Load anything you already have
MT4, MT5 and cTrader strategy tester reports. cTrader History workbooks. MQL5 signal exports, Myfxbook, and any journal CSV with a profit column. Live and demo account statements too, with deposits and withdrawals separated from the trading so a funding event is not counted as an enormous winning trade.
One drop zone, with the format worked out from the file rather than from which button you pressed.
Find out how much of it was luck
Up to 50,000 simulations across three resampling methods. Permutation isolates sequencing. Bootstrap isolates sampling. Block bootstrap keeps losing streaks intact, which is the honest one when a strategy clusters, and most do. Two methods can run against each other in a single pass, and the block length is read from your trades rather than chosen by you.
Backtest drawdown 5.9 percent. At the 99th percentile, 9.3 percent. That gap is the finding.
Nineteen tests, and one that can veto them
Each returns its own score and a written verdict rather than disappearing into an average. Statistical Plausibility runs as a gate rather than a test, because a curve that looks smooth on every other measure would otherwise outvote its own detection.
The same tool on two strategies. Most backtests do not score 94, and a validation that could only ever agree with you would not be worth running.
Locate where the losses actually are
Weekday, session and month, with the sample size reported beside every finding so a pattern resting on 28 trades visibly rests on 28 trades. Where a pattern is strong enough to act on, the filter condition comes back in MQL4, MQL5 or C# for cTrader, detected from the file you loaded.
Every filter added from in-sample data is another parameter fitted to the past, so re-validate afterwards and expect the score to move.
Check whether your portfolio diversified anything
Merge up to twenty strategies and measure how they behave together. Correlation of daily profit and loss is the number that decides whether four EAs are four strategies or one leveraged strategy, and it is invisible while each is validated on its own.
Four EAs that lose on the same day are one strategy with the risk multiplied.
Then look forward, and know when to re-optimise
Projection resamples your own trade distribution ahead and returns a fan rather than a line, because position sizing is a decision about the tail. Optimal Period estimates the window worth re-optimising over three separate ways, and where the three disagree that disagreement is itself the finding.
Compare, then publish
Up to ten strategies on identical tests, so the ranking comes from one set of measurements rather than separate reports read in sequence. Every module exports a self-contained document, and any report can be published to a link that anyone can open, with the reference checkable on the verify page.
