Testing for detecting the infection by SARS-CoV-2 is the bridge between the lockdown and the opening of society. In this paper we modelled and simulated a test-trace-and-quarantine strategy to control the COVID-19 outbreak in the State of São Paulo, Brasil. The State of São Paulo failed to adopt an effective social distancing strategy, reaching at most 59% in late March and started to relax the measures in late June, dropping to 41% in 08 August. Therefore, São Paulo relies heavily on a massive testing strategy in the attempt to control the epidemic. Two alternative strategies combined with economic evaluations were simulated. One strategy included indiscriminately testing the entire population of the State, reaching more than 40 million people at a maximum cost of 2.25 billion USD, that would reduce the total number of cases by the end of 2020 by 90%. The second strategy investigated testing only symptomatic cases and their immediate contacts - this strategy reached a maximum cost of 150 million USD but also reduced the number of cases by 90%. The conclusion is that if the State of São Paulo had decided to adopt the simulated strategy on April the 1st, it would have been possible to reduce the total number of cases by 90% at a cost of 2.25 billion US dollars for the indiscriminate strategy but at a much smaller cost of 125 million US dollars for the selective testing of symptomatic cases and their contacts.