Options · Futures · Equities · Indices

India's Most Realistic Backtesting Engine.

Test your strategy on 10+ years of tick data — with slippage, brokerage, and real-world costs built in. No surprises when you go live.

Free tier available. No credit card required.

trademade/engine/run_backtest.py
Net P&L+₹2,48,930
Sharpe Ratio1.84
Max Drawdown-4.2%
Win Rate68.5%

What Makes Our Engine Different

Tick-Level Accuracy

Most platforms use OHLC data giving phantom fills. We use actual tick data to test exactly what happened.

Realistic Slippage

Choose fixed, % based, or order book depth impact cost models. Plus STT and GST.

Multi-Leg Options

Straddles, condors, broken butterflies. Real strike-selection and Greeks tracking.

Portfolio Backtesting

Test basket strategies, view combined drawdown, correlation, and shared capital utilization.

Walk-Forward Tests

Avoid curve fitting by automatically dividing in-sample and out-of-sample datasets.

Monte Carlo Sim

1000+ simulations to find exact probability of ruin and confidence intervals.

10+ Years Data

F&O data with survivorship-bias-free equities.

PDF Export

Export heatmaps and full trade-level CSVs to share with clients.

Broker Paper Trade

Deploy your backtest seamlessly into paper trading mode on major brokers.

Simple, Transparent Pricing

Annual billing saves 30%. All plans include a 7-day free trial of Pro features.

Basic

₹999
  • Historical Data1 Year
  • Backtests / Month10
  • Tick-Level Data
  • Equity BacktestingBasic
  • Portfolio Backtest
  • Reports & Paper Trading

Pro

₹4,999
  • Historical Data5 Years
  • Backtests / MonthUnlimited
  • Tick-Level Data
  • Equity/F&O BacktestingFull (multi-leg)
  • Portfolio Backtest
  • Reports & Paper Trading

Quant

₹9,999
  • Historical Data10 Years
  • Backtests / MonthUnlimited
  • Tick-Level Data
  • Equity/F&O/Commodity BacktestingFull + Greeks
  • Portfolio Backtest
  • Reports & Paper Trading + Opt/MC

Frequently Asked Questions

Everything you need to know about India's most precise backtesting platform.

What makes TradeMade's backtesting different from free tools?

Free tools (like TradingView or Streak) use OHLC candle data and simplified cost models mathematically creating phantom fills. TradeMade uses tick-level data, models actual impact costs, and supports complex multi-leg options strategies with real strike-selection logic. The difference in P&L estimates can be 20–40%.

How do you handle options expiry in backtests?

What does 'realistic slippage' mean in your context?

Can I backtest a portfolio of strategies?

What is walk-forward optimisation?