Strategy Lab

The Strategy Lab is an overlay over the chart for everything around a strategy: the results of Run strategy, trade statistics, the Trade Setup and WickScript scripts.

#Open and close it

• The chips Heatmap, MAE / MFE, Setup and Scripts in the Strategies panel (F6) open the Lab on that tab; so does the Trades with chip.
• It opens by itself when a run has finished.
• ← and → switch tabs, Esc or Close closes it. The Lab remembers the last tab.

The header shows the strategy, whether it trades with the Trade Setup or a WickScript strategy, the market, the timeframe and the run group number.

The Trade Setup and Scripts tabs are see-through, so you can watch the chart while you edit.

#Heatmap

Before the first run the tab shows No step test on screen. After Run strategy, every step value and every date window becomes a cell. Each cell is the mean over all markets of the watchlist in that window. The metrics are defined on Metrics.

#One parameter (Step 1)

• Averages Summary – one column per Step 1 value, with three rows: capital factor, drawdown and win rate, each the mean over the windows. ◆ marks the default value.
• Total Profit and Loss – per column, the result in USDT if the start capital had been split equally over the markets in each window, each part growing with its capital factor, and carried from window to window (compounded).
• Windows × parameter – one block of three rows (capital factor, drawdown, win rate) per date window. Click a cell to open its run: the chart switches to that run's market and shows its trades and key metrics.

Colours: capital factor is red below 1, yellow at 1 and green above; drawdown runs from green (low) to red (high); win rate from red (low) to green (high).

#Two parameters (Step 1 and Step 2)

Parameters shows a grid with Step 1 across (→) and Step 2 down (↓). The select chooses the metric: Capital factor, Win rate %, Max drawdown % or PnL (USDT).

• The first grid is the average over all windows; the best combination by capital factor is outlined and named above it (best CF … at … × …).
• Below follows one grid per window, all on the same colour scale. Click a cell to open that run on the chart.
• Hover a cell for its capital factor, win rate, drawdown, PnL and number of samples.

A broad area of good cells means the strategy is robust to the parameter; a single bright cell surrounded by poor ones is more likely luck.

#Blind test comparison

If the run has a turning point (see Run strategy), a Blind test box appears above the heatmap. Once you have run both directions with the same turning point – ◀ Back for tuning, Fwd ▶ for the blind test – it puts them side by side:

• With one parameter: rows Tuning CF, Blind CF, Tuning WR %, Blind WR %, Tuning DD %, Blind DD %, Tuning PnL $ and Blind PnL $ per value.
• With two parameters: the tuning grid and the blind-test grid next to each other, with their own metric select.
• Best in tuning names the best value from the tuning run and its capital factor in the blind test.
• Rank correlation tuning ↔ blind (CF) compares the order of the values in both runs: near 1 the ranking holds, near 0 there is no relation, below 0 it is reversed.

The other run is found in this browser's run history, so run both directions in the same browser.

#MAE / MFE

This tab shows one data point per trade of the last run. Before the first run it shows No run yet.

• Analyze by groups the trades, by default by market (Symbol). Other groups are run, interval, session, date, side (long / short), trigger, entry type, hour (UTC), exit (stop, stop moved, target, exit gate, open at end), result (win, loss, open) and the custom metrics of a WickScript strategy, split into five ranges.
• Session filters by the UTC hour of the entry: Asia only (before 07:00), London only (07:00–12:00), New York only (12:00–21:00), or All sessions.
• The chip shows the number of data points and groups.

Each group is a card, sorted by Edge score (the net profit factor after fees; red below 0.8, green above 1.2). It lists the group's statistics in R – number of trades, win rate, expectancy, profit factor and Sharpe, each also as a NET value after fees – plus the average stop distance in % and the average fee in R.

The scatter plot shows each trade with its MAE (R) across and MFE (R) up, winners and losers in different colours, a diagonal where MFE equals MAE and lines at 1 R. The legend shows the median MAE and MFE. Use the mouse wheel to zoom; double-click fits 99 % of the points. With many trades the plot switches to a density view.

How to read it: losers with a small MAE were stopped close to the entry; winners with a large MFE but a small result gave back their gains – a nearer target or a trailing stop may suit them. Definitions: Metrics.

#Trade Setup

The no-code editor for triggers, filters, exits, entry type, stop and target. It is described on Trade Setup.

#Scripts

Write your own indicators and strategies in WickScript. The tab appears once WickScript is unlocked for your account (see Account); until then the Scripts chip in the panel opens the invite dialog.

• New script → Choose a template… adds a script from an example, a blank one, or one of the standard indicators – see Strategy templates.
• The editor marks problems while you type. Apply (or Ctrl / ⌘ + Enter) runs the script on the chart, Format tidies it, Revert goes back to the applied version.
• Inputs become indicator settings and can be used in Step 1 / Step 2; Outputs preview the values on the chart's candles.
• For a strategy script, Strategy · backtest preview shows trades, short / long, wins, total R and R per trade of your draft. Trade with this script makes the strategy trade with it; F5 and Run strategy then use the applied version.
• Below the preview, the debugger lists every variable at the candle you last hovered, and the log shows the lines your script wrote.

Scripts are saved in the strategy and are as private as the strategy itself.