Backtesting Feature

Hi,

I’d love to request a Backtesting feature directly inside the platform. This would be a real game changer for serious traders and would put your tool on the same level as solutions like TradeZella that combine backtesting and journaling in one place.

Core idea

Allow traders to backtest and journal at the same time on historical data, with all trades and tags automatically stored in the journal and connected to the existing analytics and reports.

Key features

• Backtest + journal simultaneously

  • Execute simulated trades on historical data as if trading live.

  • Each backtest trade is automatically saved to the journal with full details (instrument, session, screenshots, etc.).

• Strategy tags and rule checking

  • Add tags during backtesting (setup type, market condition, session, etc.).

  • Define strategy rules/checklists and force the user to confirm them before a trade can be logged (helps enforce discipline and prevent “random clicking”).

• Integrated risk management

  • Place trades with fixed risk per trade (e.g. 1% of account) with automatic position sizing.

  • Automatic SL & TP placement based on R-multiples (e.g. 1:2, 1:3).

  • Optional auto-break-even after price reaches 1R or a configurable level.

• Use journal statistics for backtests

  • All backtest trades feed into the same analytics engine as live trades.

  • Ability to filter statistics by: strategy, tag, market condition, session, backtest vs live, etc.

  • Show key performance metrics for each strategy: expectancy, profit factor, win rate, average R, max drawdown.

• Session-based backtesting workflow

  • Run backtests in “sessions” (e.g. blocks of 50–100 trades) to keep the work structured.

  • Review reports per session and compare sessions and strategies against each other.

• Clear separation of data

  • Flag trades as “Backtest” vs “Live” so they can be filtered, compared, or excluded easily from certain reports.

  • Allow side‑by‑side comparison: does Strategy A in backtest behave similarly in live trading?.

• Quality-of-life features (if possible)

  • Multi-timeframe / multi-chart view while backtesting.

  • Fast navigation to specific dates, high-volatility periods, or news events to stress-test strategies.

  • Simple export of backtest results (CSV) for further analysis if needed.​

Why this matters

• Traders can validate strategies properly before risking real capital and then track whether the edge holds up in live conditions.

• Combining backtesting, journaling, and analytics in one tool massively increases the value of the platform and keeps users from needing multiple subscriptions.

If you decide to build this, I’d be happy to help with feedback, testing, and sharing examples of how I currently backtest and journal.

Best regards,
Waldemar