Hey TradingView Users,
For those of you who want a more detailed analysis of your trading strategy without all the complexity of setting it up, we’ve just added a useful new feature to TradingWhale: Quantitative Strategy Analysis.
Upload your TradingView backtest data and quickly see key metrics such as:
| Sharpe & Sortino Ratios | Expected Returns (Daily, Monthly, Yearly) |
| RoMaD & Calmar | Value-at-Risk (Daily) |
| Correlation to Benchmark & R² | Average Drawdown & Duration |
| Probability Sharpe Ratio | Recovery Factor |
| Omega | Ulcer & Serenity Indexes |
| Max Drawdown | Annual Volatility |
| Skew & Kurtosis | Information Ratio |
You’ll also get clear, informative charts:
- Returns Distribution for Long, Short and All Trades
- Cumulative Returns vs. Benchmark
- Volatility-Matched Returns vs. Benchmark
- Yearly Returns Comparison
- Monthly & Daily Returns Distribution
- Trade Returns Analysis
- Rolling Beta, Sharpe, Sortino
- Drawdown Analysis & Underwater Plot
- Monthly Returns Heatmap
This helps you clearly see what’s working, identify areas to improve, and make more informed trading decisions.
Try it out here: quant.tradingwhale.io
I’m looking forward to your feedback!