Choose market data
In Market data, select a currency against USD and a sample from 1 to 180 days. Presets provide common windows; all samples begin at the first bundled observation.
TRADETIDE
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Research library
Saved strategies and completed backtests.
Start from a template
Saved strategies 0
Reusable settings, saved in this browser.
Save a strategy from the workspace to reuse it here.
Recent runs 0
Last 30 runs, retained in this browser.
No backtests yet. Open a template or continue editing.
Strategy
No run selected
Run a strategy to see its results.
Run your first backtest
Results will show return, drawdown, equity, and indicator diagnostics after the current draft completes.
Review strategy →
These results belong to a different configuration than the current draft.
Equity curve
No backtest yet
Run the draft to inspect equity and market prices.
Indicator diagnostics
Inspect each indicator behind the combined strategy.
Indicator values and signal counts appear after a run.
Charts use equally spaced market bars. Use the range sliders to inspect a segment; metrics always cover the full run.
Orders & trades
Run a strategy to inspect its orders and completed trades.
Completed trades 0
Prices, position sizes, costs, and outcomes.
| Trade / entry / exit | Side | Entry → exit | Units | Costs · USD | Net P&L · USD | Exit outcome |
|---|---|---|---|---|---|---|
| No completed trades yet. | ||||||
No trades to display
Compare two runs
Complete two runs to compare their results and parameters.
Net return · %
Settings changed
| Parameter | Baseline | Candidate |
|---|---|---|
| Choose two runs. | ||
Compare experiments
Each row is a completed run with its own settings.
| Experiment | Market / sample | Indicators / rule | Return | Drawdown | Trades |
|---|---|---|---|---|---|
| Run a variation to compare it here. | |||||
Comparisons use the stored results. Different samples can be compared in the table; curve overlays require the same market and observation times.
Research dashboard
Run experiments to compare their full-sample outcomes.
Normalized experiment returns
Comparable runs are normalized to their starting equity.
Complete a backtest to start an experiment series.
Experiment ranking
Select a run to inspect or reuse its settings.
| Experiment | Return | Drawdown | Sharpe | Profit factor | Trades |
|---|---|---|---|---|---|
| No completed experiments. | |||||
The report includes all locally retained runs. Curve overlays only include runs sharing the selected experiment's market and observation times.
GETTING STARTED
How TradeTide works
TradeTide runs historical FX backtests locally in your browser. Configure a market and strategy, simulate it against bundled data, then inspect and compare the completed experiments.
Build a strategy
In Strategy, enable and tune indicators, choose how their signals combine, and set position size, exits, commissions, and slippage. Save named configurations to reuse them later.
Run the simulation
Select Run backtest. The progress display follows real processing stages: loading data, computing indicators, combining signals, creating positions, simulating the portfolio, and calculating performance.
Learn from the run
Use Results for equity and indicator charts, Orders & trades for execution detail, and the comparison pages to assess variations.
Reading a backtest
- Results
- Shows full-run metrics, portfolio equity, market prices, and the values produced by each enabled indicator. Sliders inspect a portion of a chart without changing its metrics.
- Orders & trades
- Separates every simulated entry request from completed positions. A signal can be skipped when portfolio constraints prevent execution.
- Compare
- Select two completed runs to see their settings and performance side by side. Equity overlays require matching markets and observation times.
- Research
- Ranks the locally retained runs by return, Sharpe ratio, drawdown, or recency. Export a research report when you want to share the experiment set.