ONE PLATFORM Plan, test and automate your trading workflow Explore Quantomate
Qquantomate
Built for Indian market traders

Trade with a plan.
Not a pulse.

Quantomate brings strategy building, backtesting, live execution and performance visibility into one focused workspace for Indian markets.

Build your first strategy in minutes · No code required
STRATEGY / NIFTY-INTRADAY
Strategy performanceBACKTESTED
NIFTY · weekly options
920 Straddle● Ready to deploy
Net P&L₹1.24LPast 1 year
Win rate61.8%Test result
Max drawdown8.4%Within plan

Designed around your market

NIFTYBANK NIFTYSENSEXNSEBSE
Evidence before execution

A systematic testing workflow for every strategy.

Define repeatable rules, test them across historical and live-market conditions, and review clear reports before deciding whether to deploy.

Run systematic backtests

Test rule-based equity, futures and multi-leg options strategies across historical periods with consistent entries, exits, stops, targets and re-entry logic.

Forward test in live markets

Observe signals and virtual executions as markets move. Compare real-time behaviour with backtest expectations before committing capital.

Review decision-ready reports

Study P&L curves, drawdowns, win rate, trade logs and period-wise results in reports designed to reveal consistency and risk.

A disciplined validation process

Move from an idea to evidence you can review.

01

Define objective rules

Set instruments, entries, exits, targets, stops, re-entries and time conditions in the visual builder without writing code.

02

Backtest across market periods

Run the same rules on historical data, then inspect trade-level results, drawdowns and performance across changing conditions.

03

Forward test and compare

Track the strategy in current markets with virtual execution and compare its forward-test report against the historical baseline.

Strategy validation reportREPORT
Backtest trades248
Forward-test sessions18
Maximum drawdown8.4%
Rule consistency
78%
Compare historical and forward-test evidence before considering live execution.
One process, two testing stages

Build evidence from history and current markets.

Use systematic backtests to establish a baseline, then forward test the unchanged rules to see how they behave in live market conditions.

Systematic backtest reports

Understand how the complete rule set behaved historically.

Review every simulated trade alongside summary metrics, P&L progression, drawdowns and period-wise results for Indian indices, equities, futures and options.

TRADE LOGP&L CURVEDRAWDOWNWIN RATEPERIOD ANALYSIS
Forward-test reports

Measure current-market behaviour before risking capital.

Record live signals, virtual entries and exits, daily results and execution timing so you can compare forward performance with the backtest baseline.

LIVE SIGNALSVIRTUAL FILLSDAILY P&LEXECUTION LOGREPORT REVIEW
Reports connected to your workflow

From strategy rules to broker-ready validation.

Build and test Indian-market strategies, automate TradingView signals, review systematic reports, and connect supported broker accounts when the evidence is ready.

NSE / BSEStocks, futures & options
BacktestsHistorical report suite
Forward TestsCurrent-market validation
TradingViewRule-based signals
Broker AccountsControlled execution

Connect supported Indian brokers including Upstox, Angel One, 5paisa, Alice Blue, Groww, Kotak Neo, Motilal Oswal, Paytm Money, Sharekhan, Shoonya, Tradejini and more.

Build a process you can trust before the market opens.

Create, test and manage strategies in one place — then decide when you are ready to go live.