Live Position Sizes
per-pair override from Cross-Pair Optimizer · Global policy default when not set
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My Trades
Log a Trade
Trade History
Symbol
Side
Qty
Price
Date
Notes
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Open Positions
Symbol
Qty
Open Price
Cost Basis
Opened
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Realized P&L
Symbol
Realized P&L ($)
Closed Lots
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Pair Status
Pair
Direction
Active ETF
Long Signal
Inv Signal
Close
Regime SMA
As Of
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Strategy Parameters
Version · Status
Select a symbol to view and edit its strategy parameters.
Backtest
Summary
Equity Curve
Price Chart
Annual Summary
Year
Trades
Win %
P&L $
Start Cash
End Cash
Return %
Max DD %
Monthly P&L
Year
Month
Trades
Winners
Win %
P&L $
Avg %
Monte Carlo Robustness Test
Runs N backtests with random bar-window jitter to estimate strategy robustness. Uses the same symbol, dates, and position size as the backtest above.
Metric
P5
P25
Median
P75
P95
Equity Curve Comparison
Run backtests then click "+ Add to Comparison" to overlay equity curves. Up to 8 runs.
Run
Symbol
Start
End
Capital
No runs added yet. Run a backtest and click "+ Add to Comparison".
Symbol ⇅
Status ⇅
Trades ⇅
Closed ⇅
Win % ⇅
P&L $ ⇅
CAGR % ⇅
Sharpe ⇅
Max DD % ⇅
Calmar ⇅
70%
Parameter Grid
Comma-separated values per field. Only fast_window and slow_window are required.
Best In-Sample Params
In-Sample Performance
Out-of-Sample Performance
Summary
Equity Curve
Annual Summary
Year
Trades
Win %
P&L $
Start Cash
End Cash
Return %
Parameter Sweep
Enter comma-separated values to sweep. Leave a field with a single value to hold it fixed.
Current active config values will pre-fill when you select a symbol.
Click a column header to sort. Best params are rank 1. Click a row to expand VIX regime breakdown.
Rank ⇅
Fast ⇅
Slow ⇅
BB Win ⇅
BB Std ⇅
Regime ⇅
VIX Bear ⇅
VIX Bull ⇅
VIX Hi× ⇅
VIX Lo× ⇅
Slope Win ⇅
Slope Thr ⇅
ATR Sizing ⇅
ATR Risk $ ⇅
ATR Win ⇅
ADX Win ⇅
ADX Thr ⇅
Trades ⇅
Win % ⇅
P&L $ ⇅
Ann. Return ⇅
Pair Sweep
Grid-search both legs of a pair with shared parameters. Never holds both legs simultaneously.
Parameter Grid
Rank ⇅
Fast ⇅
Slow ⇅
BB Win ⇅
BB Std ⇅
ATR Sizing ⇅
ATR Risk $ ⇅
ATR Win ⇅
ADX Win ⇅
ADX Thr ⇅
Trades ⇅
Win % ⇅
P&L $ ⇅
CAGR % ⇅
Sharpe ⇅
Max DD % ⇅
Per-Leg Pair Sweep
Optimize each leg of a pair independently using its own parameter grid. Long and inverse legs run separate single-symbol sweeps.
Long Leg Grid
Inverse Leg Grid
Long Leg — Best Config
Inverse Leg — Best Config
Portfolio Backtest
Simulate all 9 pairs simultaneously. Each pair gets its pre-allocated share of total capital. Pairs never share cash — allocations are independent.
Pairs to include(uncheck to exclude)
Total P&L
—
CAGR
—
Sharpe
—
Max DD
—
Total Trades
—
Per-Pair Breakdown
Pair
Allocated ($)
Trades
P&L ($)
CAGR %
Sharpe
Max DD %
Win %
Shared Pool Backtest
All pairs compete for one cash pool. Proceeds from any sale return immediately and are available for any pair's next buy. Position size caps each individual trade.
Pairs to include(uncheck to exclude)
Total P&L
—
CAGR
—
Sharpe
—
Max DD
—
Total Trades
—
Per-Pair Results
Pair
Trades
P&L ($)
CAGR %
Sharpe
Max DD %
Win %
Trade Log — running pool cash after each closed trade
Exit Date
Entry Date
Days
Pair
Symbol
Qty
Entry $
Invested
Exit $
P&L $
P&L %
Cash Available
Shared Pool Sweep
Grid-search over position size values using the shared-pool engine. Bars and rules are loaded once; the engine re-runs per candidate. Results ranked by Sharpe ratio.
Pairs to include(uncheck to exclude)
Candidates — ranked by Sharpe ratio
Rank
Position Size ($)
Trades
Win %
P&L $
CAGR %
Sharpe
Max DD %
Calmar
Cross-Pair Optimizer
Sweep per-pair position sizes within the shared-pool engine. Enter comma-separated size candidates for each pair. Results ranked by Sharpe ratio.
Per-pair position sizes ($)(uncheck to exclude; enter comma-separated size candidates)
Candidates — ranked by Sharpe ratio
Rank
Allocation
Trades
Win %
P&L $
CAGR %
Sharpe
Max DD %
Calmar
Apply
Master Optimization
Runs per-leg parameter sweeps for all 9 pairs in sequence, then a cross-pair position-size sweep. Finds the best config per leg and the optimal capital allocation across all pairs.
Long Leg Grid
Inverse Leg Grid
Pairs to include(uncheck to exclude)
comma-separated position sizes for cross-pair sweep (3^9 ≈ 20K combos)