01
Sample adequacy
Is 41 trades evidence, or is it noise?
Nearly every retail backtest is decided on too few trades. We work out how many you actually need for your win rate, and tell you how far short you are.
For TradingView strategy builders
It shows you a profit factor of 3.4 and says nothing about the fact that it came from 41 trades, ignores your spread, and only worked in 2021. Paste your results. Get a grade, and the reasons why.
Strategy Tester → List of Trades → the download icon. That's the file.
Your recent reports
Kept in this browser only — not an account, and never sent to us.
The same export, read two ways
Both sides are generated from one TradingView export — the strategy in the example below. Nothing here is illustrative.
Strategy Tester shows you
All true, and no answer to the only question that matters.
Assay tells you
D Sample adequacy is the problem. Everything else stands up, but that one failure is enough to stop you trading this until it is understood. Be aware that the five best trades account for 54.9% of gross profit — remove them and very little remains.
A verdict, and the number behind every part of it.
Example — what comes back
A real assay of a real strategy, not a mock-up. Every figure below came out of its TradingView export.
SPY · 38 trades · 10 Feb 2025 – 03 Sep 2026
Sample adequacy is the problem. Everything else stands up, but that one failure is enough to stop you trading this until it is understood. Be aware that the five best trades account for 54.9% of gross profit — remove them and very little remains.
Below 100 trades, results are dominated by luck rather than edge. Whatever this strategy's profit factor looks like, 38 trades cannot tell you whether it is real. Widen the date range or move to a lower timeframe until you have a few hundred. At 38 trades, a win rate of 60.5% is consistent with anything from 47.2% to 72.4% (90% interval). That is a spread of 25 points, wide enough to describe several different strategies, which is why the count has to come first.
At a reward-to-risk of 1.77, this strategy needs to win 36.1% of the time simply to break even. It wins 60.5%. That is a genuine cushion.
A strategy winning 60.5% of the time, over 38 trades, should throw up a worst run of about 3 losses through chance alone. This one reached 3, which is within what ordinary bad luck produces. It ran from 26 Nov 2025 to 05 Jan 2026. It is not evidence of anything breaking.
Charge every trade 0.76 USD and this strategy's profit factor falls to exactly 1.00. In price terms that is 0.758 points — 59.2% of a typical move. That is real headroom over a normal spread.
Tap any line for the reasoning behind it.
38
Trades
60.5%
Win rate
2.71
Profit factor
1.77
Payoff
0.76
Expectancy (USD)
3
Worst run
A report also gives you a permanent link and a scorecard image to share, and says plainly if anything was left out of the sample.
The four checks
01
Is 41 trades evidence, or is it noise?
Nearly every retail backtest is decided on too few trades. We work out how many you actually need for your win rate, and tell you how far short you are.
02
Your win rate is 38%. Good or catastrophic?
It depends entirely on your reward-to-risk, and almost nobody works it out. We compare your actual win rate against the rate you need just to break even.
03
You lost 13 in a row. Normal, or broken?
A long losing run can be perfectly ordinary for your win rate, or it can be the strategy failing. We tell you which, and when in the data it happened.
04
At what spread does this edge hit zero?
Most small edges die on costs. We find the exact spread and commission at which your profit factor drops to 1.00 — then you compare it to what your broker actually charges.