Strategy Backtester
BETA construction We're actively improving this tool — more features coming soon and the full system will stabilize shortly. Thanks for your patience while we polish the edges.Setup
Market Setup — pick the instrument, timeframe and direction you want to enter.
Up to 5 symbols. Multiple symbols enable portfolio mode (equal weights by default — edit weights in the Portfolio section below).
Only applies to entry signals. Exits are always active.
Conditions
Use $NAME in any number input of the condition modal — click the ƒ icon next to the field.
Risk & Safety
1 = 1% of equity.
Used only when no SL exit row is set.
lightbulb To limit trade duration → add a MaxHold exit row in the Exit card. To pause on daily losses → use an Adaptive Rule below.
WHEN · THEN rules that modify behavior mid-backtest — reduce size, pause, close, pyramid. Applied globally.
Analytics & Tuning
{"AAPL":0.6,"MSFT":0.4} — leave empty for equal weights.Get a free Demo key (100 credits/day) sent to your email instantly.
Export & Import
Results
historystalepayments Capital & profitability
- Gross profit
- $--
- Gross loss
- $--
- Costs
- $--
- …of gross
- --%
- Avg trade
- $--
- Expectancy
- $--
warning Risk & Risk-adjusted
- Max drawdown
- --%
- …in $
- $--
- DD duration
- --d
- Time in DD
- --%
- Worst trade
- --%
- Loss streak
- --
- Exposure
- --%
- CAGR
- --%
- Sharpe
- --
- Sortino
- --
- Calmar
- --
- Profit factor
- --
target Trade quality
- Trades
- --
- Per year
- --
- Win rate
- --%
- W / L
- --
- Avg win
- --% / $--
- Avg loss
- --% / $--
- Payoff
- --×
- Avg R-mult.
- --
- Best
- --%
- Worst
- --%
- Avg hold
- --d
- Streak ↑↓
- --
- Avg MAE
- --%
- Avg MFE
- --%
- MAE / SL
- --
compare_arrows vs Benchmark — SPY
- B&H return
- --%
- Alpha (CAPM, ann.)
- --%
- Beta
- --
- Correlation
- --
- Information ratio
- --
- Tracking error (ann.)
- --%
- Strategy − BM
- --%
expand_more Advanced statistics
trending_up Return / risk
- Recovery factor
- --
- Omega ratio
- --
- Gain to pain
- --
analytics Distribution
- Tail ratio
- --
- Kappa-3
- --
- Ulcer index
- --
bolt Trade efficiency
- Profit / bar
- --
- Entry efficiency
- --
verified Robustness
- Deflated Sharpe
- --
- PBO
- --
calendar_view_month Temporal performance — When are you profitable?
date_range Annual Breakdown
calendar_month Monthly Returns
grid_on Win Rate by Day × Hour
Color: low → high · Hover for detailsexpand_more Robustness & distribution
show_chart Return Distribution
science Statistical Significance
timeline Rolling Sharpe / Sortino
warning Warnings (0)
bolt Adaptive Rule Triggers — 0
Trades
| # | Entry Time | Exit Time | Entry Price | Exit Price | PnL | PnL % | MAE % | MFE % | Reason |
|---|
Monte Carlo
Walk-Forward Analysis
Parameter Optimization
Benchmark — SPY
Regime Breakdown
Stress Tests — Historical Crises
Bootstrap Confidence Intervals
Parameter Sensitivity —
Feature Importance
Portfolio Circuit Breaker (D8)
Max Correlation Filter (D6)
Comparison
upload Import strategy JSON
Drop a JSON file here
…or click to choose one
Strategy JSON files exported via the Export menu round-trip byte-identically. Files from older versions may surface a 422 on the next backtest run — that's expected; the form still loads and you can inspect the rejected fields.
code Exported code
Save Strategy
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This preset requires the Pro plan to unlock regime-aware and HEAVY-feature exits.