Backtesting.Test the rules before you trust them.
A strategy runs with commission and slippage on every fill, then gets taken apart: the curve, the trades, the distribution and how much of it could be luck.
The whole report.
Every number the verdict rests on, one view each.
Results
Net P&L, profit factor, win rate, max drawdown, expectancy in R and Sharpe, with the equity curve and its drawdowns.
Trades
Each entry and exit with its R multiple, MAE, MFE and the rule behind it, filterable by side, outcome and weekday.
Distribution
The R-multiple histogram, P&L by weekday and by hour of entry, and why trades exit.
Built to catch a fluke.
A single headline number isn’t a verdict, so the report shows what could make it a lucky one.
Out of sample
A share of the history stays out of the build and is reported on its own, so you see how the rules did on bars they never saw.
Monte Carlo
The results resampled into 1,000 simulated paths, to show a range of outcomes rather than one line.
TradingView’s trades
Export a strategy’s List of trades from TradingView and upload it. Monte Carlo and prop firm odds run on those trades.
Straight answers.
Yes. Backtests charge commission and slippage on every fill, and the report shows them.
No. Backtest results are hypothetical: how the rules would have traded the past, not what they will do. A strategy can test well and still lose money.
Yes. Our Research library publishes popular strategies tested the same way, with their code and figures, failures included.
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From an idea to your chart
Describe it, test a strategy with simulations and your prop firm’s rules, then take it to TradingView.
- Indicators and strategies in Pine Script
- Backtests, Monte Carlo and prop firm rules
- Deploy to TradingView