Powerful Analytics

Everything you need to validate and optimize your strategies

Three integrated modules. 100+ metrics. One platform.

Module 1

Strategy Analytics

Comprehensive performance analysis with 100+ metrics

Performance Metrics

Get a complete picture of your strategy's performance with key metrics like profit factor, Sharpe ratio, win rate, and average trade.

  • Profit factor and return on investment
  • Win rate and average win/loss
  • Risk-adjusted returns (Sharpe, Sortino)
  • Maximum drawdown and recovery time

Distribution Analysis

Understand the statistical distribution of your trades. See histograms, probability curves, and identify outliers.

  • Trade distribution histograms
  • Probability density functions
  • Outlier detection and analysis
  • Statistical moments (mean, variance, skewness)

Strategy Health Scoring

Our proprietary scoring system evaluates multiple factors to give you a single health score for your strategy.

  • Multi-factor health assessment
  • Risk-adjusted performance scoring
  • Consistency and reliability metrics
  • Actionable improvement recommendations

AI-Powered Insights

Get intelligent insights about your strategy's strengths and weaknesses, powered by advanced analytics.

  • Automated pattern detection
  • Anomaly identification
  • Performance trend analysis
  • Personalized recommendations

100+ metrics across 8 categories

Returns
12 stats
Risk
18 stats
Trade Analysis
15 stats
Time Analysis
10 stats
Streaks
8 stats
Drawdown
14 stats
Statistical
12 stats
Quality
11 stats
Module 2

Monte Carlo Simulator

Stress-test your strategies with 5,000+ simulations

Image placeholder: Equity curve fan chart showing 5,000 simulated paths

Drawdown Analysis

Understand the worst-case scenarios your strategy might face. See maximum drawdown distributions and recovery probabilities.

  • Maximum drawdown distributions
  • Drawdown duration analysis
  • Recovery time probabilities
  • Peak-to-valley metrics

Risk of Ruin Calculation

Calculate the probability of losing your entire trading capital under different scenarios and position sizes.

  • Probability of ruin calculations
  • Position sizing recommendations
  • Capital requirement analysis
  • Risk tolerance assessment

Capital Requirements

Determine the minimum capital needed to trade your strategy safely, accounting for drawdowns and margin requirements.

  • Minimum capital calculations
  • Margin requirement analysis
  • Capital efficiency metrics
  • Safety buffer recommendations

Four simulation methods for different insights

Randomly reorders your historical trades to see how different sequences affect outcomes. Answers: "What if my winning and losing trades happened in a different order?"

Module 3

Portfolio Studio

Combine strategies and optimize allocation

Correlation matrix visualization

Correlation Analysis

Understand how your strategies move together. Identify diversification opportunities and avoid over-concentration.

  • Pairwise correlation matrices
  • Diversification metrics
  • Overlap detection
  • Correlation over time

Combined Performance

See how your strategies perform together. Aggregate metrics, combined equity curves, and portfolio-level insights.

  • Aggregated performance metrics
  • Combined equity curves
  • Portfolio-level drawdowns
  • Unified risk assessment

What-If Scenarios

Test different allocation strategies without risking capital. See how changes affect overall performance and risk.

  • Allocation scenario modeling
  • Performance projections
  • Risk impact analysis
  • Optimization suggestions

Allocation Optimization

Find the optimal capital allocation across your strategies to maximize returns while managing risk.

  • Risk-parity allocation
  • Mean-variance optimization
  • Kelly criterion calculations
  • Custom optimization constraints
Beyond the core modules

Platform features that make the difference

Cloud-Based

Access from anywhere. No software to install or maintain.

Your Data Stays Yours

Analysis happens in your browser. We never see your actual trade details.

Instant Analysis

Get results in seconds. No waiting for batch processing.

Export Everything

PDF reports, CSV data exports, shareable links.

Unlimited History

Store and compare strategies over time. Track your progress.

Always Improving

New metrics, features, and improvements added regularly.

Import from anywhere

Works with your existing trading platform

TradeStation
MultiCharts
NinjaTrader
StrategyQuant

Don't see your platform? No problem. Export your trades as CSV or Excel and import them directly.

Learn more about importing →

Ready to validate your strategies?

Join the beta and get free access to all features.

Free beta access • No credit card required