Realistic Backtest Simulation Engine
Tick-accurate OHLCV simulations modeling real maker/taker fee tiers, funding payments, partial fills, and liquidity slippage curves across spot and perpetual futures.
Founded in early 2026 by quantitative traders and systems engineers, Backpulse bridges the gap between TradingView strategy design, cloud backtest accuracy, and sub-millisecond multi-exchange automated execution.
In early 2026, algorithmic and AI-driven trading expanded rapidly, but retail tooling remained stuck in the past. Most traders tested strategies on TradingView with optimistic assumptions, only to see them hemorrhage capital live due to overlooked exchange fee tiers, funding rates, and latency slippage.
Automating signals meant managing fragile Linux VPS instances, wrestling with Docker containers, and worrying about midnight server crashes. We founded Backpulse in 2026 to deliver a serverless, rigorous, and non-custodial quant platform where strategy ideas become live automated bots in seconds.
Engineered an in-memory webhook bridge connecting TradingView Pine Script alerts directly to Binance and Bybit REST/WebSocket gateways, eliminating retail middleware lag.
Launched browser-native quantitative backtesting with real maker/taker fee structures, funding simulations, and 1-click cloud Freqtrade runner without needing a private VPS.
Expanded connectivity across 12+ venues (OKX, Bitget, Gate, KuCoin), introduced natural-language Pine Script v5/v6 generation, and launched the live verified airdrop tracker.
Rolling out tamper-proof strategy telemetry, non-custodial copy trading fleets, and automated capital protection circuit-breakers.
Not just another bot — Backpulse provides the entire quantitative lifecycle from thesis research to automated execution.
Tick-accurate OHLCV simulations modeling real maker/taker fee tiers, funding payments, partial fills, and liquidity slippage curves across spot and perpetual futures.
Sub-35ms pipeline routing Pine Script alerts to exchange matching engines with HMAC-SHA256 signature verification and memory-buffered queue failovers.
We never hold your collateral or API keys in plaintext. Hardware-isolated AES-256-GCM vaults with Zero-Knowledge credential isolation and strict IP whitelisting.
Real-time PnL tracking, drawdown alerts, and automated tripwires that immediately pause strategy execution when risk thresholds are violated.
Translate natural-language trading ideas directly into syntactically valid Pine Script v5 or Python algorithms, pre-validated against market data.
Deploy 24/7 persistent Grid, DCA, and custom automated bots on our high-availability cloud infrastructure with automated health monitoring.
We model worst-case fee schedules and slippage assumptions by default. Strategies that survive rigorous stress testing survive live market volatility.
Every metric, backtest fill, and execution latency timestamp is fully inspectable. We never publish inflated theoretical simulations.
Your funds stay strictly on your exchange accounts. Backpulse only executes authorized trades via scoped, non-withdrawal API keys.
Isolated micro-gateways ensure an API timeout on one exchange never cascades into failures across your other active trading strategies.