Tools for traders who are serious.
Deep market and strategy analytics for traders who want to work on data, not intuition.
Strategy builder
11 steps. Any complexity. No code.
The list of indicators and conditions is constantly expanding.
Backtester
A backtest that shows you what you will actually get
Most backtesters paint an ideal picture: no commissions, no slippage, no funding. The strategy looks beautiful on history and bleeds in live trading.
Veskald's backtest accounts for every real-trading cost: you set commission yourself based on your exchange tier, funding recalculates every 8 hours, slippage depends on liquidity, and on large orders the impact of size on execution price is included. The backtester core parameters are open — you see exactly how each trade is calculated and can tune the math to your trading profile. On trades up to $300 the gap with reality fits within a fraction of a percent — verifiable in the Execution Log.
What you get after a backtest
- 20 performance metrics: Profit Factor, Sharpe, Sortino, Calmar, Max Drawdown, CAGR
- Equity curve with zoom by period
- Comparison against Buy & Hold
- Monte Carlo stress test and Trade Shuffle
- Market-regime map — where the strategy earns, where it bleeds
- Auto-Insights — automatic recommendations based on clusters
- Every trade available for review, candle by candle
Automated strategy tuning
Replaces weeks of manual grid search. Looks for stability, not the peak.
By hand you will try 10–20 parameter combinations and get tired. A genetic algorithm goes through thousands. But it is not about speed — it is about what exactly it is looking for.
An approach that defends against overfitting
A smooth equity curve
the algorithm optimizes not for maximum profit (one lucky trade means nothing) but for a smooth equity curve
Population diversity
if all variants start to look the same — the system intervenes so you do not get stuck in a local maximum
Out-of-Sample validation
after optimization the strategy is tested on data that was not in the search. If it drops — it is overfitting, back to the original parameters
Excluded periods
you can exclude anomalous periods (flash crashes, non-representative segments) from the search
Market analytics — one screen per asset
Add an asset — get its whole context in one place: four timeframes, chart events, AI-read news, a live order book and the macro regime. No recommendations, no “buy now”: raw data, honestly labeled. You build the picture.
Four-timeframe report
15m, 1h, 4h and 1d side by side: trend structure (HH-HL / LH-LL), slope, ADX-based strength and volume — plus support and resistance levels that carry a score, touch count and reaction strength, not just a line someone drew.
Chart events
A rolling 7-bar window on every timeframe highlights hidden factors — divergences, band breakouts after a squeeze, momentum shifts. Click a marker and see exactly which candle it points at, and why.
News, read by AI — twice
The news wire runs through two separate AIs: the first decides whether a piece of news deserves attention at all, the second scores what passed — sentiment and impact. Both are tuned on our own verified data, not a raw scrape of public feeds. Scores align with the chart by release time — price makes a new low while negativity dries up? That divergence is the point.
Live order book, pinned to the chart
Depth, walls and spread — live. Drag across the book to pin liquidity zones straight onto the levels chart, next to support and resistance.
Macro regime
One banner answers “what mode is the market in”: Easing, Tightening or Neutral. Behind it — funding and open interest per exchange, 14 macro metrics with 1D/1W/1M changes, and an event calendar with countdowns.
Open any past date and see what the report showed before the move — not after it. Analytics you can check is the only kind worth reading.
Trading journal and Execution Log
Every trade — three layers: expectation, reality, the gap
Trading journal
A full trade history with filters by date, direction, status and result. Each trade can be opened and replayed candle by candle — like a video player for the chart. You see how the situation unfolded, what news was happening at every candle, and what decisions the strategy made. Panic-closed a trade that then went your way? The journal shows what that decision cost.
Execution Log
A comparison of the backtest with reality: what the test expected and what actually happened. Green check — matched. Red triangle — mismatch, worth a closer look. Systematic mismatches are a reason to revisit parameters. One-off ones are normal market noise, covered by your reserve.
One strategy is a bet. A portfolio is a system.
Combine several strategies into one portfolio — and see how they work together. Veskald shows the aggregate equity curve, the combined Sharpe ratio, correlations between strategies, and how they compensate for each other's drawdowns. Three average strategies with low correlation often produce a smoother curve and shallower drawdown than one "perfect" one.
Portfolio-level risk management
Global rules for all strategies: daily loss limit, max trades per day, leverage cap. Plus per-strategy settings — the global rules act as a safety net, the specific settings refine behavior.
The "What if" calculator shows how many days, given current settings, until you hit a chosen drawdown — so you understand in advance whether your approach is too aggressive.
