I built a hedge fund level backtest analyzer that runs in the browser

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tradechef.io — Stress-test your backtest like a hedge fund

Open the analyzer

Institutional-grade backtest analytics<br>Don't blindly trust your backtest. Stress-test it like a hedge fund.

The power of institutional traders, in the hands of retail. Monte Carlo, risk of ruin, deflated Sharpe, position sizing — the checks a prop desk runs before risking a dollar, on your TradingView exports.

Try it live<br>See what it does

Stats are the ingredients — create perfect trading recipes.

100% private — runs locally

No uploads — runs in your browser

Free

tradechef.io — portfolio dashboard

Net P&L<br>$0<br>142 days

Win rate<br>0%<br>312 / 508

Profit factor<br>healthy

Max DD<br>-$0<br>-9.1%

Account equity curve<br>Sharpe 1.92 · net of fees

Sharpe (net)

Risk of ruin<br>0%

From one upload — every angle on your strategy

See it in action<br>The whole stress-test, in 30 seconds.

From a raw TradingView export to a hedge-fund-grade risk read — Monte Carlo, deflated Sharpe, regime tests and portfolio blending.

The dashboard<br>One export in. The whole picture out.

tradechef reads your TradingView Strategy Tester export trade-by-trade and rebuilds the whole picture — patterns by day, drawdowns to the dollar, and a per-symbol ledger that reconciles to the cent. That's the foundation every stress-test below builds on.

Daily P&L heatmap

A calendar grid of every trading day — green for profit, red for loss, hatched for skipped. Spot streaks, weekday bias, and the days that quietly bleed your edge. Click any cell to drill into the per-symbol breakdown.

Loss<br>Profit<br>Skipped

Drawdown analysis

Every drawdown period — depth, days to trough, days to recover — with an underwater curve and live "at peak / recovering / deeper" trend chips.

Per-symbol breakdown

One column per symbol, a TOTAL that ties out — net, win rate, profit factor, expectancy, best & worst. Mute a symbol and the whole dashboard recalculates without a reflow.

SymbolNetWin%PFExp

ES$21,34063%2.6$94<br>NQ$15,88059%2.1$71<br>CL−$2,41048%0.9−$18<br>GC$13,40064%2.4$88<br>TOTAL$48,21061%2.34$95

Scenario filters & what-ifs

Re-run the entire backtest under new rules without leaving the page. Skip FOMC days or crisis-VIX days, drop weekdays or months, cut individual days by hand, trade only after the open, set your account size, and cap a daily or weekly loss — every metric reconciles instantly.

Skip FOMC<br>Skip crisis VIX<br>Exclude Mon<br>Longs only<br>Entry after 9:45<br>Daily loss −$1,500<br>Weekly loss cap

Equity, monthly & weekday charts

An equity curve with running-peak and drawdown bands, a synced VIX lane tying every drawdown to the market stress around it, monthly P&L bars, and a Mon–Fri breakdown — the patterns a flat number sheet can never show you.

Rulesets — pass / fail, not vibes

Write your trading plan — or a prop firm's evaluation — as hard bounds on the stats that matter:<br>win rate, profit factor, drawdown, losing streaks, Sharpe, SQN. Start from a Conservative, Moderate<br>or Aggressive template, keep several plans side by side, and every backtest is graded against all of<br>them — live, under whatever filters you're stress-testing — with the verdict pinned to the toolbar<br>and stamped into every report.

Moderate14/16PASSING

Win rate ≥ 45%

61.4%PASS

Profit factor ≥ 1.5

2.34PASS

Max drawdown ≤ 10%

9.1%PASS

Max consec. losses ≤ 8

11FAIL

The full trade ledger

Every fill, exactly as exported — entry & exit time, direction, quantity, fill price and P&L. Sort any column, scan it, and tie every dashboard number back to the trades behind it.

Entry (ET)Exit (ET)SymbolDirectionQtyPriceP&L

Mar 14 · 09:42Mar 14 · 10:32ESLong25,284.25+$612<br>Mar 14 · 12:18Mar 14 · 13:05NQShort118,940.0−$318<br>Mar 15 · 09:31Mar 15 · 09:48GCLong12,164.4+$540<br>Mar 15 · 13:50Mar 15 · 14:21ESLong25,301.50+$874<br>Mar 18 · 10:40Mar 18 · 11:07CLShort178.92−$205

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Funded-account evals<br>Would it have passed the eval?

Futures funding programs publish their rules as plain numbers — a profit target, a trailing<br>drawdown cap, a consistency rule, zero daily-loss breaches. The 50K eval-style template encodes<br>that shape, date-stamped, and grades any backtest against it in one click — on closed trades, at<br>trade resolution, exactly what your export can prove.

50K eval-style (2026)4/4PASSING

Profit target ≥ $3,000

$18,329PASS

Trailing drawdown ≤ $2,000

$1,624PASS

Best day ≤ 30% of net

5.7%PASS

Trading days ≥ 10

135PASS

Daily-loss breaches = 0

—SET LIMIT

Try it live

The trust engine<br>Don't just see the curve. Stress-test it.

One backtest is a single roll of the dice. tradechef runs the questions a risk desk asks before sizing a position — is this edge real, how bad can it realistically get, and does it survive out of sample?

Monte Carlo & risk of ruin

Resample and reshuffle your trade sequence ~1,000× to get a full distribution of outcomes instead of one lucky path — where your backtest's final P&L really sits, the 95th-percentile drawdown, and the odds of blowing up at your account size.

Median return<br>+$47k

95th-pct...

backtest drawdown days profit stress loss

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