Daily P&L heatmap

A calendar grid of every trading day — green for profit, red for loss, hatched for skipped. Spot streaks, weekday bias, and the days that quietly bleed your edge. Click any cell to drill into the per-symbol breakdown.

Loss Profit Skipped

Drawdown analysis

Every drawdown period — depth, days to trough, days to recover — with an underwater curve and live "at peak / recovering / deeper" trend chips.

Per-symbol breakdown

One column per symbol, a TOTAL that ties out — net, win rate, profit factor, expectancy, best & worst. Mute a symbol and the whole dashboard recalculates without a reflow.

Scenario filters & what-ifs

Re-run the entire backtest under new rules without leaving the page. Skip FOMC days or crisis-VIX days, drop weekdays or months, cut individual days by hand, trade only after the open, set your account size, and cap a daily or weekly loss — every metric reconciles instantly.

Skip FOMC Skip crisis VIX Exclude Mon Longs only Entry after 9:45 Daily loss −$1,500 Weekly loss cap

Equity, monthly & weekday charts

An equity curve with running-peak and drawdown bands, a synced VIX lane tying every drawdown to the market stress around it, monthly P&L bars, and a Mon–Fri breakdown — the patterns a flat number sheet can never show you.

Rulesets — pass / fail, not vibes

Write your trading plan — or a prop firm's evaluation — as hard bounds on the stats that matter: win rate, profit factor, drawdown, losing streaks, Sharpe, SQN. Start from a Conservative, Moderate or Aggressive template, keep several plans side by side, and every backtest is graded against all of them — live, under whatever filters you're stress-testing — with the verdict pinned to the toolbar and stamped into every report.

The full trade ledger

Every fill, exactly as exported — entry & exit time, direction, quantity, fill price and P&L. Sort any column, scan it, and tie every dashboard number back to the trades behind it.

Monte Carlo & risk of ruin

Resample and reshuffle your trade sequence ~1,000× to get a full distribution of outcomes instead of one lucky path — where your backtest's final P&L really sits, the 95th-percentile drawdown, and the odds of blowing up at your account size.

Is the edge real?

Three reads on edge vs luck. SQN scores tradeability; Probabilistic & Deflated Sharpe give the odds the true Sharpe beats zero — Deflated discounting for every variant you tried.

Out-of-sample holdout

The first 70% of your trades vs the last 30%, held out. If the out-of-sample half holds up, the edge isn't just fit to the early data — a holdout split, not walk-forward re-optimization, which a trade list can't support.

Performance by VIX regime

Every trading day classed by the prior session's real Cboe VIX close — the reading you'd actually have before the open — from calm (<15) to crisis (≥30). Not hindsight: numbers you could trade on.

Edge stability over time

Rolling Sharpe across the backtest, with elevated and crisis VIX spans shaded behind the line — is the edge steady, strengthening, or quietly fading as the market adapts to it?

Monthly consistency

Profitable-months and green-day rates, plus your best and worst month — steady compounding, or a few lucky spikes carrying the curve?

Auto-mined patterns, graded

Hundreds of conditions — session, VIX regime, win/loss streak, size, hold time — each tested against the rest of your book, permutation-tested, then corrected for how many were tried. Every finding is graded, so a pattern that's just luck is labelled as such instead of sold as an edge.

Trade clusters

Groups your trades by how you traded them — entry time, hold, size — into the styles you actually run, each with its own net result. When the trades don't separate, it says so rather than inventing groups.

Edge drift

Scans the whole book for the single biggest shift in average per-trade P&L — a CUSUM changepoint — then permutation-tests it: a real regime change, or just noise? Strong means the break is unlikely to be chance.

Outliers & revenge trading

Flags abnormally large losing trades and losing days by a robust z-score, plus loss runs with escalating size — the revenge-trading signature. Loss-focused: a record win is a good day, not a flag.

Combine multiple backtests

Drop every symbol's export at once and they're fused into one portfolio — a unified equity curve, blended drawdowns, and a per-symbol ledger with a TOTAL that ties out to the cent.

Save & combine sessions

Save any analysis to your browser, then reload it later — or check several saved sessions and merge them into one bigger portfolio. Stored locally in IndexedDB; nothing leaves your machine.

Compare backtests

Put two backtests head to head — overlaid equity curves and stacked monthly & day-of-week P&L — to see exactly what a parameter change bought you before you risk a dollar on it.

Correlation matrix

See how every strategy moves against the others on aligned daily returns. Greens are the uncorrelated pairs that actually diversify your risk; reds rise and fall together.

Combined portfolio & diversification

Blend your strategies — equal or inverse-volatility weighted — into one combined equity curve, and read the diversification benefit: the book's Sharpe and drawdown against the sum of its parts.