Statistical proof for your trading strategies, in minutes rather than months. Launching soon.
Strategy assist
Talk through your idea in plain English. The strategist drafts the Python, validates against the schema, and runs a smoke backtest before you even look at the chart.
Long-term backtests
Backtest against up to six years of minute-resolution market data: bull runs, drawdowns, and the long chop in between. An edge that only survives one regime isn’t an edge; prove yours across all of them.
Precision
Most retail backtesters fill at the close. We replay the L2 orderbook level by level, model dynamic slippage by depth, and price funding under Bybit’s margin model, so the curve you see is the curve you’d trade.
Library & tearsheets
Pin your strategies. Every run lands in a tearsheet: Sharpe, drawdown, win rate, equity, all of it. Compare versions. Export to CSV. Share what worked.
Roadmap
Everything in Now runs today. What follows is where AlphaProve is headed: live trading, new markets, and an AI that does more of the work.
Why AlphaProve
Build and test trading strategies as fast as you can describe them, with full control over the code, the data, and every assumption, at a price that doesn’t gatekeep.
Describe an edge in plain English or write the Python yourself. Either way you go from idea to a candle-by-candle backtest in minutes, with no boilerplate and no infrastructure to wire up.
It's your code, your parameters, your data window. Read every line the AI writes, edit it in a real Monaco editor, and see exactly how every fill was priced. Nothing is hidden.
Institutional-grade backtesting (L2 fills, six years of history, forward-walk validation) without the institutional invoice. Start free; pay only once you have an edge worth proving.