Session reports
Every backtest session has its own page that reviews how it went: the P&L, the trades, the days and a set of reports that break the result down. Open it from Tools → Backtest by clicking the session.
The page fills in after your first trade. Until then it says No trades yet, and Start trading opens the session in the replay. The session's numbers are in money, starting from the Balance you set it up with. For results in R, file the trades into a playbook.
The five tabs
Tab | What it shows |
|---|---|
Dashboard | Realized P&L, Win rate, Trades and Equity, the equity curve with its peak and trough, your top symbols, and win rate by day of week and time of day |
Overview | Every headline figure in one place: gain, profit factor, expectancy, winning and losing days, streaks, hold times, costs and your best and worst month |
Calendar | A month grid of your trading days. Click a day to see its P&L, win rate and trades |
Trades | Every trade under Positions, and every order under Orders |
Reports | The detailed reports below |
Click a trade on the Trades tab to open it in Trades, where you can see its fills and snapshots, and file it into a playbook.
The reports
Open Reports and click one. Search reports finds one by name.
Group | Report | What it answers |
|---|---|---|
Time | Daily Analysis | Your best and worst days, weekdays and hours, streaks and daily risk |
Time | Monthly Analysis | Which months and quarters were profitable |
Time | Trade Timing | When you enter, how long you hold, and which of those pays |
Instruments | Instruments | P&L, win rate and expectancy for each market, with an equity curve each |
Instruments | Volatility | Whether you trade better in calm or volatile markets, measured with ATR |
Instruments | Correlations | How your markets move together, and where losses could stack up |
Performance | Wins vs Losses | Average win against average loss, and whether your edge comes from accuracy or size |
Performance | Benchmarks | Your returns against buy-and-hold on benchmarks such as SPY, adjusted for risk |
Performance | Risk & Reward | Each trade's risk against its reward, and whether your losses stay in bounds |
Performance | Drawdown | Your deepest falls, how long they took to recover, and which markets caused them |
Institutional, under Advanced, is marked Soon and cannot be opened yet.
Star a report to put it under Favourites at the top of the list. The pin button adds it as a tab beside Dashboard and the others, one click away.
Reading a short session
A random week of BTC might hold eight trades. That is enough to spot a mistake you keep making, such as entering before the range has formed, and far too few to judge the setup. Use Trades and Calendar to review the week trade by trade. Judge the setup from its playbook, where every session's trades add up.
Add your own report
When the report you want is not in the list, click Create custom report. It opens the same menu as adding a view anywhere else: pick one from the community, or have the Agent build it with Build it for me or Build it with me. It appears in the list under Your custom reports. See Views on backtest sessions.