Test algorithms on 20 years of NIFTY 50, Bank NIFTY and 50+ stocks. From simple moving averages to advanced momentum strategies -- all with comprehensive analytics.
Built-in Algorithms
Stocks Available
Historical Data
Risk Metrics
A complete toolkit for backtesting trading strategies on Indian equities with institutional-grade analytics.
From simple moving average crossovers to advanced momentum strategies. Each algorithm is configurable with custom parameters.
Access comprehensive OHLCV data for NIFTY 50 constituents and major indices dating back to 2005.
Write your own trading logic in Python with access to pandas, numpy, and the TA library. Full flexibility for quantitative research.
Equity curves, drawdown charts, monthly heatmaps, trade logs, and benchmark comparisons against NIFTY 50.
Choose from four major strategy categories, each with multiple pre-built algorithms ready to test.
Go from idea to insight in four simple steps.
Select from 15+ built-in strategies or write your own custom trading logic.
Pick from NIFTY 50 constituents, Bank NIFTY components, and other major Indian stocks.
Execute your strategy against up to 20 years of real market data in seconds.
Review equity curves, risk metrics, trade logs, and benchmark comparisons.
Join traders and quants who use QuantBacktest to validate their strategies before risking real capital.