Desktop app · macOS & Windows

Backtest like a fund, on your own machine

Tick-data backtesting, walk-forward validation, genetic strategy evolution and an MQ5 analyzer — in one desktop app that never sends your research anywhere.

7 days, full access · No credit card · Installs locally

EV Quant Lab backtest inventory showing Sharpe, CAGR and max drawdown per run

Four labs, one binary

Everything below runs on your hardware. Nothing you build leaves the machine.

Strategy Library with Sharpe, max drawdown, CAGR and win rate for each preset
Start

A library you can actually judge

Every preset ships with its Sharpe, max drawdown, CAGR and win rate, plus the periods it was tested on. Filter by style and level, then load it into the builder and change whatever you like.

Build

Blocks, not code

Thirty-four blocks — indicators, filters, entries, exits, risk — and thirteen templates. Search, drop, connect. If you do write code, the same strategies are reachable from Python.

Strategy Builder block library with indicators, filters and entry rules
Genetic Lab run list showing generations, population size and best score
Evolve

Let the search do the work

Set a population and a target, and the genetic lab breeds parameter sets across generations, keeping a hall of fame of the best. Every run is stored with its generation count so you can reproduce it.

Real tick-data backtesting

Dukascopy ticks, not OHLC approximations. Six years of history included.

Walk-forward optimization

Rolling and anchored WFA, robustness score, window analysis, out-of-sample validation.

Genetic strategy evolution

Evolve strategies across generations. Hall of fame keeps the best performers.

EA Lab — MQ5 analyzer

Upload any .mq5. Auto-extracts inputs, detects prop-firm compatibility, generates .set files.

Prop-firm ready

Every strategy checked against FTMO, E8 and MyFundedFX rules automatically.

100% local — your data

Runs on your machine. No cloud, no data subscription. Your strategies stay private.

You already have a Strategy Tester

It is free and it works. Here is precisely where this is different, so you can decide whether the difference is worth paying for.

EV Quant LabMT5 Strategy Tester
DataReal ticks, bid and askOHLC modelling, 90% quality
ValidationWalk-forward, OOS windowsSingle in-sample pass
SearchGenetic evolution over generationsGrid and genetic on one set
OverfittingRobustness score per windowNot measured
Prop-firm rulesChecked automaticallyManual
Where it runsYour machine, offlineYour machine

Start the free trial

Seven days, everything unlocked. Key in your inbox in seconds.

No credit card. Licence key sent to your email.

Pricing

Start free. Upgrade when it earns it.

Yearly is two months free — $490 instead of $588

Free trial

$07 days

  • Full access to every feature
  • 1 device
  • Email support
  • No credit card
Start free trial
Most popular

Monthly

$49/month

Cancel any time

  • Full access to every feature
  • 2 devices
  • Priority support
  • Free updates while subscribed
Subscribe monthly

Lifetime

$1,999one-time

Pays for itself at 41 months

  • Everything in the subscription
  • 3 devices
  • Lifetime updates
  • Early access to new features
Buy lifetime

Licences are per person, not per seat rental. Cancel a monthly plan any time.

Frequently asked questions

Can’t find what you’re looking for? get in touch.

Why does tick-data backtesting matter?

Because OHLC backtests hide what actually happens inside a bar. EV Quant Lab runs on Dukascopy tick data with 6 years of history included, so intrabar sequence, spread and slippage are modelled instead of assumed. Low-timeframe and news-driven results are where the difference shows up most.

What does walk-forward optimization add over normal optimization?

It tests whether your parameters survive on data they were not fitted to. Rolling and anchored walk-forward both produce out-of-sample results plus a robustness score and per-window breakdown, which is how you separate a real edge from a curve fitted to history.

Does my data or strategy leave my machine?

No. EV Quant Lab runs entirely locally on your Mac — no cloud upload, no data subscription. Your strategies and results stay on your own disk, which is the point for anyone testing an edge they intend to trade.

Can it check whether a strategy fits prop firm rules?

Yes. Strategies are evaluated against FTMO, E8 and MyFundedFX rule sets automatically, and the EA Lab reads any .mq5 file to extract inputs, flag prop firm compatibility issues and generate the matching .set files.

Do I need to code to use it?

No for testing, yes if you want custom logic. You can backtest and optimise existing strategies and .mq5 files without writing code; the genetic evolution module then builds and ranks strategy variants for you across generations.

System requirements

macOS 13 Ventura or later

Apple Silicon (M1–M4). Intel build in progress.

Windows 10 or 11 (x64)

No WSL, no Docker. Plain installer.

Both platforms: 8 GB RAM · 2 GB free disk · no internet required after activation.

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