Minute-resolution Rust engine. No daily-bar shortcuts. Validate your system before you risk a dollar.
Every result carries an engine stamp. The verification line is the proof — no competitor can copy it because none of them has the engine.
Most options backtesters work in daily bars — useless for 0DTE and intraday strategies. Nitix runs your multi-leg strategies tick by tick through years of historical data on a Rust engine built for precision.
Every fill, every stop-loss trigger, every re-entry is evaluated at the exact minute it would have happened. Iron condors, credit spreads, short strangles, the wheel — the engine treats them with the same rigor.
minutes simulated
A typical 2-year NSE backtest processes nearly 400,000 minute bars. The engine evaluates entry conditions, stop-loss thresholds, trailing locks, and re-entry logic at every single one.
The builder is designed as a precision instrument: library on the left for recall, build columns in the center for configuration, run rail on the right for execution. Tweak a leg, press run, see results — without scrolling.
Search, load, and fork saved strategies. Folder-organized, one click to load into the builder.
Setup (instrument, timing, conditions) → Legs (positions, strikes, SL/TP) → Risk (overall constraints, re-entry, legwise interactions). Every section folds with a spec summary.
Date range, capital, one Run button. Results fill the rail — KPIs, sparkline, and the engine verification stamp at the foot.
14-day free trial on all paid plans. No credit card required.
| Saved strategies | 3 | Unlimited | Unlimited |
| Backtests per day | 5 | 50 | Unlimited |
| Payoff analyzer | |||
| Community library | |||
| Strategy optimizer | — | ||
| Monte Carlo simulation | — | ||
| Portfolio management | — | ||
| Cost layer (brokerage + slippage) | — | ||
| Custom data feeds | — | — | |
| Full CRUD API access | — | — | |
| Priority support | — | — |
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