TradingView Backtest Sharpe & Sortino Metrics
Get Sharpe ratio, Sortino ratio, and 14+ more KPIs from your TradingView strategy tester results. Pineify's free Backtest Deep Report adds professional risk metrics TradingView doesn't show you.
Why Pineify
Metrics That Actually Tell You the Truth
TradingView shows you surface-level stats. We show you whether your strategy has a real edge.
Sharpe Ratio & Sortino Ratio — Automatically Calculated
Sharpe tells you risk-adjusted return per unit of total volatility. Sortino only penalizes downside volatility — that's what you actually care about. We calculate both from your TradingView CSV export. No manual formulas.
- Sharpe, Sortino, Calmar, SQN, UPI — all auto-calculated
- Filter by All, Long-only, or Short-only trades
Stress-Test Your Strategy with 1,000 Simulations
We randomly resample your trades 1,000 times with replacement. If your strategy survives shuffled scenarios, it has real edge. If not, it was luck. Includes worst-case drawdown at 95% and 99% confidence levels.
- 1,000 bootstrap simulations from your actual trades
- Risk of Ruin probability and worst percentile final equity
Rolling Analysis — Spot Degradation Before It Hurts
A 4-year Sharpe can look healthy while the last 6 months are terrible. We slide a 20-trade window across your backtest and recalculate at each step. You see performance decay before it costs you real money.
- Rolling Sharpe, Sortino, and Win Rate over time
- Early warning signals before large drawdowns
VaR, CVaR, and Ulcer Index — Institutional Tools
Value at Risk at 95% tells you the loss you'd exceed only 5% of the time. CVaR gives the average loss when VaR breaks. Ulcer Index tracks drawdown severity. These are standard in finance and completely missing from TradingView's default report.
- VaR (95%), CVaR / Expected Shortfall, Ulcer Index, UPI
- Skewness & Kurtosis — understand your return distribution shape
Before vs After
What TradingView Shows vs What You Actually Need
TradingView Default
- Net Profit & Gross Profit/Loss
- Win Rate (%)
- Profit Factor
- Max Drawdown %
- Total Trades
- Average Trade Duration
- 0 risk-adjusted metrics. No statistical validation.
Pineify Deep Report
- Sharpe Ratio & Sortino Ratio
- Monte Carlo Simulation (1,000 runs)
- Rolling Window Analysis
- VaR (95%) & CVaR / Expected Shortfall
- Returns Distribution with normal curve
- Entry/Exit Efficiency & MFE/MAE
- 9 analysis tabs, 16+ KPIs, one-click Excel export
Feature Grid
Everything in One Free Report
9 analysis sections, 16+ KPIs, no signup required.
16+ KPI Dashboard
Sharpe, Sortino, Calmar, SQN, UPI, VaR, CVaR, Ulcer Index, Skewness, Kurtosis — all auto-calculated.
Monte Carlo Simulation
1,000 bootstrapped scenarios to stress-test your strategy against random trade sequences.
Rolling Window Analysis
20-trade sliding window recalculates Sharpe, Sortino, and Win Rate at every step.
VaR / CVaR Risk Metrics
Value at Risk at 95% and Conditional VaR. Standard institutional risk tools.
Returns Distribution
Histogram with normal curve overlay. Skewness and kurtosis reveal hidden tail risk.
MFE / MAE Efficiency
Entry Efficiency, Exit Efficiency, and scatter plot for execution optimization.
Excel Export (8+ Sheets)
KPI Overview, trades, Monthly/Weekly/Daily returns, Rolling Stats, Monte Carlo.
Direction Filtering
All, Long-only, or Short-only. Some strategies print on one side and bleed on the other.
100% Client-Side
Your CSV never leaves your browser. No upload. No storage. No risk.
Buy Once. All Tools. Forever.Start With Any Plan. Upgrade Anytime.
One-time payment · No subscriptions · Lifetime access
Plus
AI usage included
- AI credits
- 500/ month
- Advanced Model
- 100msgs / 5h
- AI Chart Analysis
- 2/ day
Advanced Model messages use no AI credits.
Core tools
- Coding AI Agent
Multiple platforms · Knowledge Base, Auto Fix Error & Memory
- Visual Pine Script Editor
- Exclusive PineifyGPT access
- 18 premium scripts
Also included
- 1 month Wundertrading Pro
Included gift · Regular price $49
Advanced
AI usage included
- AI credits
- 1,000/ month
- Advanced Model
- 200msgs / 5h
- AI Chart Analysis
- 5/ day
Advanced Model messages use no AI credits.
Everything in Plus, plus:
Added in Advanced
- AI Finance Agent
- AI Stocks & Options PickerNew
- Strategy Optimizer Extension
- Backtest Report Deep Report
- Trading Journal
Invite-only indicator
Expert
AI usage included
- AI credits
- 3,000/ month
- Advanced Model
- 600msgs / 5h
- AI Chart Analysis
- 20/ day
- Extra AI Credits
- 10,000creditsNever expires
Advanced Model messages use no AI credits.
Everything in Advanced, plus:
Added in Expert
- Market InsightsHot
Options Flow, Opportunities, Dark Pool, Market Tide & more
- Market ScreenerNew
- Analyst RatingsNew
- MCP Access for AI Agents
- AI Trading Agent
- AI Daily Portfolio Report
- Access Mobile App
Also included
- Request custom indicators
- Priority access to new features
- Lifetime feature updates
Frequently Asked Questions
Everything about Sharpe Ratio, Sortino Ratio, and strategy analysis
Stop Guessing. Know Your Sharpe.
Free Sharpe Ratio, Sortino Ratio, Monte Carlo simulation, VaR, rolling analysis — from your TradingView CSV in seconds. 16+ KPIs. No signup.