Free tools
Free tools to check a backtest
Each one uses figures you declare and shows its assumptions. They are not an audit: we do not see your file and they give no A to D class.
Luck calculator
How much of your Sharpe could the luck of trying many configurations explain?
- What you enter: Annual Sharpe, years of history, configurations tried and return frequency.
- What you get: The Sharpe luck would show, the Sharpe left after the haircut and the years of history needed.
- No signup
Win rate calculator
Is your win rate real, or just the sample? What win rate do you need with your target and stop?
- What you enter: Trades, win rate, target and stop in R.
- What you get: 95 % confidence interval, break-even win rate and how many trades are needed.
- No signup
Figure reader
What do someone's published figures, or yours, say in context?
- What you enter: Up to eight optional figures: trades, win rate, profit factor, Sharpe, years, configurations, target and stop.
- What you get: A shareable card with the 95 % win-rate interval, the expected best result from fair coins, the Sharpe from luck and the break-even win rate.
- No signup
Check a report
Did someone send you the PDF or JSON of a Rigor report?
- What you enter: The report file.
- What you get: Whether it left Rigor like this, unedited, with its date and class.
- No signup
Have the file?
With the file your platform exports, the report measures instead of assuming: significance, configurations tried, break-even cost, in-sample versus out-of-sample, data quality and a benchmark. Your first full report is free with an account.