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Capabilities

Almost every test a TradeStation trader actually uses.

EdgeProof is opinionated: each tab answers one specific question about how your strategy behaved under testing. No fluff, no fake AI, no cloud uploads.

Generate

EasyLanguage code generation

EdgeProof generates the instrumented strategy code each test runs on — the optimization code, the trades-collection code and, at the end, the final live-trading strategy. You compile it in TradeStation; no manual rewriting.

Trades Generator

Batch-run your strategy across symbols, intervals and parameter sets. Each combination produces a trades file ready for analysis — no manual exports.

Trades Generator — batch runs across @ES and @NQ on multiple intervals and parameter sets.
Trades Generator

WFO Config

Pick the candidate pool, sweep a (Segments × OOS%) matrix, and lock a walk-forward configuration for Validation.

WFO Config — candidate pool, segment/OOS matrix and per-segment winners.
WFO Config · candidate selection

Validation

Walk-Forward Optimization

IS/OOS split with per-segment KPIs, an overall WFO Efficiency ratio (OOS / IS), and a per-segment table that shows which window broke down.

WFO Analysis Test Results — per-segment IS/OOS net P&L and efficiency.
WFO Analysis → Test Results

Cluster Analysis

A 2-D sweep over (Segments × OOS%), re-slicing results you have already produced. It shows whether a walk-forward configuration is representative or a lucky cell, without re-running the optimizer for every combination.

WFO Config Cluster Analysis — grid across Segments × OOS%.
WFO Config → Cluster Analysis

Monte Carlo + Risk of Ruin

Resample trade returns with user-selected iterations. Reports median / 5th / 95th percentile equity, expected max drawdown, and Risk of Ruin.

Monte Carlo Forensic Deep-Dive — simulated equity and drawdown distributions.
Monte Carlo → Forensic Deep-Dive

Diagnostics

Equity Curve (IS/OOS aware)

Cumulative P&L with the IS/OOS boundary marked. The shape is the first qualitative signal — long flats and flattening tails are immediately visible.

Equity Curve — IS / OOS split with the boundary clearly marked.
Candidates → Equity Curve

Analytics dashboard

Monthly returns, drawdown curve, monthly heatmap and trade distribution. The qualitative signals you check before any deeper test.

Analytics — monthly returns, drawdown, heatmap and trade distribution.
Candidates → Analytics

Validation runs

Compare a candidate's expected metrics against an actual live-equivalent run. Net P&L, Max DD, Win Rate, Profit Factor and Avg Trade — side by side with diff %.

Validation — baseline vs validation equity curves and metric diffs.
Validation

Workflow

Time Analysis

Performance bucketed by hour-of-day, day-of-week and month. Spot the dominant session and the negative-expectancy buckets you should sit out.

Editable rule thresholds

Set thresholds for net profit, trades, profit factor, average trade, expectancy, drawdown and the binomial filter.

Native TradeStation integration

EdgeProof opens directly inside TradeStation Desktop and receives your strategy trades automatically — no exports, no copy-paste, no setup.

100% local computation

Your trade data is parsed and analyzed entirely on your machine. Nothing is uploaded, nothing is logged. Works offline after first load.