Features/Analytics
Every number, defined
A reference for what ChristTrade computes on your backtests and what each metric actually means. Included on the free tier, with no account required.
Edge and expectancy
The headline numbers. Every one is computed from the closed-trade ledger, so it is reproducible from your trade history rather than accumulated as you go.
- Total P/L
- Net profit and loss across all closed positions, after costs.
- Account balance
- Current balance, derived from the ledger rather than stored.
- Win rate
- Wins over total closed trades. Break-even trades are counted and reported separately rather than quietly bundled into either side.
- Total trades
- Closed positions. Wins, losses and break-evens are each broken out.
- Profit factor
- Sum of winning trades divided by the absolute sum of losing trades. Above 1.0 means the winners paid for the losers.
- Expectancy
- Average profit and loss per trade in account currency. What one more trade is worth on average.
- Expectancy (R)
- Average per-trade result expressed in R, where 1R is the risk you defined on entry. Currency-independent, so it survives changing your position size.
- Payoff ratio (R)
- Mean R of winners over the absolute mean R of losers. How much bigger a win is than a loss.
- Kelly fraction
- The mathematically optimal fraction of capital to risk per trade given your win rate and payoff ratio. Reported as undefined when the inputs cannot support it, rather than as a misleading zero.
- Median R
- The middle realised R. Read next to average R: a large gap between them means outliers are carrying your results.
- Avg R (win) / Avg R (loss)
- Mean R of winners and mean R of losers, signed, reported separately.
- Standard deviation of R
- Dispersion of your realised R. The volatility of your own edge.
- Max drawdown
- Worst peak-to-trough decline, in both absolute currency and percent.
- Average duration
- Mean holding time per trade.
Curves over time
Where the equity went and what it did on the way. Every series is plotted against real timestamps, not trade index, unless stated.
- Equity curve
- Account balance over time, available per trade and as an end-of-day series.
- Drawdown curve
- Underwater plot: percentage below the running high-water mark, over time.
- Expected value (EV) curve
- Rolling expected value based on realised wins and losses, so you can see the edge forming or decaying rather than only its final value.
- Rolling win rate
- Win rate over the last 20 trades, indexed. Shows streakiness that a single aggregate win rate hides.
- Monthly contribution
- Each month’s delta to the account, cumulative within the year.
Distributions
The shape of your results, not just their average. This is the section that tells you whether an edge is real or one lucky trade wearing a trench coat.
- R-multiple distribution
- Histogram of realised R outcomes. Frequency of each bucket of win and loss size.
- P/L distribution
- Histogram of per-trade profit and loss, paired with its cumulative probability curve.
- R CDF
- Cumulative probability of realised R. Read off the odds of a trade coming in below any R you choose.
- Duration histogram
- Distribution of holding times in minutes.
- Outcome and side share
- Proportion of wins, losses and break-evens; proportion of longs against shorts.
Execution quality
Not whether the idea was right, but whether you traded it well. Most platforms stop at the first question.
- MAE vs MFE cloud
- Maximum adverse excursion against maximum favourable excursion, per trade, plotted as a cloud and split by win and loss. Shows how much heat you took before you were right, and how much you left on the table.
- Initial vs realised R
- The R you planned on entry against the R you actually got, per trade. The gap is your management.
- Realised R vs max possible R
- What you took against the best the trade ever offered.
- Execution efficiency
- Realised R as a fraction of the maximum available, summarised as average, median, 25th and 75th percentile, with its own distribution.
- Duration vs realised R
- Scatter of holding time against outcome, with the correlation coefficient computed. Answers whether holding longer actually helps you.
- Close reasons
- Every exit broken down by why it happened - stop, target, manual and the rest - with count, win rate and P/L for each.
Sliced by time
When you trade well and when you do not. All time buckets are UTC.
- Hourly × weekday heatmap
- Win rate and trade count for all 168 hour-of-week buckets, as a grid. Colour is win rate, size is sample count, so a great-looking hour with three trades in it looks like what it is.
- Weekly win rate
- Win rate by weekday.
- Sessions
- Trades, wins, losses, break-evens, win rate and P/L for Asia, London and New York.
- Monthly performance
- P/L and win rate by month.
- Win rates by month, long against short
- Directional bias by month - whether you are actually a two-sided trader.
- Streaks
- Longest winning streak, longest losing streak, and the streak you are currently on.
Breakdowns and costs
Where the money came from, and what it cost to get it.
- By symbol
- Trades, wins, losses, break-evens, win rate, P/L and average RR per instrument.
- By trade type
- The same breakdown across your own trade categories.
- Treemap by symbol
- Contribution and concentration at a glance - which instrument is quietly carrying the account.
- Cost attribution
- Fees, commission, slippage and spread, itemised separately and totalled, with entry-leg costs allocated at close. Most backtesters report a net number and let you assume the difference.
Monte Carlo
History gave you one path. This resamples your trade distribution to show the paths you could just as easily have got, which is the honest way to read a good backtest.
- Inputs
- Number of simulations, trades per simulation, starting capital, win rate, average win and average loss. All pre-filled from your real results and all editable, so you can stress-test a worse version of yourself.
- Mean return
- Average outcome across every simulated run.
- CAGR
- Compound annual growth rate implied by the simulated paths.
- Max drawdown
- Worst-case decline across the simulations.
- Sharpe ratio
- Return per unit of total volatility.
- Sortino ratio
- Return per unit of downside deviation only, which is the one that matters if you do not consider upside volatility a problem.
- Annual volatility
- Dispersion of simulated returns, annualised.
- Probability of ruin
- The share of simulated paths that blow the account. The single most useful number on this page and the one most platforms will not show you.
- Best case (95th percentile)
- The outcome you beat only 5% of the time. Useful mainly as a reminder of what you should not plan around.
- Median
- The middle simulated outcome - a far better planning number than the mean.
- Capital distribution percentiles
- The full spread of ending capital across all runs.
Not built
A reference that only lists wins is an advert. These are the gaps, including one that exists in the code but not on your screen.
- CSV or JSON exportNot yet
- There is no export of trades or analytics today.
Run it on your own trades.
All of the above is on the free tier. No card, and no account needed to start a backtest.