Backtesting

Trading & P&L

Order types, take-profit and stop-loss, the trading account, and the statistics you get out the other side.

While a replay is running you can place trades exactly the way you would on a live terminal: market, limit, or stop, with optional take-profit and stop-loss attached. Fills evaluate against the same tick stream the chart is showing, so what you see is what you trade against.

Order types

  • Market — fills immediately at the current ask (long) or bid (short).
  • Limit — sits as a pending order; fills when price crosses your level better than your specified price (buy below, sell above).
  • Stop — sits as a pending order; fills when price crosses your level worse than the current quote (buy stop above, sell stop below).

Each order can carry an optional take-profit and stop-loss, expressed as a distance in price units from the entry — not as a percentage. So a 10-pip stop on EURUSD is a TP/SL distance of 0.0010; a $5 stop on a $250 stock is 5.0.

When you can place orders

Trading is allowed during a running replay. There's a tiny window — the instant a price tick is being applied — when order placement is briefly suspended, so a fill can't happen on the same tick the order was created. At any reasonable speed this is invisible; the trade panel feels responsive continuously.

  • You can place pending orders while paused.
  • You can cancel pending orders at any time.
  • You can close an open position at any time, at the current quote.

P&L and account state

The trading account exposes:

  • Balance — realized cash.
  • Equity — balance plus unrealized P&L on open positions.
  • Open positions — currently held trades, with live unrealized P&L per position.
  • Pending orders — limits and stops waiting to fill.
  • Closed trades — full history with entry, exit, P&L per trade.
  • Fills — every individual execution event the engine recorded.

Statistics panel

The stats panel summarizes your closed trades for the current session:

MetricWhat it means
Total P&LSum of realized P&L across all closed trades.
Profitable / losing tradesCounts and aggregate P&L for each side.
Win/loss ratioProfitable trade count divided by losing trade count.
Sharpe ratioRisk-adjusted return across the closed-trade series.
Average trade P&LMean P&L per closed trade.
Average profit / lossMeans split by winners and losers.
Max profit / lossBest and worst single trade.
Max consecutive profit / lossLongest streak of winners or losers in a row.

Stats update live as trades close. If you reset or jump to a different starting point, the stats reflect the trades since that reset — they're tied to the active session.

For what the simulation does not model — slippage beyond the spread, commissions, partial fills — see Data quality.

Something missing or wrong? Email support@strategytune.com.