Strategy Analyzer
The Strategy Analyzer is AlgoChef's core feature. It takes your trade history and generates a comprehensive performance report with 200+ metrics, five scores, and detailed visualizations.
Strategy Hub
The Strategy Hub is your home screen — a fully configurable strategy library with 28 columns you can show, hide, and sort.
- Equity curve sparkline — Quick visual of performance at a glance
- CSI score badge — Color-coded tier rating for instant assessment
- 26 configurable columns — Net profit, win rate, Sharpe, drawdowns, scores, and more — show only what matters to you
- Strategy Groups — Organize strategies by category with color-coded labels
- Favorites — Star your best strategies for quick access
- Inline Trade Editor — Edit individual trades directly without re-importing
- Quick actions — Open report, run Monte Carlo, duplicate strategy, add to portfolio, launch Head-to-Head comparison
From here, you can import new strategies, click into any strategy for the full report, or compare strategies against market benchmarks.
Performance Report Sections
Health Dashboard
The top section shows the 5-score summary, CSI interpretation, and Health status messaging focused on validation and degradation — not capital deployment. Traffic light indicators flag any circuit breakers or gates.
Equity Curve & Drawdown
Interactive charts showing account balance over time and drawdown depth. Toggle between dollar and percentage views, switch between date and trade number on the x-axis, and use linear or log scale for wide equity ranges.
Top Drawdowns
Identifies and ranks your strategy's worst drawdown periods — showing the 5 most severe from a pool of up to 20. Each drawdown shows the dollar loss, percentage severity, total duration, time to recover, and what percentage of your backtest it affected. Sort by any column to find your deepest, longest, or most impactful drawdowns.
This tells you: "What are the worst losses I should expect, and how long will recovery take?"
Rolling Returns
A line chart showing trailing returns across five time windows: 30 days, 90 days, 180 days, 1 year, and 3 years (annualized). For each active window, you see the minimum, maximum, median, and current rolling return.
This tells you: "Is my strategy consistently profitable across different lookback periods, or do returns cluster in certain time frames?"
Key Metrics Panel
A grid of the most important metrics: Net Profit, CAGR, Max Drawdown, Sharpe Ratio, Profit Factor, Win Rate, R-Expectancy, and more.
Distribution Analysis
Statistical shape of your trade returns. AlgoChef classifies your strategy into one of 16 distribution profiles based on skewness and kurtosis:
- Skewness — Loss-heavy, Symmetric, Win-heavy, or Jackpot
- Kurtosis — Predictable, Normal, Volatile, or Extreme
Understanding your distribution profile helps you select the right Monte Carlo simulation method for stress-testing.
MAE/MFE Analysis
If your import data includes entry/exit prices, AlgoChef calculates:
- MAE (Maximum Adverse Excursion) — How far trades go against you
- MFE (Maximum Favorable Excursion) — How far trades go in your favor
- Optimal Exit Zones — Where most winning trades peak
Calendar Returns
Monthly and yearly return heatmap. Spot seasonal patterns, identify weak periods, and see year-over-year consistency.
Time Analysis
P&L broken down by:
- Day of week — Are certain days consistently better or worse?
- Time of day (session) — Do you trade better in specific market sessions?
Win/Loss Distribution
Histograms showing the spread of winning and losing trades. See if your returns are concentrated in a few big wins or spread across many small ones.
Trade Statistics
Complete breakdown of wins vs. losses, averages, medians, streaks, and ratios.
Trade Records
A scrollable table of every individual trade with full details — dates, prices, P&L, duration, and side.
Working With Multiple Strategies
The Strategy Hub supports unlimited strategies. Sort by any metric, filter by tier, and quickly compare strategies side-by-side using Head-to-Head comparison.
What's Next After Analysis?
Once you understand your strategy's performance:
- Monte Carlo Simulation — Stress-test with 25,000 simulations across 5 methods
- Strategy vs Benchmark — Find out if your alpha is real or just market exposure
- Crisis Dependency — Check if your edge depends on market panics
- Portfolio Studio — Combine your best strategies into diversified portfolios
- Health Monitor — Track live strategy degradation over time
Tip
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