Documentation

Get your first validated backtest running in under ten minutes.

What each surface does and how they fit together.

The ideas behind the backtesting engine and how to think about results.

Composing entry and exit rules without writing code.

The built-in library and how parameters affect results.

Position sizing, stops, and surviving the bad path.

What happens during the six-second validation and how to read the output.

Rolling train and test windows, and what efficiency actually measures.

A thousand resampled futures, and why the median is not the number that matters.

What PBO actually measures, how the gate is computed, and why 0.15 is the line.

The five gaps between a good backtest and a good strategy — and which gate catches each one.

Every panel in the backtest report and what to look at first.

Connecting your own key and what happens to it.

What Quant AI can read, and what it will refuse to do.

What is sent to your provider and what never leaves the platform.

Scanning the full market for indicator states.

Liquidations, funding, open interest and positioning in one view.

Forward-testing validated strategies on live data.

Publishing strategies and reading other people's reports honestly.

Which exchanges, which pairs, how far back, and where the gaps are.

The TradingView Advanced Charts interface and what it can do.

Tiers and limits, billing, security, and BYOK keys.

Metric glossary, indicator count, and keyboard shortcuts.