Backtest and paper trade a futures strategy
A backtest replays your rules over past market data. It is hypothetical, built with hindsight, and not a prediction. Quanntick's Research Lab runs it, and paper trading then tests the same bot on live data with simulated money.
Steps
- 1
Open the Research Lab
The Lab is included with Pro and available as an add-on for Paper Trading, Signal and Performance.
- 2
Run a backtest
The Lab replays your bot's rules over 1-minute S&P 500 futures history. Drawdown is shown with the results, small samples are greyed out, and the final 20% of each test is held out and scored on its own.
- 3
Change one setting and run it again
Change a stop, a window or an exit, run it again and compare. The optimizer compares settings side by side so you can see how different choices would have behaved.
- 4
Watch it forward
Forward watch follows a tested setup session by session from today, on sessions that had not happened when you chose the setting.
- 5
Paper trade it
Run the bot on paper with live market data and simulated money. The 14-day trial includes paper trading. After it, paper trading needs the $2.99/mo Unlimited Paper Trading add-on, or Performance or Pro, which include paper bots on both algorithms.
The Quanntick path: improve it, practice on paper, then go live.
Limitations
- Every Research Lab result is hypothetical. A backtest is not a live result and does not predict one.
- Quanntick does not publish performance figures, and this guide shows none.
- Paper trading uses simulated orders: fills and costs can differ from a real broker account.
- After the 14-day trial, paper trading is not free. It needs the add-on or a plan that includes it.
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Quanntick is a technology platform, not a fund or an investment advisor, and makes no promise of any return. Research Lab results are hypothetical. Futures trading involves substantial risk of loss and is not suitable for every investor.