Result

Equity

Strategy Buy & hold Benchmark

Linear Log

Underwater

below the running peak

Supporting measures

Acceptance screen

thresholds are set under Costs & assumptions

Price & trades

Every position drawn on the candles where it happened: entry, stop, target and exit.

Chart

Trades Open in Charts

Step through

Selected trade

Returns

How much it made, how steadily, and whether one good year carried the rest.

Rolling Sharpe

Strategy Buy & hold

Against buy & hold

same instrument, same days, same capital

Rolling expectancy

in trade space

Rolling win rate

Monthly returns

percent

By calendar year

Seasonality

P&L by month of year

Risk

What it felt like to hold through the worst of it, and what the tails of the daily returns look like.

Drawdown & tails

Deepest drawdowns

peak to trough to recovery

Daily returns

distribution

Exposure

share of each month with a position open

Trades

Expectancy and the pieces it is made of, with where in the week and the day the trades came from.

Trade statistics

R-multiple distribution

outcome per unit of risk

Excursion map

heat taken against best seen

winner loser

Hold time

Exit efficiency

How trades ended

Long against short

Streaks

length × occurrences

By weekday

P&L by entry hour

UTC

Blotter

Download .csv

Robustness

One backtest is a single draw. Resampling the trades shows the rest of the distribution, and the sweeps show what happens when the cost assumptions get worse.

Monte Carlo

Simulated CAGR

Simulated maximum drawdown

Risk of ruin

paths breaching each level at any point

Cost sensitivity

Every assumption swept, with the whole backtest re-priced at each step. A dot marks the current setting.

Confidence

How sure anyone can be of these numbers: the interval around the Sharpe, the record length it needs, how many variants were tried before this one, and whether trades behave like independent draws.

Sharpe, with its uncertainty

Is the edge real?

Are trades independent?

Costs & assumptions

Everything the execution model assumes. Change anything here and the record re-prices instantly, without another run.

Reset to defaults

Run & method

What ran, on what data, and how every fill was priced.

Data on this device

Export

Strategy source Blotter, current inputs (.csv) Raw report (.json) Print or save as PDF

What a strategy can see

the runtime, in brief