For traders building TradingView strategies

Your backtest shows one path. Your money rides on all the others.

QuantGrip takes your TradingView backtest and reshuffles your own trades a thousand ways — 5,000 on Pro — to show the range of outcomes the single run you saw was hiding. Then it tells you where that backtest is quieter than live will be.

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The problem

One backtest. One story. One very confident lie.

You did everything right. Adjusted for slippage. Kept the strategy general enough not to curve-fit. The equity curve climbed, the win rate held, so you sized up and went live.

And then it didn't replicate. The drawdowns ran deeper than the backtest ever showed. The win streaks were wild — but you had no idea how long a good run could last, or how brutal the next losing stretch would get. You were flying blind on the one thing that actually matters: how your strategy behaves over the long run, not just the run you happened to backtest.

Here's why. A backtest is a single path through history — one sequence of trades in one particular order. Reshuffle those same trades, with the same edge and the same win rate, and you'd get a completely different equity curve. Some versions look incredible. Some draw down hard enough to shake you out, or to break a prop-firm rule, before they ever recover.

Your backtest showed you one of those paths. Usually the one that looked good enough to trade.

The question that actually matters isn't “did it work in the past?” It's “is this a real edge — or did the trades just happen to fall in a lucky order?” A single backtest can't answer that. That's exactly why QuantGrip exists.

Why I built it

Why I built QuantGrip

I started algo trading about eight months ago, trying to get the consistency I could never hold onto trading manually. So I did the work — built strategies in TradingView, adjusted for slippage, tried hard not to curve-fit.

It didn't matter. The backtests never replicated live. Drawdowns were always worse at some point than what I'd seen. The win streaks were huge, but I had no way to know how long a hot or cold run could actually last. Then I started running prop-firm challenges — passed a few, lost a few — and realized the truth: passing isn't about having a strategy. It's about knowing your strategy's behavior precisely enough to stay inside the rules. Without that, I was just spinning my wheels with no real long-term edge.

I built QuantGrip because I needed to see the full picture of my own strategies — the whole distribution of outcomes, not the single lucky path. If you're where I was, it's for you too.

— Thomas, founder of QuantGrip

How it works

Your strategy. Thousands of possible futures. Then the real one.

Export

Run your backtest in TradingView, export the results. You already do this. QuantGrip takes the standard TradingView strategy export — no new platform to learn, no code to write.

Upload

Drag the file in — one strategy at a time on the free plan, up to five at once on a paid one. QuantGrip reads your trade-by-trade results and resamples them 1,000 ways, 5,000 on Pro, to map the paths your strategy could have taken.

See the range

Not one equity curve, the whole distribution. How deep the drawdowns go, how long the losing streaks run, how often a path ends below where it started — and which settings in your export made the backtest kinder than live fills will be.

Then watch it live

Point a TradingView alert at your private QuantGrip address and every fill the strategy takes in real time lands against the range the backtest predicted. No broker, no money, no waiting two months to find out. Pro.

A real analysis

This is what it shows you.

An opening-range breakout with a breakeven stop, on MES futures — 970 trades from May 2019 to March 2026, exported from TradingView's strategy tester and run through QuantGrip the way yours would be: 1,000 paths, compound sizing, $10,000 to start. Nothing below is an illustration. These are the app's own components reading the app's own output, and the raw result is at the bottom of the full view.

Out of sample and how many contracts are Starter. The prop evaluation is Pro. Everything else here is in the free plan, at the same path count.

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Run yours free

Three free analyses every 30 days, one strategy at a time, no card. Pro's 7-day trial takes a card and charges nothing until day 7.

What you get

Stop guessing. Start seeing the whole picture.

The whole distribution, not one path

QuantGrip reshuffles your strategy's real trades 1,000 ways — 5,000 on Pro — and shows the range: final equity from best to worst, how deep the drawdowns go, how long the losing streaks run, and how often a path ends below where it started. It is the difference between “it worked once” and “it holds up in most orders.”

Where your backtest is kinder than live

A bar is four prices with no order to them, so a trade that opened and closed inside one bar was decided by a path TradingView assumed rather than by the data. QuantGrip counts those trades and puts the share at the top of the analysis, beside two sourced reference points and the case nothing can detect — a trade of any length whose final bar held both the stop and the target, which no export carries the stop level to find. Across the ten TradingView exports this was built against the count ran from 0.0% to 47.7% of trades, and nothing in a file says which end yours sits at until it is counted. Where the count changes any trade's value, the whole distribution is run a second time with each of those moved to the worst price its position saw, and both curves are shown side by side. It also reads the four settings that quietly flatter an export — recalculating on every tick, no bar magnifier on a short timeframe, no commission, no slippage — and says what each one means for live fills. It never silently discounts your numbers.

Starter and Pro

How many contracts, for the loss you'd accept

Say the most you would accept losing. For each contract count, QuantGrip says how often the first hundred trades took a resampled path further below its start than that. The size stays your call; the odds sit beside it.

Starter and Pro

Out of sample, on your own backtest

Hold back the tail of your backtest, draw a boundary from the rest, and replay the held-back trades against it as if they were the first live ones. Staying inside is not proof of an edge. Crossing is a reason to look at what changed, before a dollar is at stake.

Pro

Forward test against the backtest's range

A TradingView alert posts every real-time fill to your private QuantGrip address, and each one lands against the band the backtest produced. A backtest built on bars that never existed shows itself here in a few dozen trades instead of two months of money. No broker, nothing at risk.

Pro

Prop evaluation, on your rules

Type in the evaluation you are looking at — drawdown mode and whether it locks, daily loss, phases with their targets and consistency caps, payouts, and the fees — and QuantGrip replays your strategy's own trading days against it. What share of simulated runs got funded, how long that took, how many resets it cost, and what the average month and the bad months paid after fees. No firm is named, and it does not predict your challenge.

Starter and Pro

Compare several strategies at once

Put up to five exports through one run and read them side by side, or trade them together in the portfolio view on Pro. Every analysis is kept with the seed that produced it, so you can come back to it and see exactly what changed after you tweaked the strategy.

Pricing

Start free. Stress-test before you risk real money.

Pro

The full toolkit, free for 7 days.

$34.99/month

Unlimited analyses, at 5,000 paths
Forward test: TradingView's live fills against the backtest's range
Prop evaluation simulator, on rules you type in
Portfolio: several strategies traded together
Everything in Starter
7-day free trial on your first subscription — no charge until it ends
Annual option: $349.99/yr — two months free vs. monthly

Start free trial

Starter

The answers about the strategy in front of you.

$12.99/month

50 analyses a month, up to five strategies each
How many contracts, for the loss you'd accept
Out of sample: the tail of your backtest replayed against the rest
Full outcome distribution, drawdowns and losing streaks
Every analysis kept, with the seed that produced it
Annual option: $129.99/yr — two months free vs. monthly

Subscribe to Starter

Forward test, prop evaluations and portfolio are Pro.

Cancel anytime. Switch plans anytime. We don't make you call anyone.

Questions

Questions, answered.

What exactly do I upload?

The .xlsx export from TradingView's Strategy Tester — the standard results file, with its List of trades sheet. If you've run a backtest in TradingView you already have what you need. One at a time on the free plan, up to five at once on a paid one, and up to 25,000 trades per file, nearly three times what TradingView's standard export produces. Only a deep backtest of a very active strategy gets near it, and a shorter date range brings it back under. Futures, stocks, crypto and forex exports all work.

How do I know I can trust the backtest I'm uploading?

You can't, entirely, and QuantGrip measures the part of it you can see. TradingView backtests on bars, and a bar is four prices with no order to them. When a trade opened and closed inside one bar, the platform never saw whether the stop or the target came first inside it, so it assumed a path. QuantGrip counts those trades and shows the share at the top of the analysis, with the subset where price went against the position first beside it when that is a different number. For scale, not as a verdict: a systematic trader on StrategyQuant's forum will not accept more than 1%, and StrategyQuant X automatically discards a strategy above 25% as not reliably backtestable. Across the ten TradingView exports this was built against the count ran from 0.0% to 47.7% of trades — most of them near the bottom, one of them near half — so the answer is not knowable from the timeframe or the style, only from the file. The number is a count of one specific, detectable case and not a floor: a trade of any length whose final bar held both the stop and the target is the same problem, and nothing can find it, because a TradingView export never carries the stop level. Where the count changes any trade's value, QuantGrip runs the whole distribution a second time with each of those moved to the worst price its position saw and shows both curves side by side — your export's own numbers are never replaced. The only thing that actually settles the question is watching the strategy take real fills, which is what the forward test is for.

Do you store my strategy or my data?

Yes, and on purpose. Your upload is kept with the analysis it produced, so you can open that analysis later, download the file again, or run it against new rules without re-uploading. Saved rule sets and forward-test trades are kept the same way. Delete an analysis and its stored file goes with it; email support and we'll delete your account and everything in it. We don't sell anything to anyone — the privacy policy says exactly what is kept and who touches it.

Is this financial advice?

No. QuantGrip is an analysis tool. It shows you the statistical range of outcomes for a strategy you built — it doesn't tell you what to trade, and simulated results don't guarantee real ones. You're the trader; we just hand you a clearer map.

How is this different from just looking at my backtest?

Your backtest is one path. QuantGrip shows you thousands. A single equity curve can't tell you whether your results are repeatable or a fluke — the distribution can.

What's Monte Carlo simulation, in plain terms?

It's a way of asking “what else could have happened?” By resampling your actual trades thousands of times, it maps the full range of realistic outcomes instead of the single one your backtest happened to produce.

Will it tell me if I'd pass a prop-firm challenge?

Not in those words, because no honest tool can. You type in the evaluation's rules and QuantGrip replays your strategy's own trading days against them, then reports what share of simulated runs reached a funded account, how long that took, how often it cost a reset, and what the months paid after fees. It names no firm, it lists every assumption it made, and it needs a backtest of at least 30 trades over at least 60 weekdays. Pro.

Can I cancel or change plans?

Anytime, right from your account. If you cancel, you keep access through the end of your billing period. If you downgrade, it takes effect at your next renewal — no surprise charges. After a cancellation ends, your saved analyses stay where they are, but the three free analyses a month are for accounts that have never subscribed.

Do I need to know how to code?

No. If you can export a file from TradingView and drag it into a browser, you can use QuantGrip.

Get started

Find out if your edge is real.

You're going to risk real money on this strategy. The only question is whether you'll do it knowing the full range of what could happen — or hoping the one backtest you saw was the honest one.

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