Institutional Backtest Report — 16+ KPIs, Monte Carlo & VaR
You ran a backtest on TradingView. It tells you net profit, win rate, and maybe drawdown. But you're missing what actually matters: Monte Carlo simulation, Value at Risk, Sharpe and Sortino ratios, and SQN. TradingView doesn't give you these — not even on Premium.
This isn't just a missing feature. It's a blind spot. A strategy can show 40% net profit and still be a ticking time bomb because of hidden drawdowns or sequence risk. Pineify's institutional report fixes that. Upload your Strategy Tester screenshot and get hedge-fund-grade analytics in under a minute.
Why Professional Traders Choose Pineify
Most backtest tools give you surface-level stats. Pineify digs deeper with metrics that actually predict live performance.
Monte Carlo Simulation Built In
Your single backtest result is one possible path. Monte Carlo runs thousands of random trade sequences to show you the probability distribution of outcomes. If your strategy survives the 5th percentile run, it's solid. If not, it's overfit.
Value at Risk & Drawdown Depth
VaR tells you the worst loss you should expect on a normal day. Max drawdown duration tells you how long a recovery could take. Together they answer the question every trader needs to ask: "Can my account survive this?"
SQN — One Number to Rank Anything
The System Quality Number distills your entire strategy's performance into a single score. Below 1.0? Keep looking. 1.5-2.0? Decent. Above 3.0? You have something special.
Zero Data Leaves Your Machine
The entire analysis runs in your browser. Your strategy screenshot, trade list, and computed KPIs never touch a server. No sign-up, no email, no tracking. This isn't a privacy feature — it's how the product works.
TradingView Gives You 8 Metrics. Pineify Gives You 24.
The gap between basic and institutional is not small — it's guessing versus knowing.
TradingView Strategy Tester
- ✓ Net Profit
- ✓ Win Rate
- ✓ Profit Factor
- ✓ Max Drawdown %
- ✓ Total Trades
- ✓ Avg Trade
- ✓ Sharpe (Premium)
- ✓ Buy & Hold
- 8 metrics max. No Monte Carlo. No VaR. No SQN.
Pineify Institutional Report
- ✓ All TV metrics + 16+ advanced KPIs
- ✓ Monte Carlo Simulation (1,000+ runs)
- ✓ Value at Risk (VaR 95% / 99%)
- ✓ System Quality Number (SQN)
- ✓ Sortino Ratio
- ✓ Max Drawdown Duration
- ✓ Kelly Criterion Optimal Sizing
- ✓ Calmar Ratio
- ✓ Consecutive Win/Loss Streaks
- ✓ Client-side — zero data upload
- 24 total metrics. Free. No account.
16+ Advanced KPIs in Every Report
These aren't vanity metrics. Every number helps you make a specific decision about your strategy's viability.
Monte Carlo Simulation
Runs thousands of random trade sequences to estimate probability of profitability and maximum expected drawdown.
Value at Risk (VaR)
Statistically modeled worst-case loss at 95% and 99% confidence levels. Essential for position sizing.
System Quality Number
Single-score metric combining expectancy, number of trades, and standard deviation. Scale from 0 to 5+.
Sharpe Ratio
Return per unit of total volatility. Above 1.0 is decent. Above 2.0 is exceptional in most markets.
Sortino Ratio
Like Sharpe but only penalizes downside volatility. More realistic for strategies with asymmetric returns.
Max Drawdown Duration
Number of bars or calendar days from peak to recovery. Critical for determining minimum account size.
Kelly Criterion
Optimal fraction of capital to risk per trade based on your win rate and average win/loss ratio.
Calmar Ratio
Annualized return divided by max drawdown. Measures return relative to the worst-case peak-to-trough loss.
Expectancy & Profit Factor
Average dollar return per trade and gross profit divided by gross loss. Two angles on the same question: does this strategy make money?
The Backtest Report Is Free. The Rest Is One Price, Forever.
The institutional backtest report itself costs nothing and requires no account. The paid plans include Pineify's strategy builder, optimizer, and automation tools — all one-time payments.
Plus
- ✓ Strategy Builder
- ✓ Indicators & Alerts
- ✓ Basic Optimizer
- ✓ 10 strategies saved
- ✓ Community support
Advanced
- ✓ Everything in Plus
- ✓ Advanced Optimizer
- ✓ Parameter walk-forward
- ✓ Unlimited strategies
- ✓ Priority support
Expert
- ✓ Everything in Advanced
- ✓ Multi-parameter optimizer
- ✓ Genetic algorithm tuning
- ✓ Custom indicators
- ✓ API access & white-label
The Backtest Deep Report is always free. Paid plans are one-time purchases — no subscriptions, no renewals, no hidden fees.
Frequently Asked Questions
Everything you need to know about institutional backtest reports.
Get Your Institutional Backtest Report Now
Free. One upload. Under a minute. Monte Carlo, VaR, SQN, and 16+ other professional KPIs — no account required.
Ready to optimize? Pineify plans start at $99 one-time and include the Strategy Optimizer, parameter walk-forward, and genetic tuning.