// 92% of prop firm challenges fail. Most failures are preventable.
Know if your strategy will pass before you pay.
Most prop firm failures aren't bad trading — they're fixable risk violations. Upload your trade history and find out exactly what will get you disqualified, in under 30 seconds. Free.
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, Blue Guardian, Earn2Trade) 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, The5ers, Blue Guardian, and Earn2Trade rule checks mapped directly to your trade data. Know your drawdown headroom and daily loss limits before you pay the challenge fee.
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
// CONNECT ALPACA
API KEY ID
SECRET KEY
ACCOUNT TYPE
🔒 Keys never stored · Read-only · Cannot place trades alpaca.markets → Account → API Keys