TradeLab is a sandbox for retail traders. Test strategies on real NSE data, promote them through Paper-Forward when they prove themselves, and only deploy live once they've cleared the gates you'd hold a quant fund to.
Most retail traders fail because backtests lie and live deployment skips review. TradeLab forces a strategy through deliberate stages — each one with a gate.
Build and backtest against years of NSE tick history with realistic slippage and depth.
One week of forward simulation on live ticks — no money, but every market microstructure quirk.
Connect Zerodha or Upstox. Typed confirmation. Position sizing capped to your risk budget.
Familiar workspace shapes — watchlists, order tickets, holdings — wrapped around a backtest-first core.
Persistent watchlist on the left, slide-in BUY/SELL ticket on the right, dense tables in the middle. Same muscle memory as Kite.
Equity curves overlaid on the same chart. When live deviates from backtest, we flag it before it costs you.
Discovery surface inspired by Groww — momentum, mean-reversion, FMCG defence — each backtested and rebalanced.
The env pill in the header is SANDBOX until you type LIVE to switch. No accidental real orders, ever.
Tweak a parameter, see the before/after backtest like a git diff for trades — not just one number that moved.
Press / to search, Esc to dismiss, click rows to focus. The chrome stays out of the way.
Open the live page for the real thing — this is just a still.
You only pay when you start running strategies live with broker integration.