Moomoo Strategy Replay Harness

How to use this (4 steps)

Set the rules below — or just click a preset button (Cut TSLA, Delay entry, etc.) to pre-fill the form. You don't need to touch every field; anything you leave alone uses a sensible default. To test specific months, check them in the new "Months to include" box (leave all unchecked = every month).
Click "▶ Run Backtest." A yellow banner appears right under the Run button saying it's running — ~2 seconds for a base run, up to a minute or two if you selected many Extended-range dates (each date replays real tick data).
When it finishes, that banner turns green, and the full result — net P&L, win rate, every trade, an equity curve — opens automatically in the "Your Latest Result" panel right below it.
It's also added to the "Saved Runs" table further down, sorted by Net P&L (best on top — marked 🏆). Click View on any past run to reopen its detail, then ⚙ Copy variables to load that run's settings back into the form and tweak from there.

Configure a run

Months to include ?

Leave all unchecked to run every month (default). Check specific months to run only those — the run is restricted to them, and each month's Extended-range dates get auto-selected so its trades are included.

clear (= all months)

Loading months…

Entry filters

Tickers allowed

SPY TSLA NVDA META

Directions allowed

CALL PUT

Entry window start (ET)

Entry window end (ET)

Max entry premium ($)?

Position cap ($)?

Max trades / day (blank = unlimited)?

Exit rules

Exit mode?

Breakeven stop after T1?

Move stop to entry price once T1 gain hit

Time stop (blank = disabled)?

Max hold before T1 (minutes, blank = disabled)?

Daily loss cap $ (stop for the day, blank = off)?

Daily profit target $ ("hit goal → stop", blank = off)?

Entry confirmation (Josh's rule)?

Require expansion candle?

Candle 2 body ≥ candle 1 body

Stop / target tiers (by entry premium)?

Tier premium ≤	Hard stop %	T1 gain %	T2 gain %	Post-T1 trail %	Post-T2 trail %

Extended date range ?

By default this backtest only uses the 72 real historical trades (Feb 3 – Mar 18). Check any date below to also include synthetic trades built from that day's signal levels + real market data. Dates marked bot-archive came from signals pasted into #signals-copied on Discord (paste more there — with the date in the title — and they appear here on refresh). Dates whose days already have real trades are excluded automatically to prevent double-counting.

select all · none · all after Mar 23

Loading available dates…

~2s base; up to a couple of minutes with many extended dates selected. Status appears just below.

✕ close

Your Latest Result Just completed

Equity curve — cumulative P&L ($, left axis) across trades in date order (bottom axis). ▲ peak · ▼ deepest drawdown · ● final. Hover any point for its trade details.

Loads this run's exact settings (including its extended-date selection) back into the form above, so you can tweak and re-run from it.

By ticker / direction:

Ticker	Dir	Entry time	Entry $	Contracts	Exit $	P&L	Exit reason	Source

📝 Paper-trading comparison (live rules vs Josh-aligned, same signal & same data, no real orders)

Runs automatically every trading day and logs what each rule set would have done — an out-of-sample track record built before changing anything live. Days with no signal are logged as "no signal" and trade nothing.

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Cumulative paper P&L per rule set across logged signal days. ■ live rules ■ Josh-aligned.

Date	Signal	Live: trades	Live: P&L	Josh: trades	Josh: P&L	Δ
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Saved runs (sorted by net P&L — best combination floats to the top)

👇 Every run you complete lands here automatically, sorted best-to-worst by Net P&L (🏆 = best so far). Click View to reopen its full detail above.

Label	Trades	Net P&L	Win %	Profit Factor	Expectancy	Max DD	When	Actions
No runs yet — configure params above and click Run Backtest.