FSP Lab
Backtesting Lab

Find out if your edge is real.

Most backtesters sell you a beautiful equity curve. This one tells you the truth: whether the result survives the math that catches overfitting, hindsight, and luck. Describe a strategy in plain English, tune it with no-code blocks, and get an honest verdict.

Overfitting verdicts

Every result ships with Deflated Sharpe and probability-of-overfit, penalized for the number of variations you tried.

Look-ahead-safe by default

Point-in-time, survivorship-free data. No peeking at the future, no quietly-vanished losers inflating the curve.

Backtest meets reality

Reconcile a strategy's backtest against your real journaled trades, so a paper edge has to survive live execution.

Sample result

SAMPLE data
Backtest verdict
Mean-reversion · EUR/USD
FX · 1h · 2019–2025 · 412 trades
Likely overfit
Deflated Sharpe
0.31
Sharpe (naive)
1.74
Prob. of overfit
78%
Trials run
240
CAGR
+12.4%
Max drawdown
-18.6%

Deflated Sharpe and probability-of-overfit penalize the 240 variations tried — the math that turns a pretty curve into an honest verdict. A high naive Sharpe next to a low deflated Sharpe means the edge is most likely noise.

Hypothetical performance disclaimer (CFTC 4.41)

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. … Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

SAMPLE data shown for illustration — no live engine is connected on this preview.

A live strategy builder and candle charts (TradingView Lightweight Charts) are landing next. This preview shows the honesty panel that accompanies every result.