PQ Prime Quant Strategy research platform
Beyond Backtesting Structured validation

Systematic strategy research Strategy Research Beyond backtesting.

Run backtests, parameter sweeps, and walk-forward validation without writing code. Run backtests, parameter sweeps, and walk-forward validation without writing code.

OHLC data testing Backtesting Parameter comparison Parameter Sweep Walk-forward validation Walk Forward
Backtesting feature media preview
Report ready Metrics & trades
Sweep complete 128 combinations
Stable zone Consistent results
Risk reviewed Drawdown checked
Walkforward valid OOS complete
Research workspace

Strategy research result

Bollinger Reversal

Validated
Net P&L +462 pts
Max Drawdown −72 pts
Win Rate 61.4%

Equity curve

validated
Equity curve and drawdown preview

Parameter ranges

Length 20–80
Std Dev 1.5–3.0

Performance heatmap

Stable combinations

Structured workflow

Test and validate trading strategies with a structured workflow

Select a strategy, configure parameter settings, run structured tests, and validate results with complete context.

HOW IT WORKS

Test trading strategies in 4 simple steps

  1. Discover

    Browse pre-built strategies and choose your approach

  2. Configure

    Set parameters, test types, and research rules

  3. Run

    Execute tests using your selected configuration

  4. Review

    Analyze performance metrics and research results

Discover

Browse pre-built strategies by category and choose an idea to test.

Browse strategies

Configure

Define parameters, test type, and upload historical market data.

Parameters configured

Run

Execute structured tests using your selected parameter configuration.

Execution initialized

Review

Analyze performance metrics and result summaries in one place.

Results generated

BACKTESTING ENGINE

Backtest with full performance visibility Backtest with full performance visibility

Test strategies on historical OHLC data and analyze trades, performance metrics, equity curves, and drawdown behavior. Analyze trades, performance metrics, equity curves, and drawdown behavior.

Equity analysis Drawdown analysis Trade breakdown Performance metrics
Backtesting feature media preview
Parameter Sweep feature media preview

PARAMETER SWEEP ENGINE

Test multiple parameter combinations in a single run Test multiple parameters in a single run

Run parameter sweeps across multiple combinations and identify stable settings that perform consistently across historical data. Identify stable settings that perform consistently across historical data.

Parameter grid testing

Scan ranges without manually repeating tests.

Stability zone analysis

Look for broader areas of similar results.

WALKFORWARD VALIDATION

Validate performance across different time periods Validate performance across different time periods

Ensure consistency in performance across different market conditions. Ensure consistency in performance across different market conditions.

In-sample testing Out-of-sample validation Segment-wise performance
Walkforward feature media preview

How can I get started?

From strategy selection to research-ready results.

01

Browse strategy library

Explore categorized strategies designed for structured testing workflows

02

Select a strategy

Choose a strategy aligned with your research objective

03

Choose test type

Select backtest, parameter sweep, or walkforward validation mode

04

Set parameters

Adjust inputs like periods, thresholds, and strategy-specific rules

05

Upload OHLC data

Upload clean historical price data for accurate research testing

06

Run test & review results

Execute the test and analyze metrics, trades, and performance

Sweep initialized Parameter ranges set
Summary generated Output ready for review
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