TradingView Backtest to Excel
You can download a workbook from the current TradingView strategy report, or analyze a compatible trade CSV in Pineify and export a separate workbook. Choose by the information you need. This guide explains the native export, the Pineify sheets and the checks needed before using them in further calculations.
The TradingView export workflow
TradingView documents both per-tab CSV export and Download data as XLSX in its current strategy report. Open the intended strategy and verify the symbol, timeframe, dates and execution settings. A trade-list export and a metrics summary contain different observations; preserve the original file and settings.
If you only need the native report in Excel, use the offered XLSX download. For a CSV, use the spreadsheet import preview to check delimiter, encoding, dates and decimal separators. Compare a known trade and the report totals before building formulas.
Pineify currently imports compatible trade-list CSVs, not XLSX directly. If you start with a workbook, save the trade worksheet as CSV while keeping the original. Do not rename the extension or use a parameter-search summary as if it contained entry and exit records.
What raw Excel can and cannot do with your CSV
Excel can calculate trade statistics, equity curves and rolling summaries when you define the observations and formulas. It does not supply a single universal definition for a backtest Sharpe or drawdown. Record return frequency, capital, cost treatment and whether equity includes floating positions.
Bootstrap simulation does not inherently require VBA or an add-on. Supported Excel versions provide RANDARRAY; random integer indices can select trade outcomes with replacement. You still need to construct paths, define statistics and preserve a reproducible record of the random sample. Spreadsheet capability is separate from model validity.
Rolling formulas can be maintained with structured references and calculated table columns. This avoids assuming that every new row requires manual range repair. Check the window definition and the overlap between adjacent observations before interpreting a trend.
Historical VaR, tail means and drawdown ratios can also be built from defined formulas. Match sorting, percentile interpolation, ties and observation units when comparing with another tool. Similar labels do not guarantee identical calculations.
A spreadsheet gives control over definitions; an exported report provides a prepared snapshot. Choose the workflow you can inspect and reconcile. No speed or accuracy comparison between Pineify and a custom workbook is established here.
What Pineify does with the same CSV export
Sign in to Pineify with Advanced-or-higher access and import a compatible CSV. Check parsed trades, capital and direction before requesting Excel export. The workbook has seven base sheets; a Monte Carlo run adds an eighth. File generation does not independently validate the original backtest.
The KPI sheet includes observed performance, risk ratios, trade statistics and historical tail measures. It does not include a Kelly allocation. Several ratios use trade percentages, while the equity curve adds cash P&L in entry-sorted order; these are not a daily marked-to-market account series.
The workbook is a snapshot of calculated values. Many KPI and rolling cells are formatted strings, not formulas. If you change a trade inside Excel, the existing summary cells will not recalculate. Keep a separate working copy for custom formulas and regenerate the report after source-data changes.
Calendar sheets reorganize the supplied trade results; they do not prove seasonality. Rolling Statistics uses 20-trade windows and nonannualized local ratios. Adjacent windows overlap, so a run of weak values is not a set of independent warnings about future performance.
Seven Base Sheets and an Optional Simulation Sheet
The following reflects the current exporter, checked October 21, 2026. Treat sheet names as navigation aids and inspect the underlying rows before comparing totals.
- KPI Overview. All, Long and Short sections calculated from the supplied all-trade list. Includes net profit, drawdown, Sharpe, Sortino, Calmar, SQN, historical VaR/CVaR and other values; no Kelly field.
- List of Trades. Parsed records, timestamps, cash P&L, trade percentages, MFE/MAE and derived entry/exit efficiency. Partial exits and missing source fields require reconciliation. Excursion ratios do not prove an improved execution rule.
- Monthly Returns. Cash P&L by calendar month, a yearly total and summed percentage contribution. Check capital convention and selected direction; do not treat the displayed total as an independently compounded return.
- Weekly Returns. Cash P&L across week columns W1 through W53 for each year, plus a total. Verify date and week conventions before comparing with another calendar.
- Daily Returns. Daily aggregated cash and percentage P&L with trade counts. This is distinct from the trade-percentage observations in Distribution Data.
- Distribution Data. One row per supplied trade: return percentage, cash P&L, duration, type and excursions. A side block contains mean, standard deviation, skewness, excess kurtosis and extremes. These are raw observations and statistics, not histogram bin counts.
- Rolling Statistics. Supplied 20-trade rolling Sharpe, Sortino and win-rate values, with a summary block. No rows appear if there are insufficient observations for a full window. Editing a trade does not update these fixed values.
- Monte Carlo Data — optional. Individual retained simulation records and summary drawdown percentiles. With the default 1,000-run calculation, only 50 records are retained and exported, in their retained order. The sheet labels that retained count as Simulations; its summary statistics use the full run. Ruin checks final equity only, so this is not a full path audit or proof of survival.
The export is based on parsed records and supplied aggregates, not a lossless copy of the CSV. In the current workflow, overview, trades and distribution use all trades, while calendar and rolling sheets can use the selected direction. Check each sheet against the intended sample, and rerun Monte Carlo after changing sample or capital.
Local Workbook Generation and Optional AI Requests
The numerical analysis and workbook generation run in the browser. This describes that calculation path; it does not mean the signed-in App is an offline product or that every optional feature avoids network requests.
If you request AI interpretation, Pineify sends derived metrics and summaries for analysis. It excludes raw trade and equity arrays from that request, but the summary still contains strategy information. Decide whether that optional step fits your data-handling requirements.
Exporting the numerical workbook does not require treating the AI output as validated evidence. Keep any AI narrative separate from the source records and inspect it against the actual calculations. Once you share a downloaded workbook, its handling also depends on the destination and recipients.
What Pineify does and does not do
Backtest Deep Report analyzes existing observations. It does not rerun altered trading rules against market prices or reconstruct missing intratrade information. A different stop, target or position-size rule requires a new simulation and a new reconciled export.
This report workflow does not replace a live broker ledger. Pineify has a separate Trading Journal for ongoing notes. Keep execution records, trade notes and backtest observations distinct when preparing a review.
Before sharing, compare the original trade count and net P&L with List of Trades and the intended overview section. Check calendar direction, capital, dates and the Monte Carlo sample. Include the original file and a short settings note so another person can reproduce the analysis.
Deep-dive into individual metrics
These calculation guides explain input units and interpretation limits. Use them to understand a value or reproduce a formula; do not apply a universal good-or-bad threshold across different samples.
Export Sources and Verification Scope
- TradingView strategy report documentation describes XLSX download and native metrics; CSV instructions explain the selected-tab export.
- Pineify sheet definitions, cell values, optional simulation output, access and AI-request behavior were checked against the current implementation on October 21, 2026. This is a format and workflow review, not a benchmark against Excel or a certification of strategy results.
FAQ
Export a Report You Can Reconcile
Use TradingView native XLSX for its original report, or sign in with Advanced-or-higher access for Pineify CSV analysis and workbook export. Reconcile sheet scope and keep the original data; optional AI interpretation sends derived summaries.
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