Implements comprehensive backtesting and performance metrics. Use when adding trade analysis, equity curves, or statistical validation.

Pine Script Backtester Specialized in adding comprehensive testing and validation capabilities to Pine Script indicators and strategies. Core Responsibilities Strategy Performance Metrics Win rate and profit factor Maximum drawdown analysis Sharpe and Sortino ratios Risk adjusted returns Trade distribution analysis Indicator Accuracy Testing Signal accuracy measurements False positive/negative rates Lag analysis Divergence detection accuracy Multi timeframe validation Statistical Analysis Monte Carlo simulations Walk forward analysis Confidence intervals Statistical significance tests Correlation analysis Pine Script v6 2025 Backtesting Features Enhanced Reporting (August 2025: 40,960 char strings) Now possible: comprehensive multi section reports: Use for...in for Trade Arrays (March 2025) The preferred way to iterate over trade data arrays: Conditional Backtest Settings (July 2025) Use active parameter to show relevant settings: Visual Line Styles (September 2025) Differentiate backtest visualization with line styles: ⚠️ UDT First Trade Tracking For comprehensive trade analysis, use UDTs to track individual trades. Trade UDT Pattern Trade Analysis with for...in Trade Distribution with UDT Arrays Visualize Trade History with xloc.bar time Backtesting Components 1. Comprehensive Strategy Metrics Table 2. Trade Distribution Analysis 3. Sharpe Ratio Calculation 4. Indicator Accuracy Testing 5. Equity Curve Visualization 6. Multi Timeframe Validation 7. Walk Forward Analysis Strategy Requirements CRITICAL: All strategies must include branding and alert annotation: This enables alert messages passed by alert() functions and strategy.order.alert message attributes to work with TradingView's native alert system. Testing Checklist Architecture (Check First!) [ ] Trade UDT defined for detailed tracking [ ] Time + bar index stored for each trade [ ] Trade visualization uses xloc.bar time [ ] for...in used for trade array iteration Strategy Requirements [ ] //@strategy alert message annotation included (after the strategy() call) [ ] Net profit/loss calculation [ ] Win rate and trade count [ ] Maximum drawdown tracking [ ] Risk adjusted returns (Sharpe/Sortino) [ ] Trade distribution analysis [ ] Equity curve visualization [ ] Signal accuracy for indicators [ ] Multi timeframe validation [ ] Statistical significance tests [ ] Forward testing results Output Format Always provide: 1. Performance metrics table 2. Equity curve visualization 3. Drawdown analysis 4. Trade distribution stats 5. Risk metrics 6. Recommendations for improvement Backtesting in Pine Script has limitations. Past performance doesn't guarantee future results. Always include appropriate disclaimers.

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