Find your statistical edge
and exploit the markets.

Backtest a strategy, auto-record the trade, then replay the setup with your chart drawings intact.

T traderizz
Backtesting/BTC breakout study
SessionTrade Replay
Session ready
BTCUSDTBitcoin / TetherUS●
1m5m15m1h
⋯
68,45068,40068,35068,30068,250BTCUSDT · 509:30 10:00 10:30 11:00 11:30
◀▶▶▶5m ⌄Bar replay · 14:35:00
01 Draw right on the chart02 Your trade auto-records03 Reopen the same trade—with drawings

Your stats

Go beyond win rate. Understand your edge.

Explore trade-level and day-level performance, streaks, holding times, risk, and more.

R
StatsBacktesting · Sample workspace
All sessions ⌄
Best month+4.2R
Lowest month−3.1R
Average month+1.1R
Traderizz Score68/100

Trade performance

23 metrics
Total R
+12.8R
Average daily volume
2.27 trades
Average winning trade
+1.10R
Average losing trade
−1.29R
Total number of trades
127
Number of winning trades
74
Number of losing trades
53
Number of break even trades
0
Max consecutive wins
7 trades
Max consecutive losses
4 trades
Largest profit
+3.20R
Largest loss
−2.10R
Longs win %
61.54%
Shorts win %
54.10%
Average hold time (All trades)
42 minutes
Average hold time (Winning trades)
51 minutes
Average hold time (Losing trades)
30 minutes
Shortest trade duration
3m
Longest trade duration
4h 18m
Trade expectancy (R)
+0.10R
Avg. realized R-multiple
+0.10R
Profit factor
1.19
Payoff ratio
0.85 : 1

Trading day performance

19 metrics
Total trading days
56
Winning days
32
Losing days
21
Breakeven days
3
Max consecutive winning days
5 days
Max consecutive losing days
3 days
Average daily R
+0.23R
Average winning day R
+1.18R
Average losing day R
−1.12R
Avg daily win/loss
1.05
Largest profitable day
+3.40R
Largest losing day
−2.40R
Average trading day duration
2h 16m
Win rate
58.27%
Day win rate
60.38%
Max drawdown
−3.20R
Max daily net drawdown
−2.40R
Avg daily net drawdown
−1.12R
Recovery factor
4.00
All figures shown are illustrativeFilter by date · strategy · tags

Timing analytics

Find when your edge shows up.

Compare results by weekday and entry time to identify the sessions and hours that suit your setups.

R
Day and timeBacktesting · Sample workspace
All sessions ⌄
DaysMonthsWeeksTrade timeTrade duration
◈

Best day

Tuesday

25 trades

+3.4R

◈

Most active

Tuesday

Trade count

25 trades

◈

Best hour

10:00–11:00

18 trades

+5.2R

◈

Win rate

58.3%

Across closed trades

74W / 53L

Net R vs trade count

Sample data
Mon+1.2RTue+3.4RWed+2.1RThu+0.8RFri-0.5R
Net R Trade count

Win %

Sample data
Mon54.5%Tue68.0%Wed57.1%Thu52.6%Fri47.4%

Summary

DayWin %Net RTrade countAvg volumeAvg winAvg loss
Monday54.5%+1.2R224.4+1.1R−1.0R
Tuesday68.0%+3.4R255.0+1.3R−1.1R
Wednesday57.1%+2.1R214.2+1.2R−1.0R
Thursday52.6%+0.8R193.8+0.9R−1.1R
Friday47.4%−0.5R193.8+0.8R−1.2R
All figures shown are illustrativeFilter by date · strategy · tags

Holding-time analytics

See how long your wins and losses last.

Break down outcomes by hold time and see where you cut winners short or stay in losing trades.

R
Trade durationBacktesting · Sample workspace
All sessions ⌄
DaysMonthsWeeksTrade timeTrade duration
◷

Best duration

15–30 min

31 closed trades

+6.8R

◷

Most trades

15–30 min

Trade count

31 trades

◷

Lowest duration

> 60 min

12 closed trades

−1.2R

◷

Avg hold time

38 minutes

Across closed trades

127 trades

Net R vs trade count

Sample data
< 15 min+2.4R15–30 min+6.8R30–60 min+4.1R> 60 min-1.2R

Win %

Sample data
<15m+4.4R15–30m+6.1R30–60m+5.8R>60m+4.2R

Summary

DurationWin %Net RTrade countAvg volumeAvg winAvg loss
< 15 min44.4%+2.4R18———
15–30 min61.3%+6.8R31———
30–60 min58.3%+4.1R24———
> 60 min41.7%−1.2R12———
All figures shown are illustrativeFilter by date · strategy · tags

Performance over time

Track the path—not just the final result.

Follow cumulative R and drawdown as trades unfold to understand your performance swings.

R
Equity curveBacktesting · Sample workspace
All sessions ⌄

Equity & drawdown

Cumulative R

127 closed trades
TRADE 1TRADE 132

Underwater equity (drawdown)

Max drawdown −3.2R
TRADE 1TRADE 127
All figures shown are illustrativeFilter by date · strategy · tags

Execution review

Know which habits are costing you.

Compare results when mistakes are present and find the execution patterns worth correcting.

R
MistakesBacktesting · Sample workspace
All sessions ⌄

Setups with mistake

26

26 with · 101 without

Mistake share (RR rows)

20.5%

Closed rows with a mistake

Total R (mistake rows)

−8.2R

26 rows with RR

Winrate (mistake)

34.6%

Among mistake rows

Avg R (mistake)

−0.32R

Mean RR when mistake logged

Avg R (clean)

+0.21R

101 clean rows

By mistake type

Mistake mix

26 tagged
  • Early exit 9
  • Moved stop 7
  • Revenge trade 6
  • Other 4

Total R by mistake

Net result
Moved stop early-4.2REntered too soon-2.6RNo setup tag-1.4R

Logged setups

OCT 21 · TUESDAYMoved stop early−4.2R
OCT 18 · FRIDAYEntered too soon−2.6R
OCT 15 · MONDAYNo setup tag−1.4R
All figures shown are illustrativeFilter by date · strategy · tags

Setup and context

Find the contexts where you perform best.

Compare your own trade tags by frequency and result to learn which setups deserve more focus.

R
Tag analyticsBacktesting · Sample workspace
All sessions ⌄

Quick read

  • London breakout leads by total R
  • Countertrend setups are below zero

Best setup

+8.4R

London breakout · 24 closed

Worst setup

−2.1R

Countertrend · 11 closed

Tagged avg R

+0.34R

vs untagged +0.08R

Tag coverage

78.6%

110 tagged · 6 setups

Compare setups

One row per tag — scan edge before opening charts.

All columns
SetupTradesWin %Avg RTotal RPF
London breakout2462.5%+0.35R+8.4R1.84
Trend continuation1957.9%+0.27R+5.2R1.52
Countertrend1136.4%−0.19R−2.1R0.72

Charts

OverviewPerformanceDirectionTrendsWeekday

Total R by setup

Sample data
London+8.4RTrend+5.2RCountertrend-2.1R

Tagged vs untagged

Sample data
Tagged+3.4RUntagged+0.8R
All figures shown are illustrativeFilter by date · strategy · tags

Strategy comparison

See which strategies are earning their place.

Compare trade count, total R, and expectancy across strategies in one view.

R
Strategies analyticsBacktesting · Sample workspace
All sessions ⌄

Compare every playbook side by side — win rate, expectancy, drawdown, profit factor, and mistakes.

Playbook insights

  • Opening range leads with +9.6R
  • Trend pullback has the steadiest drawdown

Strategies tracked

3

Assigned trades

74

Rows with a strategy label

Combined total R

+17.3R

Profitable playbooks

3 / 3

Playbook snapshot

Opening range

32 trades · 32 closed

Win rate

62.5%

Long / Short

18 / 14

Total R

+9.6R

Expectancy

+0.30R

Profit factor

1.84

Max drawdown

−2.1R

Trend pullback

27 trades · 27 closed

Win rate

59.3%

Long / Short

18 / 14

Total R

+6.3R

Expectancy

+0.23R

Profit factor

1.84

Max drawdown

−1.8R

Mean reversion

15 trades · 15 closed

Win rate

46.7%

Long / Short

18 / 14

Total R

+1.4R

Expectancy

+0.09R

Profit factor

1.84

Max drawdown

−2.4R

Side-by-side comparison

Win rate by strategy

Sample data
Opening62.5%Trend59.3%Mean46.7%

Total R by strategy

Sample data
Opening+9.6RTrend+6.3RMean+1.4R
All figures shown are illustrativeFilter by date · strategy · tags

Broker import

Pick your broker, hit import, see every trade in one place.

Connect Delta Exchange India or Shark Exchange once with API keys. Every fill and its P&L lands in your journal—overview, calendar, and tags included. No CSV or rebuilding history by hand.

Try the import flow

Interactive
Pick a broker to start
  1. Choose broker
  2. Connect API key
  3. Import trades

Delta Exchange India and Shark Exchange are supported today. Pick one above to watch a full import run.

Your journalWaiting for import
Trades imported—round-trips
Winning trades—after import
Win rate—after import
Net P&L—in INR

Trader diary

last 4 weeks

Imported trades

newest first

Imported fills stream in here—symbol, side, time, fees, and P&L in INR.

  • Overview & expectancy

    Imported round-trips feed total R, win rate, and expectancy instantly.

  • Trader diary calendar

    Every session lands on the calendar so red clusters are obvious.

  • Tags & mistakes

    Tag setups after import and slice which context actually pays.

Demo of the real import flow · re-importing a range never duplicates trades

See supported brokers

Traders

What others are saying

“Finally stopped guessing. The monthly R chart showed me my edge only works Tue–Thu. Cut my losing days immediately.”
Marcus ChenFutures day trader

FAQ

Quick answers

What is Traderizz?

Traderizz (traderizz.com) is free backtesting and journaling software for traders. Run unlimited free backtesting trades with bar replay, then journal live results in actual P&L, R-multiples, or both — with analytics, diary, tags, and broker import from Delta Exchange India and Shark Exchange.

Is Traderizz free backtesting software?

Yes. Traderizz is free backtesting software — also a free backtesting tool and free backtesting platform — with bar replay, long/short chart tools, automatic SL/TP trade records, and unlimited free backtesting trades. No credit card required.

Does bar replay auto-record trades?

Yes. Arm the long or short tool, set stop and target, place the trade, then print candles. When SL or TP hits, Traderizz closes the trade and records entry, exit, and R automatically.

What is a trading journal?

A structured log of trades, setups, and outcomes. Measure expectancy, win rate, and execution quality to refine a tested, repeatable edge over time.

Can I use Traderizz for crypto, forex, and stock trades?

Yes. Traderizz supports manual journals for crypto, forex, stocks, futures, indices, and other instruments. Direct broker import currently supports eligible Delta Exchange India and Shark Exchange crypto history; forex and stock trades are logged manually. Backtesting sessions currently cover free crypto, metals, and EUR/USD (BTC, ETH, SOL, BNB, XRP, gold, silver, EUR/USD).

Is Traderizz a free trading journal?

Yes. You can create a private Traderizz account with Google and start journaling without a credit card. Free backtesting trades are unlimited. Journal plan allowances for live trade logging are listed on the pricing page.

Is Traderizz built for Indian traders?

Yes. Traderizz provides INR-focused performance review, IST-aware trade dates and diary views, an INR-first R Simulator, and direct trade imports from Delta Exchange India and Shark Exchange. Other Indian market trades can be logged manually.

Does it work on mobile?

Yes — install as a PWA on iPhone, Android, or desktop. Log and review trades from anywhere.

Can I track actual P&L and R-multiples?

Yes. P&L and Result (R) are separate optional fields. Use either or both, switch the analytics display, or assign a value to 1R later with R Simulator to visualize an R-only history as simulated P&L.

Is my data private?

Your journals and backtesting sessions are private to your account. Sign in with Google — data is never published or indexed.

Can I import trades from Delta Exchange or Shark Exchange?

Yes. Connect Delta Exchange India or Shark Exchange with API keys and import fills with P&L into a journal—no CSV. Review the imported history with overview analytics, tags, and trader diary.

Start free. Find your edge.

Backtesting trades are unlimited on the free plan. Free live journaling includes one journal, one strategy, and up to 35 trades per journal; upgrade only when you need higher limits. No credit card to start.