EXPLORE THE PROCESS / NO ACCOUNT REQUIRED

Strategy evaluation workspace.

Replay a session, inspect each trade and compare execution assumptions.

CONSTRUCTED DATA
No broker connection or orders

EXPERIMENT 01

Set the conditions.

Market scenario

Strategy

Position budget

Stop / target

Cost per side6 bps

Combined spread, fee and slippage allowance. 1 bp = 0.01%; charged on entry and exit.

Pin a baseline, then change the costs or rules.

How this simulation works

$10,000 starting account. Long only. One position at a time.
390 constructed one-minute bars, 09:30–15:59.
Signal on a completed bar; fill at the next open.
Whole shares within the position budget. No reinvestment.
30-minute time exit; remaining positions close on the last bar.
Stop first if both levels touch in one bar. A gap can fill worse than a stop.
No depth, queue, market impact, partial fills or broker rejection model.

Ready for your own data? ↗

DEMO / SYNTHETIC EQUITY

Opening drive

SESSION COMPLETE15:59Scenario clock

Account value—$10,000 starting balance

Net P/L—Realized + marked open

Cost allowance—Includes reserved exit cost

Drawdown—Based on minute-close equity

15:59

Window

Up bar Down bar▲ Entry◆ Exit·· Opening range high

Trade journal

Trades observed at the replay clock
Trade	Entry	Exit	Net P/L	State

Inside the trade

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Change an assumption. Keep the reference.

Pin this run using the left panel. Then change one setting to compare net P/L, costs, drawdown and trade count at the same replay minute.

How does this rule behave in the other scenarios?

Same settings, three constructed paths. Values use the current replay minute. This comparison illustrates sensitivity; it is not validation or a strategy ranking.

FROM THIS DEMO TO YOUR WORKSPACE

The process is the point.

This demo teaches the workflow on constructed bars. The free local product adds your provider connection, executable-quote replay, versioned strategies, risk checks and a reviewed path to paper trading.

Get the free local product ↗