Welth Lab — Free No-Code Backtesting Engine for NSE & BSE

Backtesting is how you find out whether a trading strategy's rules would have actually worked, by running them against years of real historical data to see the trades, drawdowns, and returns they would have produced. Welth Lab lets you do this on NIFTY 50, Bank NIFTY, and 500+ NSE stocks across 10+ years of historical data, with multi-timeframe simulation, and without writing a single line of code.

Pick an index or stock, choose a strategy built from standard technical indicators — RSI, MACD, Bollinger Bands, SMA/EMA crossovers, Stochastic, ATR, OBV, or VWAP — set your date range, and run it. Welth Lab returns Sharpe, Sortino, and Calmar ratios, maximum drawdown, win rate, a full trade-by-trade log, Monte Carlo simulation to stress-test how robust the result really is, and walk-forward validation to check it isn't just overfit to the past.

Frequently Asked Questions

What is backtesting?

Testing a trading strategy's rules against historical price data to see how it would have performed.

Is Welth Lab free?

Yes.

Do I need to know how to code?

No — build and run a backtest entirely through the interface.

Which Indian markets can I backtest?

NIFTY, Bank NIFTY, and 500+ individual NSE stocks, with 10+ years of historical data and multi-timeframe simulation.

Does this involve real trading or real money?

No. WelthWest is a research and education platform only — there's no broker account, no trade execution, and no real money involved anywhere on the platform, now or planned for the future.