Baseline Match Against TradingView
Matches your script's trades against your TradingView export, trade by trade.
Traders lose money because they:
Tradelyze measures all three on the strategy you already wrote.
Sample data. Your report uses your own strategy and prop firm.
Don't Trade Until You Watch This (Tradelyze Walkthrough)
Every algo trader hits these walls.
Curve-fitted results don't survive live markets. We catch overfitting before your account does.
One missed drawdown rule ends the challenge. We check every rule before you pay the fee.
Silent divergence creeps in fast. We match your backtest against TradingView, trade by trade.
Manual grid search is guessing. A Bayesian TPE search finds your true Pareto-optimal set.
Rolling windows, done by hand, is a PhD-level task. We automate the entire pipeline.
A high Sharpe can be data-mining bias. DSR and permutation tests confirm it's genuine.
Upload to prop-firm-ready report. Fully automated.
Explore the engineMatches your script's trades against your TradingView export, trade by trade.
TPE searches profit, Sharpe and drawdown together — not one winning row.
Optimizes on training data, validates on windows it has never seen.
Four scored stress tests, weighted into a single 0-100 score with a letter grade.
Every rule, checked line by line — 14 presets, or your own custom bundle.
Every core metric, every trial's parameters — export and analyze it all.
Pine Script + trades + OHLCV data
TPE search, walk-forward, 4 stress tests
Score, grade, and prop firm pass/fail
Here's how it adds up.
Reshuffles trade order 1,000+ times
Scrambles signals to expose a fake edge
Nudges every parameter 5%, re-runs real backtests
Deflates Sharpe for how often you optimized
Minimum backtest length is also shown on every report for information only. It earns no points and does not change the score.
Test against the firm's real rules before you pay the evaluation fee.
Sample preview. Your results come from your own backtest.
| Task | Manual | Tradelyze |
|---|---|---|
| Running the strategy outside TradingView | Weeks of coding | Upload the .pine file |
| Trade-by-trade validation | Spreadsheet hell | Automated match report |
| Parameter optimization | Manual grid search | Multi-objective TPE search |
| Walk-forward analysis | Build from scratch | One-click, graded |
| Monte Carlo testing | Need Python/R | Built-in, automatic |
| Deflated Sharpe Ratio | Most traders skip this | Always calculated |
| Prop firm validation | Manual rule checking | 14 presets + custom rules |
Plain-English explainers on the metrics and tests used to judge a backtest, including what each one cannot tell you.
Out-of-sample return over in-sample return: what counts as good, and why two negative returns produce a false pass.
Reshuffling or resampling a strategy's trades to estimate drawdown risk, and the five different techniques that share the name.
What a single 0-100 backtest score can and cannot detect, test by test.
How daily loss limits, trailing drawdown and consistency rules map onto backtest statistics.
Every prop firm challenge fee, every blown account, every "it worked in backtesting" — is a lesson you could have learned for free on Tradelyze.
Free credits on signup. No credit card required. Currently in beta.