Submit your backtest or trade history and BackTest Forensics runs it through proprietary research engines designed to identify the market conditions behind your profits, losses and changing performance.
Submit your backtest, receive the findings, then keep interrogating the strategy with follow-up questions.
Before we spend research credits on deeper market context, the Edge Diagnostic checks whether the strategy shows a credible, repeatable edge—and whether that result depends on a fragile concentration of trades, periods, directions or conditions.
We examine expectancy, profit factor, consistency, drawdown behavior, concentration and robustness. If the evidence does not support a meaningful edge, the report should say so plainly rather than escalating into more expensive analysis.
Once there is an edge worth investigating—or a specific failure pattern that requires context—we bring in the research engines that can actually help explain it. Each engine investigates a different part of the market environment surrounding your trades and helps identify what conditions were present when performance improved, failed, or changed behavior.
Tests how your long and short trades historically performed across different GEX and market-structure environments.
Measures strategy behavior in trending, rotational, sideways and choppy markets, including where trades occur relative to developing value and important volume structure.
Examines whether trades were supported by genuine liquidity and order flow—or exposed to liquidity that disappeared when it mattered.
Measures how performance changes as independent trend conditions strengthen, weaken, disagree or transition.
Tests whether the strategy was actually exposed to scheduled economic releases or central-bank events—and how trades performed during those event windows.
Once your strategy has been investigated, you can keep asking questions. Challenge a finding. Ask why one group of trades behaved differently. Test another explanation. Compare a strategy change. Investigate a drawdown.
You do not have to accept a finding because it appears in a report. Ask: “I don't understand why you believe my strategy does not have an edge.” The Research Agent should show what evidence led to that conclusion, explain what would weaken it, and investigate the parts you disagree with.
Credit usage depends on investigation depth, trade-history size and the market data required. These ranges are estimates so you can understand the relative research intensity before going deeper.
| Research engine / investigation | What it investigates | Typical credits |
|---|---|---|
| Edge DiagnosticFirst gate | Whether the strategy shows a credible edge worth deeper investigation. | 10 |
| Economic EventLower intensity | Whether trades were actually open during scheduled economic or central-bank events, and how those exposures performed. | 10–15 |
| Trend Quality & RegimeLower intensity | Trending, weakening, rotational and changing market conditions. | 10–15 |
| Gamma ExposureLower intensity | How trades perform across different GEX and structural environments. | 10–15 |
| Volume Profile & Market StructureModerate | Value, POC, rotational/choppy behavior and structural location. | 15–25 |
| Order Flow & Spoof DetectionData intensive | Liquidity authenticity, order-flow behavior and MBO-level investigation. | 25–40+ |
| Multi-Engine Forensic InvestigationAdvanced | Combines multiple engines when a broader research question requires several market-state perspectives. | 40–80+ |
Upload your CSV or XLSX backtest report, tell us what you want to understand, and choose the language for your research report.