About StratProof

What it is

An adversarial backtester for crypto trading strategies. Describe a strategy in plain English, the engine runs it through 3 years of Binance data across 10 coins and 4 timeframes with real exchange fees, per-coin spreads sampled from live order books, next-candle entry, and walk-forward validation. You get a verdict in under two minutes.

Most strategies don't survive the test. That's the whole point. Finding out before you fund a strategy with real money is worth more than the strategy itself.

How the engine tests your strategy

Every strategy runs through the same pipeline, with no knobs or exceptions for anyone. Same treatment whether you're testing RSI on Bitcoin or a grid-bot proxy on a memecoin.

• Real exchange fees.Binance maker/taker rates baked into every trade. If you'd pay 0.075% per side with BNB discount, that's what the backtest pays. Strategies that only work at zero fees are flagged as such.
• Realistic slippage. 0.1% adverse fill on every entry and exit, calibrated against our own live paper trades. Not the zero-slippage fantasy most backtesters default to.
• Next-candle entry.You can't trade on a candle that hasn't closed yet. When your signal fires, we enter at the next bar's open. Other backtesters enter on the same candle and inflate results.
• Per-coin spread model. Continuous L2 order book sampling across the coin universe. Thin books cost more than thick ones, and the backtest knows the difference.
• Walk-forward validation.The strategy gets optimized on 60% of the data it can see and tested on the 40% it can't. If performance collapses on the unseen data, the test is marked as overfit.
• Multi-coin, multi-timeframe.Every strategy runs on 10 coins and 4 timeframes in parallel. If it only works on one coin or one timeframe, that's called out. Single-coin edges are usually coincidence.
• 3 years of data. Covers the 2023 bull, the 2024 grind, and every regime shift in between. Not a cherry-picked 6-month window.
• Fixed 2x/4x ATR exit structure. Every entry gets the same stop (2x ATR below) and take-profit (4x ATR above). This is a 2:1 reward-to-risk ratio, which puts the mathematical breakeven win rate at 33%. If you run a strategy and see a 28-32% win rate, that means the signal is landing close to random-walk expectation. To clear our costs, a strategy needs either a real directional edge (pushes win rate above 40%) or a structurally different exit, which the research lab uses and the free tool intentionally does not. We keep the free tool exit fixed so results are apples-to-apples across every strategy anyone tests.

What the test doesn't capture

Honesty goes both ways. Here's what the engine doesn't know:

• • 3 years of data is a lot, but a once-in-a-decade event could change the answer for any strategy.
• • We test Binance spot and linear perps. Perp funding rates aren't factored in yet. Usually a small tailwind, not always.
• • Real fills have edge cases our model approximates: partial fills during illiquid moments, order book depth under stress, latency during fast moves.
• • If the AI parser misinterpreted your plain-English description, the test is for a different strategy than you meant. You can always check and correct the conditions on the report page.
• • We don't model trailing stops, DCA ladders, grid position management, or funding-rate carry strategies as full systems. We test their entry signal as a proxy and mark the difference.

The research lab

There's a second engine running behind the scenes, independent of the public Prove It flow. It continuously tests candidate strategies against the same engine, with the same calibration, looking for real edges that survive walk-forward validation and forward testing with live paper money.

Nothing makes it out of the lab just because the in-sample backtest looked good. A candidate has to pass five statistical gates in backtest, then accumulate at least 8 forward-test trades with a 90% confidence lower bound above zero, before it shows up anywhere as a "ready" strategy.

The audit trail for every candidate, what it tested, what survived, what got killed and why, lives at /architecture.

Commitments

• • Losing results are never hidden to make a strategy look better.
• • Every number on the site is reproducible from the underlying database.
• • No strategies are sold with a claimed track record. This is a testing tool, not a signal provider.
• • Methodology changes that affect past results are noted publicly and affected reports are flagged.
• • Bug reports and support questions get a real response, not a canned reply.