Tools
Calculators for strategy validation that run in your browser. Each one prints its formulas and is tested against the published examples or the app code it reproduces.
Prop firm challenge simulator
Seeded daily-close first-passage paths under entered profit and loss limits, with Monte Carlo sampling intervals and trajectory export.
Deflated Sharpe ratio calculator
The probabilistic Sharpe ratio, the minimum track record length and the deflated Sharpe ratio from per-period inputs, checked against the examples of the two papers.
Minimum track record length calculator
Observation requirements, calendar years and sensitivity to annual Sharpe and raw kurtosis, with tables and CSV export.
Pine Script look-ahead checker
Local static scan for potential look-ahead patterns in pasted Pine Script, with source lines and review limits.
Trading cost break-even calculator
Annual friction, net return and Sharpe, plus break-even cost and trading frequency under declared execution assumptions.
PBO calculator
CSCV on a local return matrix, with split ranks, logits and a CSV export.