The backtesting suite
for synthetic traders
Exclusively Designed for
Deriv Traders
Made for the elites
The backtesting engine
with precision
Replay Abstraction
Test multiple strategies simultaneously in isolated environments.
Dynamic Trade Events
Trigger stop-losses, take-profits, and margin calls with full control
Live Metrics & Alerts
Get instant feedback on balance, risk exposure and Pnl per tick.
Built by Quant traders,
for traders
Powerful tools that let you dissect price action, simulate strategies, and replay markets with full control.
CREATE TABLE Customers (
customer_id SERIAL PRIMARY KEY,
name VARCHAR(255),
gender CHAR(1),
rewards_member BOOLEAN
);
CREATE TABLE Orders (
order_id SERIAL PRIMARY KEY,
sales_date DATE,
customer_id INT REFERENCES Customers(customer_id)
);
CREATE TABLE Items (
item_id SERIAL PRIMARY KEY,
name VARCHAR(255),
price DECIMAL(10, 2)
);
CREATE TABLE Order_Items (
order_id INT REFERENCES Orders(order_id),
item_id INT REFERENCES Items(item_id),
);- Try plug & play replays
- Launch or resume sessions instantly with preloaded synthetic data.
- Pro Tooling & Export
- Export trade logs, visualize sessions, or sync with your existing research pipelines.
- Security & Privacy
- All sessions are encrypted. Replay data is isolated and protected with enterprise-grade security.
- Model Advanced Scenarios
- Handle complex trading logic such as scalping, hedging and leveraged swings.
Engineered for speed and accuracy
DsReplay is architected to deliver lightning-fast replay sessions and true-to-market simulations, with no compromise on precision
- Up to 10x
- Simulation speeds
- 10ms
- Low latency execution
- 100K/sec
- Stream ingestion rate
Ready to backtest smarter?
Launch your next replay session on DsReplay and start validating your edge today.
Not sure where to start? Talk to support