Strategy Lab
Test ideas against your real trade history. Rule Impact Simulator answers: "what if I'd only taken X?"
Backtest Assumptions + Robustness
Robustness Score
30/100
Trades
0
Days
0
Symbols
0
Setup types
0
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Sample size: 0 trades — below 30, treat as hypothesis
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Time diversity: 0 days — single regime risk
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Symbol diversity: 0 symbols — concentrated
Assumptions baked in: Mock data only. Fills assume mid-spread + slippage estimate. No commissions or fees applied. Hypothetical execution doesn't reflect real-market spread widening, halts, or order routing latency.
Strategy Lab activates after you have closed paper trades. The lab simulates "what if you'd only taken X" against your real history.
Walk-Forward + Parameter Sweep
Need 9+ closed trades to run walk-forward analysis.
Monte Carlo Simulation + Risk-of-Ruin
200 simulated trade sequences. Shows survival probability + variance reality.
Win rate50%
Avg win (R)2.0
Avg loss (R)1.0
Risk per trade1.0%
Trades100
Expectancy
+0.50R
Risk of ruin
0.00%
Bankruptcy in sim
0.0%
Median end equity
163%
Y-axis = % of starting equity. 12 sample paths shown out of 200. Same expectancy → wildly different outcomes.
Verdict: Strong edge, ROR <1%. The 10th-percentile path still ends at 136% — fat tails exist.