Load data
Drop in a CSV of bars or ticks from MT5, Dukascopy or your broker. It's read in the browser, never uploaded.
Strategy lab · runs in your browser
Build it.
Break it.
Then trust it.
Quant Maker backtests your trading ideas on your own price data, then tries hard to prove them wrong with stress tests and thousands of Monte Carlo runs. Your data never leaves your computer.
Write a strategy
Start from a template or write a few lines of JavaScript. Built-in indicators: SMA, EMA, RSI, ATR, highs and lows.
Backtest with real costs
Spread, slippage, commission, stops, targets and risk-based sizing. Get an equity curve, trade list and full report.
Try to break it
Five stress tests and up to 10,000 Monte Carlo runs show how fragile or robust the result really is.
100%in-browser — no uploads, no account
5robustness stress tests
10,000Monte Carlo runs
CSVMT5, Dukascopy, bars or ticks
Net profit—
Profit factor—
Win rate—
Max drawdown—
Trades—
Equity curve
Load data and run a backtest to see the equity curve.
The full report appears here after a backtest.
| # | Side | Entry time | Exit time | Entry | Exit | Lots | Exit by | P&L |
|---|
Monte Carlo
What else could have happened?
Takes the trades from your last backtest and replays them thousands of times in different orders, or sampled with replacement, to show the range of drawdowns, losing streaks and outcomes you should be ready for.
Reshuffling keeps the same trades, so the final balance is always identical with compounding. It's the drawdowns and streaks that change. Resampling also varies the final result.
Chance of profit—
Median drawdown—
95th pct drawdown—
95th pct losing streak—
Chance of ruin—
Equity paths · 5th / median / 95th percentile
Run a backtest first, then run Monte Carlo.
Distribution of maximum drawdown
Stress test
Five ways to break a strategy.
Re-runs your current strategy and settings under harsher conditions. A strategy that only works in one exact setup usually won't survive live trading.
Uses the data, code and settings from the Tester tab.
Guide
How Quant Maker works
1. Your data
Load a CSV file. Quant Maker recognises:
- Bars: columns for time (or date + time), open, high, low, close. MT5 "Export bars" files work as they are.
- Ticks: time, bid, ask, or time, price. Ticks are grouped into bars of the size you choose.
- Dates like
2025.01.02 09:00,2025-01-02T09:00:00,02.01.2025 09:00:00.000or Unix timestamps.
Files are read by your browser and never uploaded. Get data from your broker's MT5 terminal (View › Symbols › Bars or Ticks › Export) or Dukascopy's historical data feed.
2. Writing a strategy
Your code runs once per bar. It decides what position you want after that bar closes, and the order fills at the next bar's open.
return 1to be long,-1short,0flat,nullto keep what you have.bars[i]hast o h l c(time, open, high, low, close). Never look atbars[i+1], which would be peeking into the future.paramsholds the values from the Parameters box, e.g.fast=20, slow=50.- Indicators:
ind.sma(n,i),ind.ema(n,i),ind.rsi(n,i),ind.atr(n,i),ind.highest(n,i),ind.lowest(n,i)(previous n bars),ind.hour(i),ind.weekday(i).
// Trade a breakout only between 09:00 and 14:00
const h = ind.hour(i);
if (h < 9 || h >= 14) return 0;
const hi = ind.highest(params.n, i), lo = ind.lowest(params.n, i);
if (hi == null) return 0;
if (bars[i].c > hi) return 1;
if (bars[i].c < lo) return -1;
return null;3. Costs and sizing
Point size is the smallest price step you measure in (0.0001 for EURUSD, 0.01 for gold or JPY pairs, 1 for indices). $ per point per lot converts points to money (about $10 for one standard EURUSD lot). Half the spread plus slippage is charged on entry and on exit. Stops are checked before targets when a bar touches both, which is the cautious assumption.
4. Reading the results
- Profit factor: gross profit ÷ gross loss. Above 1 makes money; 1.3+ with plenty of trades is more convincing.
- Max drawdown: the biggest fall from a peak. Expect live drawdowns to be larger.
- Recovery factor: net profit ÷ max drawdown.
- Sharpe: return per unit of volatility, annualised.
- The stress tests and Monte Carlo matter more than the headline profit. If a strategy fails them, it's probably fitted to the past.
Legal
Privacy, terms and risk
Last updated 14 November 2026
Privacy policy
We don't collect your data. Quant Maker has no accounts, sign-ups, analytics, advertising or tracking cookies.
- Your files: CSV files you load are read and processed only inside your browser. They are never uploaded to us or anyone else.
- Saved settings: your strategy code and settings are kept in your own browser's local storage so they're there next time. Clear your browser data to remove them.
- Hosting: the site is hosted by Cloudflare, which processes standard technical data (such as IP address) to deliver and protect the site. See Cloudflare's privacy policy.
- Fonts: typefaces load from Google Fonts, which receives your IP address when fonts are requested.
Under UK GDPR you have rights over personal data held about you. As we hold none, there is nothing to request. If you have questions, contact the site owner.
Terms of use
- Quant Maker is provided free, "as is", for research and education, without warranties of any kind.
- You're responsible for the data and code you use, and for checking any results before relying on them.
- We are not liable for any loss, including trading losses, arising from use of the site.
- Don't attempt to disrupt, attack or misuse the site.
- These terms are governed by the laws of England and Wales.
Risk warning
Quant Maker is software. It is not a broker or investment firm, is not authorised or regulated by the Financial Conduct Authority, and does not provide financial advice, recommendations or trading signals.
Backtests, stress tests and Monte Carlo simulations are hypothetical. They have built-in limitations, cannot account for every real-world cost or market condition, and past or simulated performance does not guarantee future results.
Trading forex, CFDs, futures and other leveraged products carries a high risk of losing money rapidly, and you may lose more than you deposit. Only trade with money you can afford to lose and consider independent advice.