Institutional-grade strategy testing, built on a decade of quantitative market research. Validate your edge before you risk your capital.
KAIA Backtester is a quantitative strategy testing platform that lets you validate trading ideas against historical market data across Forex, Crypto, Commodities, and Indices. Built on the same analytical engine that powers our decade of research.
Unlike generic backtesting tools, KAIA Backtester is engineered from real trading methodology — incorporating order flow dynamics, volume profiling, and multi-timeframe structural analysis into every simulation.
Every feature is designed to give you institutional-grade insight into your strategy's real-world performance.
Test your strategies against years of historical data with tick-level granularity. Simulate entries, exits, and position management exactly as they would execute in live markets.
Access institutional-quality historical data across Forex pairs, Cryptocurrencies, Commodities (Gold, Silver, Oil), and major Indices (ES, NQ, DAX) — all in one unified platform.
Comprehensive statistical analysis of your backtest results including Sharpe ratio, maximum drawdown, win rate, profit factor, and Monte Carlo simulations for robustness testing.
Generate publication-quality reports with equity curves, drawdown charts, trade distribution heatmaps, and detailed trade logs — ready for portfolio review or investor presentations.
Our backtesting engine is built on the same tri-layered analytical framework we've refined over a decade of live market research.
Advanced order flow analysis, volume profiling, and proprietary geometric modeling to identify statistically notable liquidity concentrations and shifting market structures.
Contextualizing price action against real-world economic drivers — central bank policies, macro data, and institutional sentiment for comprehensive market understanding.
Zone-based invalidation levels, professional position sizing frameworks, and asymmetric risk-to-reward modeling — capital preservation is the foundation of every strategy test.
Strategy backtesting engine with multi-asset historical data, trade simulation, and performance analytics dashboard.
Monte Carlo simulations, walk-forward optimization, correlation analysis, and portfolio-level backtesting across multiple strategies.
REST API access, broker connectivity, real-time data feeds, and custom indicator framework for automated strategy development.
Get early access to KAIA Backtester when we launch. Be among the first to test your strategies with institutional-grade precision.