/ Tools

Free calculators for checking a backtest

Each one takes a number a backtest report gives you and works out what it can and can’t tell you. Everything runs in your browser; nothing is sent anywhere.

Win rate confidence interval

Winners and total trades in; the 95% Wilson range out, compared with break-even at your payoff.

How many trades before a backtest means something

The trade count at which the win rate’s 95% range clears break-even.

Costs in R

Fees and slippage as a share of R, expectancy after costs, and the cost that zeroes the edge.

Turnover cost

What daily rebalancing costs a year, and what is left of a return quoted before costs.

Historical simulations are not live results. Nothing on this site is investment advice.