One post tagged with "backtest"

In March 2025 I ran a trend-following strategy on SPY through TradingView's Strategy Tester and got a 1.7 profit factor that looked fine in the summary but told me nothing about path dependency. A TradingView backtest analyzer is only as useful as it is faithful to your exported trade tape and transparent about assumptions; Pineify's report generator reads the Strategy Tester "List of Trades" CSV and computes risk-adjusted metrics, distributions, rolling stability, resampled equity paths, calendar heatmaps, and excursion-based execution diagnostics in the browser. I kept hitting the same wall: a CSV of trades and no quick way to tell the story about risk, stability, and tail behavior. I didn't want to rebuild a quant stack every time I changed a parameter. Pineify's Backtest Deep Report (v2.0 — Rolling Analysis, VaR, Kelly Criterion and more) is a browser-based analyzer that ingests that export and produces a structured, multi-tab report you can use for decisions, documentation, and sizing conversations.

At a glance, the workflow matches what practitioners expect from institutional tooling without the spreadsheet gymnastics: more than sixteen professional KPI metrics, eight analysis tabs, one thousand Monte Carlo bootstrap paths, and one hundred percent client-side processing so your trade list never leaves your machine.