Strategy Analyzer

The Strategy Analyzer is AlgoChef's core feature. It takes your trade history and generates a comprehensive performance report with 95+ metrics, five scores, and detailed visualizations.

Strategy Hub

The Strategy Hub is your home screen — it lists all imported strategies with:

• Equity curve sparkline — Quick visual of performance
• CSI score badge — Color-coded tier at a glance
• Key stats — Net profit, total trades, win rate
• Quick actions — Open report, run Monte Carlo, add to portfolio

From here, you can import new strategies or click into any strategy for the full report.

Performance Report Sections

Health Dashboard

The top section shows the 5-score summary and position sizing recommendation. Traffic light indicators flag any circuit breakers or gates.

Equity Curve & Drawdown

Interactive charts showing account balance over time and drawdown depth. Toggle between dollar and percentage views.

Key Metrics Panel

A grid of the most important metrics: Net Profit, CAGR, Max Drawdown, Sharpe Ratio, Profit Factor, Win Rate, R-Expectancy, and more.

Distribution Analysis

Statistical shape of your trade returns. AlgoChef classifies your strategy into one of 16 distribution profiles based on skewness and kurtosis:

• Skewness — Loss-heavy, Symmetric, Win-heavy, or Jackpot
• Kurtosis — Predictable, Normal, Volatile, or Extreme

Understanding your distribution profile helps you select the right Monte Carlo simulation method for stress-testing.

MAE/MFE Analysis

If your import data includes entry/exit prices, AlgoChef calculates:

• MAE (Maximum Adverse Excursion) — How far trades go against you
• MFE (Maximum Favorable Excursion) — How far trades go in your favor
• Optimal Exit Zones — Where most winning trades peak

Calendar Returns

Monthly and yearly return heatmap. Spot seasonal patterns, identify weak periods, and see year-over-year consistency.

Time Analysis

P&L broken down by:

• Day of week — Are certain days consistently better or worse?
• Time of day (session) — Do you trade better in specific market sessions?

Win/Loss Distribution

Histograms showing the spread of winning and losing trades. See if your returns are concentrated in a few big wins or spread across many small ones.

Trade Statistics

Complete breakdown of wins vs. losses, averages, medians, streaks, and ratios.

Trade Records

A scrollable table of every individual trade with full details — dates, prices, P&L, duration, and side.

Working With Multiple Strategies

The Strategy Hub supports unlimited strategies. Sort by any metric, filter by tier, and quickly compare strategies side-by-side using the Strategy Comparison feature.