare the versions side by side before you pick one.
Backtesting runs a strategy’s exact rules on past market data to see how it would have traded: when it entered, which strikes, when it exited and what it made or lost on each trade. It tells you how the rules behaved in that period - not what they will do next.
Backtesting is part of the Max plan. Pro+ members can use it now as a free trial. Running a backtest, changing a strategy’s settings and backtesting the popular strategies use no AI points; asking the AI assistant to write or change a strategy uses AI points from your wallet.
NSE data, second by second: the full option chain of every listed expiry with bid and ask, IV and Greeks, futures for every F&O symbol, and 20 built-in datasets in all - from OI changes and build-ups to India VIX, FII/DII flows and order flow. History starts in Sep 2021 for NIFTY, BANKNIFTY and FINNIFTY; 216 indices and F&O stocks in all.
No. Describe the strategy in plain words - entry, strikes, stops, exits - and the AI writes it. It reads the rules back before anything runs, so you can check them, and the settings panel lets you change times, stops or lots without asking again. Python users can read the code it wrote.
Yes. Paste the link into the backtesting chat: the AI watches the video (Hindi, Hinglish or English, up to 60 minutes), writes the rules down marked as said, inferred or not said, and you fill the gaps. After the run, the creator’s claims sit next to the numbers the backtest measured.
You choose. Results open before costs; switch on brokerage per order, statutory charges at each order’s own date and rates (STT changed on 1 Apr 2026), and slippage at the real recorded bid and ask. Costs often decide whether an intraday option strategy makes money.
Treat it as evidence, not a promise. Every result shows where the strategy made and lost money by market condition, how it does without its best 10% of trades, its worst days and drawdown - the checks that catch a strategy living off a few lucky days.
No. Quantsapp is not recommending any strategy; it is just a backtesting utility. Past results are not a promise of future returns.
Backtesting is part of the Max plan. Pro+ members can use it now as a free trial.
Quantsapp is not recommending any strategy; it is just a backtesting utility. Past results are not a promise of future returns.
