A no-code crypto strategy builder for systematic traders
No-code should remove programming work, not remove rigor. Every visual rule still needs a measurable historical result.
Reviewed: 17.07.2026Run a free backtestExpress the strategy as rules
Combine market, indicator, entry, exit and sizing settings in one configuration that can be reused by backtest and execution services.
Keep configuration and evidence together
Each report records the tested dates, balance, fee assumptions and strategy settings so results can be reproduced and compared.
Move through controlled stages
The workflow progresses from backtest to demo or testnet and only then to live execution. Exchange access is not needed during discovery.
Minimum research record
Keep these inputs with every result so the test can be reproduced and compared without relying on memory.
- Exchange, market type, symbols, timeframe, and exact date range.
- Starting balance, position sizing, leverage, and risk limits.
- Entry, exit, stop-loss, take-profit, and filter configuration.
- Fee, funding, and execution assumptions used by the simulation.
- Net result, drawdown, trade count, losing periods, and known anomalies.
What this evidence cannot prove
A backtest cannot guarantee future returns or fully reproduce liquidity, order-book depth, latency, slippage, rejected orders, exchange downtime, or future funding rates. Use the result to reject weak assumptions and design the next controlled test—not as permission to take unlimited risk.