Backtest trading strategies without writing code
Build strategies visually, then replay years of market data bar by bar — every fill and fee included. Test with paper funds in an exchange sandbox, use the results to refine your strategy, and keep trading decisions yours.
Waitlist open · free plan at launch · paper & sandbox only
Execution boundaries — implemented today
Binance
futures testnet
WhiteBIT
fail-closed adapter
+ pluggable adapters
open adapter interface
Why Koval
Forge your strategy. Test it against reality.
Koval does not pretend a backtest can predict the market. It replays the rules you forged bar by bar over historical OHLCV data, with every evaluated bar, simulated fill, and fee open for inspection — evidence you can challenge before moving to paper or sandbox testing.
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01
Forge your strategy visually — craft rules as a node graph, not a script
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Deterministic backtests — same inputs, same result, every run
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Fees-only cost model, stated up front — no hidden slippage assumptions
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Every bar, fill, and fee inspectable after the run
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Open-source engine — MIT core on GitHub, readable before you trust it
Workflow
From blocks to a sandbox-tested strategy in four passes
01
Build
Drop market data, indicators, conditions, and actions on the canvas and wire them together. The graph is the strategy — there is no hidden layer underneath it.
02
Backtest
Replay years of OHLCV data bar by bar with an explicit fees-only cost model. Read return, max drawdown, win rate, and profit factor — then read the trades that produced them.
03
Paper / sandbox
Push the same graph to Binance futures testnet with paper assets and watch it process live candles in real time. WhiteBIT stays fail-closed until a verified non-money sandbox exists.
04
Capture & compare
Line the next run up against the last — Sharpe, Sortino, and the trades behind them. Backtests are deterministic, so what changed is what you changed. Rewire a node and replay: no code, MIT-licensed engine underneath.
Features
Everything on the bench, nothing behind glass
Visual strategy builder
Drag indicators onto a canvas and wire the rules. The node graph is the single source of truth — readable by you, executable by the engine.
Deterministic backtesting
Bar-by-bar replay over real historical OHLCV sourced from exchanges, with an explicit fees-only cost model — no generated data or AI hallucinations. Use the same engine version, dataset, and settings, and every rerun produces exactly the same result.
Graph-native indicators
EMA, RSI, ATR and friends are nodes you compose and rewire, not fields in a settings form.
Sandbox execution
Run the same graph against supported exchange sandbox APIs with paper funds. Observe how each revision behaves on live candles, uncover weak logic, and refine the strategy in a sandbox-only environment.
Pluggable adapters
Binance futures testnet execution and the WhiteBIT contract boundary are implemented. WhiteBIT stays fail-closed because it has no public sandbox or testnet.
Full trade ledger
Every order, fill, and fee is written down. Audit any run, or export it and check the math yourself.
Transparency
Read the run, not just the result
Sample data — illustrative
Return
+18.4%
Drawdown
-9.6%
Win rate
54.2%
Trades
192
+$312.09
BTC/USDT 1h · Binance sandbox · sample
uptime 3d 06:12
Backtesting
Prove it before you run it
Sample backtest — illustrative, fees-only model
+18.4%
vs. buy & hold · sample
-9.6%
worst peak-to-trough
54.2%
104 of 192 trades
1.42
gross win / gross loss
Equity curve
2023-01 → 2024-12 · BTC/USDT 1h
Trade PnL distribution
Monthly returns
2023
2024
Built in the open
The engine is open. The numbers are checkable.
Open-source engine
The engine that runs your strategies is public and MIT-licensed. Read exactly how a backtest is computed before you trust a number it prints.
github.com/koval-finance/koval-engineSandbox-first
There is no real-money mode to turn on. Koval talks to paper accounts and exchange sandbox APIs, and nothing else.
Paper & sandbox only
Nothing hidden
Backtests are reproducible and every bar, fill, and fee is inspectable after the run.
fees-only cost model
What is public — read it yourself
The engine that runs every backtest.
Read the bar-by-bar backtest loop, the fees-only cost model, and the exchange adapters that produce every number the app shows you.
The Backtrader adapter, kept separate.
Isolated in its own repository so its GPL-3.0 terms stay off the MIT core. Read the adapter boundary for yourself.
The hosted application built on top of these repositories — the visual builder, accounts, and managed runs — is proprietary and is what a subscription pays for.
Pricing
Free to start. Priced at launch.
Pro, monthly
Price announced at launch
The full visual strategy builder: create your own strategies, run unlimited backtests, paper trade, and test sandbox execution.
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Build your own strategies, no code
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Unlimited backtests on historical OHLCV
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Paper trading with simulated capital
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Binance futures testnet execution
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Compare runs side by side
Billed monthly. Cancel any time.
Free
Default
$0
Available when the app opens
Register, run one preset strategy end to end, and read the full backtest: every bar, every fill, every fee. Enough to judge Koval before you pay for it.
Join the waitlist✓
One preset strategy
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Full backtest report
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Fees-only cost model, stated up front
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No card required
Pro, annual
Best value
Price announced at launch
Everything in Pro, billed once a year at a lower effective rate.
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Everything in Pro monthly
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Lower effective monthly rate
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Waitlist members get the launch price first
Prices are not set yet. We are still sizing a fair monthly cost against real infrastructure costs. Waitlist members hear the numbers first.
Early access · Koval waitlist
Get ready to forge your next strategy
One email when the forge opens. Nothing else.
FAQ
Straight answers
It is software for designing rule-based trading strategies through a visual interface instead of writing code. Koval uses connected blocks so traders can define signals, filters, risk rules, and execution behavior clearly.