Backtest Report

The Backtest Report turns TradingView's basic strategy tester output into an advanced analytics suite. Export your backtest data and get 16+ KPIs, 8 analysis tabs, 1,000-run Monte Carlo simulations, and visual heatmaps — the kind of analysis hedge funds use to validate strategies.

You can access the Backtest Report from the Pineify App.

By the Numbers

Analysis Modules

KPI Dashboard

A single-screen overview of every key performance metric:

• Net profit, gross profit, gross loss, and profit factor
• Win rate, average win/loss, largest win/loss, and average trade duration
• Maximum drawdown (dollar and percentage) with recovery period
• Sharpe ratio, Sortino ratio, and expectancy per trade
• All metrics shown for all trades, long only, and short only

Returns Distribution

Visual analysis of how your strategy's returns are distributed:

• Histogram of individual trade returns with a normal distribution overlay
• Equity curve with drawdown periods highlighted
• Skewness and kurtosis metrics to assess tail risk
• Percentile breakdowns (10th, 25th, 50th, 75th, 90th)

Rolling Window Analysis

See how your strategy's performance changes over time through rolling windows:

• Rolling win rate, rolling profit factor, and rolling Sharpe across configurable window sizes
• Identify performance degradation or improvement trends
• Detect regime changes where the strategy's edge strengthens or weakens
• Compare multiple window sizes simultaneously

Monte Carlo Simulation

1,000 randomized permutations of your trade sequence to stress-test the strategy:

• Probability distribution of final equity outcomes
• Worst-case, best-case, and median equity curves
• Confidence intervals (e.g., 95% probability of ending above $X)
• Maximum drawdown distribution across all simulations
• Risk of ruin calculation

Visual Heatmaps

Color-coded heatmaps that reveal time-based performance patterns:

• Day-of-week performance heatmap — find your best and worst trading days
• Month-of-year heatmap — identify seasonal patterns in your strategy
• Hour-of-day analysis for intraday strategies
• Heatmap by trade duration — see if holding time affects outcomes

MFE / MAE Analysis

Maximum Favorable Excursion (MFE) and Maximum Adverse Excursion (MAE) analysis:

• Scatter plot of each trade's best unrealized profit (MFE) vs. worst unrealized loss (MAE)
• Identify if you're exiting winners too early by analyzing MFE distributions
• Determine if stop losses are too tight or too loose by analyzing MAE patterns
• Optimize take profit and stop loss placement with data-driven evidence

How It Works

1. Run Your Strategy on TradingView: Load any Pine Script strategy on a TradingView chart and let the Strategy Tester generate the trade list.
2. Export to Pineify: Click the export button to send your backtest data to Pineify's Backtest Report tool. (The Strategy Optimizer extension also supports one-click export.)
3. Analyze the Full Report: Review all 8 tabs — KPI dashboard, equity curves, returns distribution, rolling windows, Monte Carlo, heatmaps, MFE/MAE, and the full trade list.

You can also export the complete report to Excel for further analysis or record-keeping.

Availability

The Backtest Report is available to all Pineify subscribers. Free users can analyze reports with limited trade history. Advanced and Lifetime plans unlock full Monte Carlo simulation, all 8 analysis tabs, and Excel export.