// 92% of prop firm challenges fail. Most failures are preventable.
Know if your strategy will pass before you pay.
90% of FTMO failures aren't bad strategy — they're preventable risk management violations. QuantProof runs 44 institutional checks on your backtest or live data in 30 seconds. Find the exact failure before a $400 challenge fee does.
Drop your CSV here
or click to browse · Kite · Alpaca · MT5 · TradingView · Generic
✓ FREE · NO ACCOUNT · RESULTS IN 30s
44
Inst. Checks
5
Crash Sims
0–100
Fundable Score
<30s
To Know
// SEE WHAT YOU'LL GET
Sample Validation Report
Explore a complete QuantProof validation report with institutional-grade analysis, risk metrics, and fundability assessment.
92%
of prop firm challenges fail
Most from drawdown violations QuantProof catches on check #3
$155–$399
average cost of a failed challenge
QuantProof validation: free. Finding out after: expensive.
44
checks prop firms actually use
Deflated Sharpe, CPCV, CVaR, crash sims — not just win rate
A Fundable Score is a 0–100 rating of whether your trading strategy has
institutional-grade statistical foundations — the same criteria prop firms and fund managers
use to evaluate strategies before deploying capital.
OVERFITTING RISK — 22%
Is the edge statistically real or just curve-fitted to past data?
RISK MANAGEMENT — 38%
Drawdown, Sharpe, Kelly sizing, ruin probability — largest weight.
REGIME ROBUSTNESS — 14%
Does the strategy hold up across bull, bear, and sideways markets?
EXECUTION REALITY — 11%
Slippage, market impact, and capacity — does the edge survive real costs?
COMPLIANCE — 15%
Prop firm rules (FTMO, Topstep, The5ers) and institutional fund standards.
80–100 Prop firm ready
65–79 Strong — refine execution
50–64 Promising — needs work
0–49 Not deployable yet
// WHAT QUANTPROOF CHECKS
// OVERFITTING DETECTION
Deflated Sharpe, CPCV with embargo gaps, Monte Carlo robustness — the same checks hedge funds use to reject curve-fitted strategies before they ever see capital.
DSR · CPCV · Ljung-Box · Bootstrap Stability
// PROP FIRM COMPLIANCE
FTMO, Topstep, and The5ers rule checks mapped directly to your trade data. Know your drawdown headroom and daily loss limits before you pay the challenge fee.
FTMO · Topstep · The5ers · CTA Standards
// INDIAN MARKET NATIVE
Zerodha Kite TradeBook with FIFO pairing. Nifty 50 benchmark for Indian strategies. Oct 2024–2025 correction correctly detected as bear — not SPY bull.
TradeBook or Orders CSV. FIFO trade pairing built in. See if your live Kite strategy has institutional-grade edge — not just P&L.
3 free / dayAuto-pairingCE/PE supported
Kite → Console → Reports → TradeBook or Orders
// TRADINGVIEW
📈
TV Webhook
Capture live BUY/SELL alerts from any TradingView strategy. Validate it in real-time without waiting to export anything.
Free7-day session2000 alerts
✓ Real-time capture
// VERIFIED
🔗
Connect Broker
Pull live history directly from Alpaca or IBKR. Results are independently verified — the only way to get a prop firm compliance certificate.
3 free / dayVerified badgeCompliance cert
✓ Eligible for Compliance Certificate
// PORTFOLIO
◈
Portfolio Analysis
Upload 2–3 strategy files. Get full validation per strategy, correlation matrix, combined drawdown and diversification score.
Kite · Alpaca · MT5Correlation matrix
Same 44-check validator per strategy · Auto-detects broker format · Diversification score 0–100
// PORTFOLIO ANALYSIS
Full 44-check validation per strategy · Correlation · Diversification score
Accepts: Zerodha Kite · Alpaca · MT5 · TradingView CSV · Generic PnL CSV — same auto-detection as single strategy
⚠ Known limitations — read before uploading
▶
MT5 multi-leg trades — MT5 files with 4-leg or hedged positions may fail parsing. Use the single-strategy validator first to check your MT5 file parses correctly before uploading here.
No date column — correlation is computed positionally (trade 1 vs trade 1), not by date. Meaningless if strategies trade at different frequencies. Always upload dated CSVs.
Minimum 10 trades — each strategy needs at least 10 trades. Strategies below this are rejected.
Correlation is Pearson (linear) — options portfolios with non-linear payoffs need copula-based analysis. Pearson underestimates tail dependence for options strategies.
n=10 per strategy — portfolio runs at n=10 Monte Carlo. Run single-strategy validation at higher n first to verify each strategy individually.
STRATEGY 01 — REQUIRED
STRATEGY 02 — REQUIRED
STRATEGY 03 — OPTIONAL
PORTFOLIO TOKEN
// CONNECT ALPACA
API KEY ID
SECRET KEY
ACCOUNT TYPE
🔒 Keys never stored · Read-only · Cannot place trades alpaca.markets → Account → API Keys