Aydeus Lab
Backtest Health Check

Is your backtest an edge or a lucky fit?

Drop your trade list. Six checks look at what a backtest usually hides: how many variants you tried, what costs do to it, which years made the money, how deep the drawdown can get, what it does to a prop challenge, and how the trades it was not tuned on behaved.

Your trades never leave your computerVerdict and two checks freeAll six checks and a PDF: one payment

1. Your trade list

MetaTrader 5 or 4 report (account history or Strategy Tester, any language, HTML or Excel), TradingView List of trades, cTrader history, NinjaTrader trades, or any CSV or Excel sheet with a close date and a result per trade, in R or in money.

Or drop the file here. It is read by this page only: there is no upload, and you can check that in your browser's network panel.

What the six checks ask

  1. The multiple-testing bar. The best of many variants looks good by chance. Your t-statistic is compared with the bar for the number of variants you tried (Šidák, one-sided 5%).
  2. Costs. The result at zero, one, two and three times your cost per trade, and the cost at which it breaks even.
  3. Year by year. How many calendar years made money, and how much of the total came from the best two.
  4. Drawdown and losing streaks. Your trades reshuffled 10,000 times: the worst drawdown and the longest run of losses you should expect.
  5. Prop-firm challenge. Your trading days resampled under 1-Step-style rules (10% target, 3% daily loss, 10% trailing maximum loss), with your edge and with the edge removed.
  6. Holdout. The last 25% of trades by time against the first 75%, with a pass at t ≥ 2.326.

The verdict is FAIL if any check fails, PASS if checks 1, 2, 5 and 6 pass and nothing fails, and WEAK otherwise. The checks are the same ones we use on our own strategy tests; the full standard is on the methodology page, and the scripts and trade lists behind our published tests are in the receipts. The Monte Carlo checks use a fixed seed, so the same file and settings always give the same report.

Price

  • Free: the verdict, the six-check scorecard with checks 2 and 3 open, your equity curve and the year-by-year chart.
  • €19, one report: all six checks for one trade list, the holdout on your curve, and the PDF.
  • €39, three reports: the same for three trade lists, for example three variants or three markets.

One-time payments, no subscription, VAT included where it applies. Our reseller and Merchant of Record (Lemon Squeezy or Gumroad, shown at checkout) takes the payment and sends a licence key. Full refund within 14 days, no reason needed: see the refund policy.

Privacy

The file is read and analysed by JavaScript in this tab. No part of it is uploaded, stored on a server or seen by us. If you buy the full report, you pay on the reseller's own page and get a licence key. To check the key, this page sends the key and an anonymous id of the file (a hash) to our server, which asks the reseller; the trades are never sent. The unlock is remembered in this browser only.

Questions

What is R?

A trade's result divided by the amount it risked. A trade that loses its full stop is −1R. If your file has money results, enter the amount you risk per trade, or pick a risk column, and the page converts.

Does a PASS mean the strategy will make money?

No. It means the past trades you supplied hold up to six standard questions. Markets change, live fills differ from backtest fills, and a small edge needs hundreds of new trades before it can be told apart from luck.

Which files work?

MetaTrader 5: History tab → right-click → Report → HTML or Open XML (Excel); or the Strategy Tester report. Any terminal language. MetaTrader 4: Account History → right-click → Save as Detailed Report, or the Strategy Tester report. TradingView: Strategy Tester → List of trades → export. cTrader: History → export (CSV or Excel). NinjaTrader 8: Strategy Analyzer or Trade Performance → Trades → right-click → Export (CSV). Anything else: a CSV or Excel sheet with a close date and a result per trade. Semicolons, decimal commas, currency signs, AM/PM and day-first dates are handled, and you can change every column choice before running. Screenshots, PDFs and old .xls files cannot be read: export again as CSV or .xlsx.

What does the paid report add?

Checks 1, 4, 5 and 6 in full, the holdout marked on your equity curve, and a PDF in the same layout as the sample report. The sample button above shows the whole report on a synthetic strategy.