Run a backtest on your journal

Backtesting reads your reviewed trades and works out what a different exit would have paid on each one. It runs on your own record, so there is nothing to connect and nothing to buy first.

What a trade needs

A review with the best and the worst price the trade reached while you were in. Those are the two optional boxes on the review form, labelled MFE and MAE. A trade without them is counted but never priced.

Reading the page

• The sentence at the top says what the study found, with the trade count beside it
• The chart draws what you actually did in white and the rule you are looking at in blue
• The table scores every rule against what you actually did, with resolved and unresolved counts on each row
• The filter narrows the study by setup, instrument or date, and the rules panel swaps the exits being tested

Under thirty trades the page calls the result a hint to watch, not a rule to change. That threshold is fixed and the label clears on its own as your record grows.

Statistics and the simulation are computed by the analysis engine. If your screen marks those tabs off, the engine is not connected in that environment; the exit rule comparison works without it.