DrTrAdE™ Quant Lab
Multi-Strategy Research, Optimisation & Validation Platform
DESIGN · TEST · OPTIMISE · VALIDATE01 / Strategy Systems
02 / Backtest Configuration
Backtest dates and session windows use New York time (EST in winter, EDT in summer). Source candles remain stored in UTC. Date filtering will be verified when Python is connected.
03 / SweepFlow Trading Parameters
All trade-driving inputs available. AUTO checkboxes mark optimisation axes; default values can be edited.
Preview mode: no backtests execute until the Python API is connected. The Lab will never invent live results.
04 / Results & Analytics
Awaiting connection to DrTrAdE Python Engine. Live trade metrics, optimisation leaderboards, equity curves, and historical orders will appear here once jobs have been executed.
System Overview
Execution Queue
Not connected. Jobs will be sent through a separate authenticated API after engine integration.
Infrastructure
Cloudflare Pages frontend. Python/FastAPI remains on your Windows server. No trading credentials, CSV files, or private strategies are published with this static site.