AlgoCrucible puts your algorithmic futures strategies through the fire — optimization, walk-forward, and a fixed-parameter audit that tells a genuine edge from an overfit mirage. Then it stress-tests your risk, shows what holding it would actually have been like, and certifies it — against a prop firm's rules, or a standard you set yourself.
A backtest that looks great is the easiest thing in trading to produce — and the most expensive to trust. Six stages decide whether yours is real.
A sample-efficient Bayesian search explores the settings. Is there an edge at all?
Re-fits on a rolling window and grades each winner on unseen data. Does it hold up?
One fixed setting must survive two separate out-of-sample periods. Robust, or a mirage?
Nudges every parameter to expose lucky, cliff-edge fits that only work by coincidence.
Monte Carlo reshuffles your trade history thousands of ways to reveal true drawdown risk.
Models a prop firm's exact rules for your odds of passing — or your own standard, if the account is yours.
Three things stand between a lucky backtest and a funded account.
Most "profitable" strategies are curve-fit illusions that die on live data. The audit gate is built to fail them — before your account does.
Thousands of Monte Carlo simulations turn one lucky backtest into an honest distribution: worst-case drawdown, your odds, your bust probability.
Combine validated strategies and see what the book would really have been like — how deep the drawdowns ran, and how long you'd have spent underwater. Certify it against a prop firm's rules, or against limits you set yourself.
For traders who'd rather know the truth than believe a backtest.
Run every candidate through the same gauntlet and trade only the ones that survive out-of-sample.
Know your true odds, and build a book engineered to pass the rules — no hedging conflicts, no over-concentration.
Ship them with honest, two-window out-of-sample evidence that buyers can actually trust.
No evaluation to pass — just the question of whether you'd still be trading it after a bad run. See how long each drawdown kept you underwater, and set your own limits on depth, duration, correlation and concentration for a portfolio to meet.
A single, honest number: your probability of passing.
AlgoCrucible models a firm's profit target, daily-loss limit, and trailing drawdown across thousands of simulated evaluation runs — including the pay-monthly-until-pass-or-bust firms, where it reports the months and fees it typically takes.
And if you're not — trading your own account, with no evaluation to pass — the same machinery answers the question that actually decides whether you keep a system: how long each drawdown kept you underwater, what you earned for the worst one, and whether the book clears the limits you set on depth, duration, correlation and concentration.
Start free. Upgrade when you're ready to certify.
Every figure here is a hypothetical, model-based estimate — and we say so, on every report. AlgoCrucible won't promise you'll pass. It tells you, honestly, whether your strategy has earned the right to try.
Risk Disclosure: Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Hypothetical Performance Disclosure: 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. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect trading results.