I will backtest and optimize your trading strategy in python

Is your edge real or just a pretty backtest? Let's find out, honestly.

Most backtests look profitable because of lookahead, leakage, unrealistic fills, or curve-fitting. I test the way a quant does with realistic costs and proper validation, so the numbers actually mean something before you risk capital.

Clean Backtest

one strategy tested properly: realistic spread/commission/slippage, key metrics (net profit, profit factor, win rate, expectancy, max drawdown, Sharpe), and an equity curve.

Optimize + Walk-Forward

parameter optimization with walk-forward / out-of-sample validation across multiple symbols and timeframes, plus overfitting/robustness checks so I'm tuning an edge, not curve-fitting the past.

Quant Research Report

the full treatment: leakage and lookahead audit, Monte Carlo / stress testing, market-regime analysis, and the reusable backtest code delivered.

Bring a Pine, MQL, or Python strategy, or a clear written description. Please contact me before you order, so we can select the right approach for you.

I'll give you a straight verdict, not a hopeful one.

Edge looks real? Let's automate it. Edge looks weak? Let's fix it. See my other gigs for next steps.