Views on backtest sessions

A view on a backtest session works on the trades you took in that session. It is listed as a report under Your custom reports, beside the built-in session reports, and every session you open gets its own answer.

What it works on

The view is handed the session's closed trades and the session itself: its name, starting balance, when you started and ended it, and the stretch of market time it replayed. Each trade carries its symbol, side, prices, R, P&L and the simulated times it opened and closed, so hour and weekday breakdowns use the market's clock, not the day you practised.

It can also read the market's bars over the session's window, your notes and tags, and the playbook the session was collecting for.

A session hands a view a set of trades, the same as a journal day, an account and a playbook do. A view you build here is offered under Your views on those pages too.

Ideas worth building

Each of these is a description to type after Create custom report.

• Win rate and average R by hour of entry. Shows which part of the session your edge lives in.

• Win rate by weekday, to see whether this session's result leans on one day. A good result carried by two Mondays is worth knowing about.

• Equity curve from the starting balance, with the largest drawdown marked and how many trades it took to recover. The path behind the final number.

• My R distribution, and which trades make the tail. Tells you whether a few big winners carry the session.

• Split the session into first half and second half, with expectancy for each. Checks whether you got better or tired as you went.

• Compare this session's expectancy with my live trades on the same playbook. Tests whether practice matches the real thing.

Adding one

1. Open Tools → Backtest and open a session.

2. Open Reports and click Create custom report.

3. Describe the view, press Build and choose Build it with me.

Add a view covers the rest. For how sessions work, see How backtesting works.