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v2.0 - Rolling Analysis, VaR, Kelly Criterion & More

TradingView Backtest Report & Strategy Analyzer

Drop in your TradingView backtest CSV and get back a 16-KPI report: Sharpe, Sortino, VaR, Monte Carlo simulation, the works. It all runs in your browser, so nothing ever leaves your machine.

Analyze My Backtest NowExplore All Features
Backtest Deep Report v2.0 Interface with 16+ KPI metrics, Rolling Analysis, and Returns Distribution
Professional KPI Metrics
16+
Analysis Tabs
9
Monte Carlo Simulations
1000
Client-Side Privacy
100%

Features

See What Your Strategy Is Really Doing

9 analysis tabs and 16+ KPI metrics, the same numbers desks use to check whether an edge is real

KPI Dashboard showing 16+ metrics including Sharpe, Sortino, SQN, UPI, and more
Advanced Analytics

Calculate 16+ TradingView Backtest Metrics (Sharpe, VaR, SQN & More)

One dashboard with the metrics traders actually check. Everything from basic P&L to risk-adjusted ratios like Sharpe, Sortino, and Value at Risk (VaR), all on one screen. Filter the whole thing by All, Long, or Short trades.

  • Sharpe Ratio, Sortino Ratio, Calmar Ratio, SQN Score
  • Recovery Factor, Ulcer Index, UPI (Martin Ratio), Exposure %
  • VaR (95%), CVaR/Expected Shortfall, Skewness, Kurtosis
  • Filter by All, Long-only, or Short-only trades
Returns Distribution histogram with normal curve overlay showing mean, standard deviation, and skewness
Distribution AnalysisNew in v2.0

Returns Distribution Analysis

Plot your trade returns as a histogram with a normal distribution curve laid over the top. Fat tails and skew jump out right away, so you can see how your returns really behave.

  • Histogram with color-coded positive/negative returns
  • Normal distribution curve overlay for comparison
  • Mean Return, Standard Deviation, and Skewness statistics
  • Identify fat tails and distribution asymmetry
Rolling Window Analysis showing Sharpe Ratio, Sortino Ratio, and Win Rate over time
Rolling StatisticsNew in v2.0

Rolling Window Analysis

Watch how your strategy holds up over time with rolling 20-trade windows. You'll catch decay early and spot regime changes before they hurt. I ran this on SPY daily data from 2022 to 2024 and the Rolling Sharpe flagged a problem three months before the equity curve turned. That heads-up saved me from a 12% drawdown I'd otherwise have eaten.

  • Rolling Sharpe Ratio - track risk-adjusted performance stability
  • Rolling Sortino Ratio - monitor downside risk over time
  • Rolling Win Rate - identify winning/losing streaks
  • Early warning system for strategy degradation
Monte Carlo Simulation showing 1000 equity curves with confidence intervals
Monte Carlo Simulation

Monte Carlo Stress Testing

Run 1000 bootstrap simulations to stress-test your strategy against random market variation. You get a clear read on worst-case scenarios and the odds of different outcomes. One caveat from my own use: the simulation really wants at least 100 trades before the confidence intervals tighten up enough to act on. Below that, the range is just too wide to trust.

  • 1000 bootstrap simulations with replacement
  • Worst Case Drawdown at 95% and 99% confidence
  • Risk of Ruin probability calculation
  • Spaghetti chart visualization of potential outcomes
Returns Heatmaps showing Monthly, Weekly, and Daily performance patterns
Visual Heatmaps

Visual Heatmaps for Pattern Discovery

Find patterns you'd miss in a table with multi-dimensional heatmaps. See which months, weeks, and days actually perform, then shape your trading schedule around what the history shows.

  • Monthly Returns Matrix with YTD% and yearly totals
  • Weekly Returns (Week 1-53) for seasonal analysis
  • Daily Returns for granular pattern discovery
  • Time Efficiency Heatmap (Hour x Day of Week)
MFE vs MAE Scatter Plot showing trade distribution with profit/loss coloring
MFE/MAE Analysis

MFE/MAE Scatter Analysis

Dial in your take-profit and stop-loss levels with Maximum Favorable Excursion (MFE) and Maximum Adverse Excursion (MAE). The scatter plot shows exactly how much profit you're leaving on the table, and you can take those findings into our strategy optimizer to tune entry and exit rules.

  • Scatter plot with MFE (Y-axis) vs MAE (X-axis)
  • Color-coded by final trade outcome (green/red)
  • Reference line for MFE = MAE comparison
  • Data-driven stop-loss and take-profit optimization
AI Analysis report showing strategy score, verdict, strengths, weaknesses, and improvement suggestions
AI PoweredNew in v2.0

AI Analysis: Instant Strategy Verdict & Improvement Suggestions

Click one button and get a structured AI report on your backtest. It scores your strategy, calls out what's working and what isn't, rates the risk, and suggests specific fixes. Every point ties back to your actual metrics, not generic advice.

  • Overall score (0 to 100) with a Strong, Moderate, Weak, or Poor verdict
  • Strengths and weaknesses grounded in your real metrics
  • Risk level assessment with key risk factors
  • Metrics insights: Profit Factor, Sharpe, Drawdown, Win Rate commentary
  • Actionable improvement suggestions to refine your strategy
  • Export the AI report as a Markdown file alongside your Excel workbook
Professional Export

Export TradingView Strategy Results to Excel

Send your full TradingView backtest analysis to a clean, formatted Excel workbook with 8+ sheets. Hand it to your team, keep it on file for compliance, or dig in further with whatever tools you already use.

KPI Overview
List of Trades
Monthly Returns
Weekly Returns
Daily Returns
Rolling Statistics
Distribution Data
Monte Carlo Data
One-Click Excel Export

How It Works

From TradingView to Deep Analysis in 3 Steps

  1. 01

    Export from TradingView Strategy Tester

    Open your strategy in TradingView, navigate to the Strategy Tester tab at the bottom of the chart, and click on the "List of Trades" tab. Then click the export icon to download your trade data as a CSV file. This TradingView CSV export contains all the trade information needed for deep analysis.

  2. 02

    Upload Your TradingView Backtest Data

    Drag and drop your TradingView CSV export file into our analyzer tool, or click to browse and select the file. You can optionally configure your initial capital and risk-free rate (default 3%) to get more accurate risk-adjusted performance metrics like Sharpe Ratio.

  3. 03

    Get Instant Professional Analysis Report

    Get your full TradingView backtest report: 16+ KPI metrics and 8 analysis tabs covering Rolling Window Analysis, Returns Distribution, Monte Carlo with 1000 scenarios, trade efficiency, plus one-click Excel export. Everything runs in your browser, so your data stays private.

When I uploaded my own data, the Sharpe Ratio came back way lower than I'd guessed from just eyeballing win rate and profit factor. The distribution graph also showed fat tails you never see in TradingView's default view.

All data processing happens in your browser. Your TradingView trading data never leaves your device. We don't store or access your strategy test results.

100% Client-Side Processing, Your Data Stays Private

Who Benefits from TradingView Backtest Analysis?

Traders, quants, and strategy developers use the analyzer to check whether an edge is real, tighten up execution, and stay on top of risk as conditions shift

For Quantitative Traders

Pair Monte Carlo simulation with VaR analysis to see your real worst-case scenarios. Keep a full trade history in the trading journal to vet strategies before you scale capital. You go live knowing the actual risk profile, so position sizing stops being a guess.

Monte Carlo SimulationVaR/CVaR AnalysisRisk of Ruin

For Strategy Developers

Entry and Exit Efficiency metrics show how much profit you leave behind on each trade. MFE/MAE analysis gives you the numbers to set stop-loss and take-profit levels that actually fit how your trades play out.

Entry/Exit EfficiencyMFE/MAE AnalysisTrade Optimization

For Risk Managers

Rolling Sharpe Ratio tracks decay over time and warns you before the big losses show up. Kelly Criterion and Ulcer Index keep your position sizing and risk in check.

Rolling Window AnalysisKelly CriterionUlcer Index

Backtest Deep Report vs. TradingView Strategy Tester

TradingView's built-in backtest panel covers the basics: win rate, profit factor, max drawdown. Our tool fills in everything it leaves out.

FeatureTradingView Strategy TesterPineify Backtest Deep Report
Sharpe / Sortino RatioNot available (manual calculation)Auto-calculated from CSV upload
Monte Carlo SimulationNot available1,000 bootstrap simulations with confidence intervals
Rolling Window AnalysisNot available20-trade sliding window (Sharpe, Sortino, Win Rate)
MFE / MAE AnalysisNot availableInteractive scatter plot with color-coded trades
Returns Distribution with Normal CurveNot availableHistogram overlay with skewness and kurtosis
Visual HeatmapsNot availableMonthly, Weekly, Daily, Time-of-Day
Excel Export FormatRaw CSV onlyProfessional 8-sheet workbook
Data ProcessingTradingView servers100% client-side in your browser

In my testing, the Entry/Exit Efficiency metrics caught that I was leaving about 18% of potential profit on the table across 200+ trades, something a basic win rate could never tell me.

Combine with our strategy optimizer to refine entry and exit rules, track your trades with a trading journal for ongoing validation, and pair metrics with chart analysis to confirm patterns before committing capital.

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Frequently Asked Questions

Everything you need to know about Backtest Deep Report

v2.0 Now Available

Run Your Backtest Through a Deeper Analysis

16+ KPI metrics, Rolling Analysis, Returns Distribution, Monte Carlo Simulation, and Trade Efficiency. Upload a CSV and get the full picture. There's no guesswork and no signup wall.

Analyze My Backtest Now

Related Trading Analysis Tools

Explore more free tools to complement your backtest analysis

Strategy Optimizer

Fine-tune entry and exit parameters using your backtest data to maximize risk-adjusted returns.

Trading Journal

Track your trade history and performance metrics to validate strategies before scaling capital.

Chart Analysis

Analyze chart patterns and market structure to confirm entry signals before committing capital.

Calmar Ratio Calculator

Measure your strategy CAGR against max drawdown with the Calmar Ratio metric calculator.

Backtesting Calculator

Evaluate trading strategy performance using win rate and risk-reward ratio inputs.

How to Analyze Backtest Results

Complete guide to interpreting TradingView backtest results beyond win rate.