Skip to content

Deploy

Live algorithm deployment, monitoring, and management

This is the moment your algorithm moves from simulation to the real market. The live engine uses the exact same state machine and logic as the backtester — what you tested is what runs. No surprises from implementation differences.

For a hands-on first deployment, see the Deploy Walkthrough →

On this page: Going Live · Monitoring · Run States · Stopping and Restarting · Tuning a Live Strategy


Make sure you’ve done these before switching to live:

  • Backtested on at least 6 months of data
  • Checked that your Sharpe ratio is above 1.0 and max drawdown is acceptable
  • Ideally run rolling cross-validation to confirm the strategy generalizes
  • Decided on a conservative Starting Capital to launch with

Switch to the Run tab and open Run Setup. Pick your wallet, your algorithm, the trading symbol, your Starting Capital and leverage, then click Start Run. The algorithm begins executing in real-time using the exact same engine the backtester uses — what you tested is what runs.

The Run Setup panel asks for two numbers that together drive position sizing:

effective notional = Starting Capital × leverage
Starting CapitalGood For
$50 – $100First deployment — minimal real exposure while you verify behavior
$250 – $500Growing confidence — you’ve watched it live for a few days
$1,000+Full deployment — live performance consistently matches backtest

Leverage in the live run can match what you backtested; it sizes positions relative to the Starting Capital, not your wallet balance.


Pay close attention during the first day of a live deployment. Here’s what to watch:

  • Fill prices — are entries and exits landing close to where the backtest expected them? Some slippage is normal, but consistent deviation may mean your order type or timeframe needs adjusting.
  • Trade frequency — is the algorithm trading as often as the backtest predicted? If it’s much more or less active, market conditions may have shifted.
  • Drawdown — if your live drawdown exceeds your backtest’s max drawdown early, consider pausing to investigate.

Run mode gives you dedicated monitoring panels:

  • Run Monitor — real-time view of all active algorithms with position, entry price, last price, equity, trade count, unrealized P&L, and equity sparkline
  • Run History — completed and stopped runs with performance summary
  • Run Chart — live chart visualization for the active run
  • Configuration — the algorithm settings for the current run
  • Active Positions tab (Info panel) — open positions with real-time P&L
  • Trade History tab (Info panel) — every entry and exit with P&L

Use the MCP agent tools for programmatic monitoring:

ToolWhat It Shows
list_runsAll runs (backtests and live) with status, filtered by algoId or status
get_backtest_resultsMetrics for a completed run
get_account_overviewAccount snapshot including active positions and running algos

StateWhat It Means
NEWRun created, initializing
RUNNINGActively executing — watching the market and placing trades
STOPPINGStop requested, winding down gracefully
STOPPEDYou (or the system) paused the algorithm. Open positions remain unless you close them
DONERun completed normally
FAILEDRun encountered an error
CANCELLEDThe run was aborted before completion

You’ll typically see RUNNING after deployment. If something looks off, you can stop it at any time.


Set the run status to STOPPED from Run mode or via the agent:

"Stop my running algorithm"

Or use the update_run_status tool: update_run_status(runId, "STOPPED")

  1. Stop the current run
  2. Switch to Build mode and edit the algorithm (creates a new version)
  3. Switch to Test mode and backtest the new version to validate changes
  4. Switch to Run mode and deploy the updated version

  • Live Sharpe is significantly below backtest Sharpe — the strategy may be overfit to historical data
  • Drawdowns are larger than expected — risk parameters may need tightening
  • Trade frequency has dropped off — the market regime may have shifted away from your strategy’s edge
  • Most exits are stop losses — entry timing or stop placement may need work

Based on live performance, go back and tweak:

  • Thresholds — if signals trigger too frequently or rarely
  • Indicators — swap underperforming indicators (check usefulness scores from backtests)
  • Position sizing — reduce if drawdowns are too large
  • Stop loss — tighten or loosen; experiment with trailing stops

If the market regime shifts, re-run optimization and cross-validation on recent data:

  1. Run a backtest on recent data to see current performance
  2. Re-optimize if metrics have degraded
  3. Validate with rolling cross-validation
  4. Deploy the new optimized version

See Backtest → Optimization for the full optimization workflow.


Want to…Go to
Set up autonomous AI tradingAgent Features →
Re-optimize your strategyBacktest Features →
Walk through your first deploymentDeploy Walkthrough →