Free backtesting tool for TradingView strategy tests.

Yes. The backtest report, the quant review and the saved library are part of the free Elave account: no card, no trial and no paid tier.

• Run your strategy in TradingView's Strategy Tester on the symbol and timeframe you want to test, with realistic commission and slippage in the strategy's properties.
• In the Strategy Report, open the List of trades tab and click Download. Each tab exports separately, so the file must come from the List of trades tab.
• Note your chart's time zone: entry and exit times in the CSV are written in it.
• In Elave, open Backtest and import the file. Confirm the time zone and the starting capital, so hours, sessions and drawdowns line up.
• Read the report, then save it to your library to compare it with the next version of the rules.

TradingView's Strategy Tester gives you the totals. Elave's analyzer reads the same list of trades and answers the next questions: is the sample big enough, does the result survive the number of versions you tried, did the last part of the data agree with the first, and which hours, weekdays and months carry the result.

Results by hour, weekday and month show where the edge lives. An edge concentrated in one session is a smaller strategy, not a bad one; an edge spread evenly across hours that should behave differently is worth a second look for leaks.

One equity curve is one ordering of your trades. Elave's Monte Carlo reshuffles that order thousands of times with a fixed seed, keeping runs of consecutive trades together so losing streaks survive, and shows the range of drawdowns the same trades could have produced. Budget for the deep end of that range, not for the single curve TradingView drew.

The deflated Sharpe ratio (Bailey and López de Prado, 2014) asks whether a Sharpe ratio still stands out after you account for how many versions you tried, how many trades you have and how fat-tailed the results are. The more versions you test, the higher the bar a real edge must clear.

Elave computes it on every imported test and counts each version you save as one more try, so the figure gets stricter as you iterate. Versions you tried inside TradingView and never saved are invisible to it, so the honest bar is higher than the one shown.

• Elave splits your trades in time, 70% then 30%, and warns when the later trades earn less than half of what the earlier ones did.
• While a too-good-to-be-true flag fires, such as a Sharpe ratio above 3 or a profit factor above 3 on fewer than 200 trades, the Sharpe and Sortino ratios read "Not trusted" instead of a number.
• No losing month across six or more months, or duplicate entries, are flagged as possible repainting or data problems.
• A rule change you try in the what-if simulator shows no headline number until it holds on the last 30% of trades it was not chosen on.

• Sample size first. Elave gives no letter grade under 300 trades, and below 30 any ratio is mostly noise.
• Expectancy after costs: the average result per trade once commission and slippage are paid.
• Maximum drawdown and its Monte Carlo range, compared with your account's loss limit.
• Profit factor and Sharpe ratio, read as in-sample figures. There is no universal good value, and very high values on small samples are more often a leak than an edge.

Any market you can run a strategy on in TradingView: forex pairs, NQ and ES futures and other index and commodity futures, gold, stock indices, crypto or single stocks. The report works from the list of trades, so the symbol doesn't change anything, and results are read in the file's own currency.

Apart, on purpose. Backtest figures stay in their own space and never enter your live journal statistics, so a good test can't flatter your real numbers. Your live trades come from platform sync or a file import into the journal.

Start with the drawdown. The Monte Carlo shows how deep the drawdown could run if the same trades came in a different order; compare that range with your firm's daily loss limit and maximum loss, not with the single equity curve TradingView drew.

The quant review's prop fit then resamples your backtest's daily results into simulated 50k evaluations against the futures prop firms in Elave's rule catalogue. It is a simulation of past trades, not a forecast.

Elave also has a "Would I pass?" simulation that runs your journal trades against a firm's rules. Running it on your own data is included with the Elave Bootcamp; everyone else sees a demo.

• Whether you will follow the rules live. Execution, hesitation and tilt don't exist in a Strategy Tester.
• Real fills. Slippage, spreads and commissions are only as realistic as the settings in your test.
• Whether the rules were tuned to the past. Inputs adjusted until the curve looks good usually stop working on new data; test on a period you didn't tune on.
• Whether the sample is enough. A few dozen trades is a thin base for any conclusion.

Both answer "did these rules make sense on past data?". The difference is how much of the plumbing you build and maintain yourself.

• TradingView — How to export strategy data · checked 2 Nov 2026
• Bailey & López de Prado (2014), The Deflated Sharpe Ratio, Journal of Portfolio Management · checked 2 Nov 2026

• Free trading journalYour live trades, synced from your platform.
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• How to read TradingView Strategy Tester results
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