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.
Split tests, walk-forward analysis, parameter surface shape and Monte Carlo resampling — the checks that separate a real edge from a curve fitted to the past.
One engine across asset classes, so the same idea can be tested where it might actually work rather than only where data was convenient.