HISTORICAL SCENARIO ANALYSIS
Analyse your trade history.
Explore an equal allocation across a selected period of your own completed trade history. Include losses as well as gains.
Your file stays in this tab. It is not uploaded or saved by this tool.
CSV format & return definition
Use these four column headings:
trade_id,opened_at,closed_at,net_return_pctDates use YYYY-MM-DD (UTC). Each trade ID must be unique. Leave both closed_at and net_return_pct blank for an open or unresolved trade.
A return of 2.5 means a net gain of 2.5% on the cash allocated to that trade; -2.5 means a loss of 2.5%. Include all commissions, spread, slippage, financing, borrowing and currency effects in that return. Do not enter gross price changes or returns on a different capital basis.
Download blank CSV templateOr paste CSV records
Processed locally, just like an imported file. Paste only records you are entitled to use.
Presets end on your selected end date. After import, this is the most recent closing date in the file.
Currency changes the allocation and display unit, not historical exchange rates. Use net returns measured on the same currency basis.
Start with the complete record.
Import a trade export containing both gains and losses to calculate a historical scenario.
Use your complete net-return records. Momentum’s research volume figures are not inputs to this calculation.
For each trade closed in the period: allocation × net return ÷ 100. The tool adds those outcomes with no compounding, reinvestment or additional leverage. It assumes recorded returns and costs scale proportionally with the allocation; minimum fees, liquidity and execution differences can make this inaccurate. It excludes personal taxes, membership fees and unrealised positions. It does not measure drawdown, capital availability or the risk of the strategy. Past and hypothetical results do not predict future returns. You can lose money.