Historical backtest
Hypothetical results from testing defined rules on past market data. Simulated fills depend on data quality and execution assumptions.
The standard behind the record
Performance &
Transparency
A research service should explain the evidence behind a result, including its limitations. Our reporting begins with an intact publication record and a clear distinction between alerts, simulations and executions.
The record comes first.
Verified performance statistics are not yet available. Our published research record begins with genuine documented signals.
The Portfolio page presents an owner-provided 2025 TradingView backtest summary: 45% average win rate, PF 2.00 and approximately 1:2.5 reported risk-to-reward (measurement definition pending). Exact dates, trade records and costs are pending; these are hypothetical results, not verified live or brokerage results. Preview alerts and illustrative diagrams never enter performance reporting.
Open the member Trade ArchiveThree separate forms of evidence
A clear label for every result.
A genuine published alert remains part of the research archive. Calling it a forward-tested result also requires evidence that publication preceded the outcome.
Forward signal record
Genuine research alerts published before their outcomes were known. Any calculated outcomes require a separately defined execution model; alerts alone do not verify fills.
Executed brokerage performance
Actual account transactions supported by separately supplied, verified and authorized brokerage records. These must remain separate from simulations and research alerts.
These categories will never be combined into a single return figure. A research alert cannot establish what a subscriber’s brokerage account earned or lost.
Before a number becomes public
What a future report must disclose.
The reporting structure supports approved completed-trade data, cost-adjusted points, monthly summaries and separate session, direction and strategy breakdowns. The three owner-provided summary figures are separate from this calculator, which still has no approved trade-level inputs.
- Source & scope
- Identify the original dataset, strategy version, included records and any exclusions. Include losses; document cancellations and unfilled scenarios separately.
- Period & update
- Show the start and end dates, relevant timezone and last update. A selected favorable month cannot stand in for the complete record.
- Execution model
- Define entry timing, partial exits, event order, missing data and what counts as a completed trade. A touched target or published entry is not proof of execution.
- Costs
- State commissions, slippage and their units. A breakeven price can still produce a net loss after costs.
- Measurement
- Report win rate alongside average net wins and losses, profit factor, drawdown and sample size. Keep session, direction and strategy comparisons within the same data category.
- Limitations & verification
- Disclose unresolved fills, data rights, simulation limits and the evidence supporting any verification. Owner approval is separate from independent verification.
Cumulative points measure a defined trade model. They do not represent an account balance or percentage return. No statistic can remove the risk of future losses.