SURFJOB · BACKTEST LAB
Risk / reward validation — no run
TRADES0
EXPECTANCY--
TOTAL R--
NET P/L--
Log Trade
Bulk Paste
Trades
Stats
Compare Runs
Setup
Export

Trade — press Enter in any field to save and move to the next

Selected: 0
RISK PTS--
REWARD PTS--
R MULTIPLE--
PLANNED R:R--
NET P/L--
W/L--

Chart screenshot

Click here, then Ctrl+V to paste
or drag an image in · or paste a URL below
 

Paste rows straight from Excel

Copy a block of cells in Excel and paste it below. First row must be headers. Recognised names: Date, Time, Direction (or L-S), Bias, Entry, Stop, Target, Exit, Contracts, TAR, Guards, MFE, MAE, Result, Note. Only Direction, Entry and Exit are required — Stop is what unlocks the R statistics.
to
DateDirBiasGrdTARCt EntryStopExit RiskRwdRNet W/LPic

All runs side by side

RunTradesWin %Expectancy R Total RProfit factorAvg win R Avg loss RMax DDNet P/L
Expectancy R is the average R per trade — the single number that says whether the entry technique makes money over 120 days.

Run settings

The buffer builds the initial stop from the signal candle: long → candle low minus buffer, short → candle high plus buffer.
 

Backup

 

Excel export

Builds an .xlsx with four sheets: Trades (live formulas, screenshots embedded), Stats (every metric as a formula so it recalculates if you edit a price), Breakdown (by direction, bias, guard count, weekday) and Runs (all runs compared).

 

Import a workbook back in

Edit the exported .xlsx in Excel — correct prices, add rows at the bottom, retag stop methods — then drop it here to carry on. Screenshots embedded in the Pic column come back with it.

Drop the .xlsx here
or click to browse · .xlsx or .csv
Only the input columns are read. Every R multiple, balance and statistic is recomputed from the prices, so a stale formula result cannot creep in.