Quick Sim vs Deep Sim

Both run every selected strategy through historical candles.

• Quick Sim — Uses the Timeframe you selected (1m, 15m, 1h, etc.). Fast, good for screening.
• Deep Sim — Ignores your selected timeframe and always runs on 1-minute candles for finer entry/exit precision. Slower and more CPU-heavy.

Parameter Sweep

Runs every combo of the selected Timeframes × Risk Modes and ranks them by the metric you pick. Example: if you select 15m + 1h and Normal + Aggressive, it runs 4 backtests and shows the winner.

• Metric — the score used to rank combinations. Total P&L = raw profit. Sharpe = risk-adjusted return. Profit Factor = gross wins ÷ gross losses. Max Drawdown = lowest peak-to-trough drop (lower is better).
• Count — number of valid combinations tested.

Walk-Forward Optimization

Instead of picking one best strategy for the whole date range, walk-forward simulates "adapting" over time. It checks which strategy worked best recently, then trades only that one for the next few days, then repeats.

Example with Train Days = 14 and Test Days = 7:

• Window 1: Look at days 1-14 (train). Test each strategy on those 14 days and rank them by the Metric.
• Pick the Top N strategy (e.g. only the best one).
• Trade that strategy on days 15-21 (test). These are real simulated trades.
• Window 2: Move forward 7 days. Look at days 8-21 (train). Rank again. Trade the new best strategy on days 22-28 (test).
• This keeps sliding until the end of the date range.

• Train Days — how many past days to look at when deciding which strategy is currently strongest. No trades happen here; it's only for comparison.
• Test Days — how many days forward to actually trade the strategy you just selected.
• Metric — the score used to pick the strongest strategy during each train period.
• Top N — how many strategies to carry forward. Top N = 1 means only the single best strategy trades in each test period.

The final result is the sum of all test-period trades. If the strategy keeps working in the test periods, it is likely robust and not just curve-fitted to one lucky period.

Risk Mode

• Defensive — wider stops, smaller targets, fewer trades.
• Normal — default stop/target logic.
• Aggressive — tighter stops, larger targets, more trades.

Allowed Days

Days of the week allowed to open new trades. Use to exclude weekends or low-liquidity sessions.

Combination Mode

• Independent — every selected strategy trades on its own; up to 10 open trades at once.
• Portfolio — only one open trade at a time across all selected strategies.
• Confluence — ALL selected strategies must fire on the exact same candle AND agree on direction before a trade opens.
• Window Confluence — ALL selected strategies must fire within the last N candles AND agree on direction. Easier than same-candle confluence but still strict.
• Minimum Confluence (Recommended) — at least N selected strategies must agree on direction within the window. Pick N with the "Minimum agreeing strategies" input. Example: select 5 strategies and set N=2, and a trade fires whenever any 2 of them align. This is the most practical way to combine strategies.

Adaptive R:R

Automatically adjusts take-profit distance for each strategy based on its recent win rate.

• Rolling window — number of recent closed trades used to calculate the strategy's win rate.
• < 40 % win rate → TP stretched to 3R (aim for bigger wins to recover).
• > 60 % win rate → TP tightened to 1.5R (lock profits faster).
• 40-60 % win rate → normal 2R TP.

Drawdown Circuit Breaker

Stops the simulator from opening any new trades once a risk limit is breached. Open trades are still managed until they hit TP/SL, so the drawdown can still grow slightly, but new entries are blocked.

• Max drawdown % — if equity falls this far from the most recent peak, no new trades open. Example: 15 means stop entering after a 15 % drawdown.
• Max consecutive losses — stop entering after this many closed losses in a row.
• Resume after (days) — optional cooldown. After the breaker trips, trading stays paused for this many days, then automatically resumes from the current balance. Leave empty to stay paused for the rest of the run.

Find Best Mixes — Scoring Weights

Each pair/triple of strategies is scored so the best combinations float to the top.

Each metric is normalized to 0-1 across the tested mixes first, then multiplied by its weight. This makes the weights act as true importance sliders instead of fighting mismatched units.

Score = norm(Win%)×WR + norm(DD, lower is better)×DD + norm(PF-1)×PF + norm(Trades)×Trades + norm(PnL)×PnL

• WR weight — importance of win rate.
• DD weight — importance of low max drawdown.
• PF weight — importance of profit factor (centered at 1.0, so PF below 1 hurts and above 1 helps).
• Trades weight — small bonus for mixes that trade more often.
• PnL weight — importance of raw total profit/loss.

Find Best Mixes — Max Drawdown Cutoff

Any combination whose simulated peak-to-trough drawdown is above this percentage is hidden from the rankings. Leave it empty to see every mix.