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From the team.

Notes on trading psychology, simulator design, and how we think about building tools for serious traders. No noise — we publish when there's something worth saying.

Posts
15
Latest
Sep 29, 2026
Since
Jan 2026
Length
1–9 min reads
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01 · Writing

15 posts
worth reading.

Sep 29, 2026 3 min

Revenge trading: how to spot tilt in your own data

Tilt is hard to see from inside a session and easy to see afterwards: bigger size after a loss, faster re-entries, stops that disappear. What to look for, and the rules that interrupt it.
Sep 16, 2026 2 min

How to backtest a futures strategy without writing code

Manual backtesting on replay is slower than a script but answers questions a script can't: whether you can actually execute the rules under uncertainty.
Sep 14, 2026 2 min

How to structure a replay session so it teaches you something

An unstructured replay session is an expensive way to watch candles. A session plan, one focus, and a review turn it into training.
Sep 11, 2026 2 min

Paper trading vs replay: which one actually builds skill

Both remove financial risk. Only one lets you run a year of setups in a weekend, and only one forces you to sit in a losing position.
Sep 9, 2026 8 min

Deliberate practice for traders: what it actually requires

Screen time is not practice. The four conditions of deliberate practice in trading, a weekly routine built on them, and how to measure whether it is working.
Aug 25, 2026 3 min

Stop or target first? The same-candle problem in backtesting

When one bar's range covers both your stop and your target, OHLC data cannot say which was hit first. How simulators guess, and how to keep the guess from flattering you.
Aug 4, 2026 3 min

Liquidation price explained: what leverage actually does to your stop

At 10x leverage a long is liquidated after a move of under 10%; at 50x, under 1.5%. How the liquidation price is calculated, and why it is not a stop-loss.
Jul 13, 2026 1 min

Why the replay stays smooth at 10x

A simulator is only useful if you can run it for hours without it fighting back. How Backcandle keeps the UI responsive at 10x.
Jun 9, 2026 3 min

Drawdown recovery math, and why risk per trade decides it

A 20% drawdown needs a 25% gain to recover; a 50% drawdown needs 100%. The single setting that controls how deep drawdowns go is how much you risk per trade.
May 19, 2026 1 min

The case for compressed practice time

If your edge appears twice a week, 300 repetitions take three years at 1x. Replay compresses that feedback loop into a month of focused work.
May 19, 2026 9 min

Why bar-by-bar replay beats chart scrollback

Scrolling a chart back feels like practice, but the outcome is already on screen. How bar replay trading practice restores the uncertainty, with a sample session.
Apr 14, 2026 3 min

Losing streaks are math, not a broken strategy

With a 60% win rate, the chance of five losses in a row somewhere in 100 trades is about 46%. How long a streak to expect, and what to do before it arrives.
Mar 10, 2026 3 min

Hindsight bias in manual backtesting — and what replay does not fix

Hiding the right side of the chart removes the obvious leak. Two quieter ones remain: remembering the chart, and adjusting the rules while you test them.
Feb 10, 2026 3 min

How many trades do you need before you trust a backtest?

Thirty trades tells you almost nothing and a hundred is often not enough. The sample you need depends on how big your edge is relative to the noise around it.
Jan 13, 2026 3 min

R-multiples and expectancy: the two numbers your trading journal needs

Dollar P&L mixes skill with position size. Measuring every trade in units of initial risk makes results comparable — and expectancy tells you whether the edge exists.