Crypto, forex, indices, commodities and equities — from one-minute bars to weekly, with history back to 2017. Every result comes with the evidence needed to decide whether it means anything.
Every report carries the full picture, not a single flattering number.
Net P&L against buy & hold, max drawdown and runup, Sharpe, Sortino, profit factor, expectancy, fees paid and time in market — split across long and short legs separately.
A profit factor on eight trades is not a profit factor. Reports say so, along with strategies carried by one leg, fees exceeding the edge, and results that simply trail buy & hold.
Signals are read on the bar close and filled at the next bar's open, with fees and slippage charged on every fill. Stops are checked against the bar's high and low, never against a price the strategy could not have seen.
One engine across asset classes, so the same idea can be tested where it might actually work rather than only where data was convenient.