Runtime
Browser-local scenario model
Inputs and modeled outputs stay in the current browser unless the user exports or shares a workspace package.
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Trading Bots / Free now
Test strategy assumptions against symbol, timeframe, fee, slippage, and risk inputs before going live.
Best use
A pre-flight tool for traders who want a clearer read on drawdown, win rate, and position sizing.
Outputs and next tools
Monitor Binance, Bitget, and Bybit spreads with demo APIs, professional operating profiles, and guarded live escalation.
Run a Binance or Bybit futures strategy desk with demo/live APIs, ranked symbols, capital-preservation, systematic, and tactical profiles, plus server-enforced risk stops.
Allocate capital across preservation, systematic, and tactical bot profiles with daily loss locks and runner health checks.
Every Attnom tool now declares its input, runtime, output, recovery path, and limitation before the work begins.
Modeled scenarios are estimates, not financial advice, brokerage execution, tax filing, or guaranteed outcomes.
Browser-local scenario model
Inputs and modeled outputs stay in the current browser unless the user exports or shares a workspace package.
Structured planning inputs for strategy validation, fee sensitivity checks, demo-to-live planning, and bot rule tuning..
Readiness is checked before the primary action becomes eligible.
Equity curve, Drawdown score, Trade summary with visible assumptions and editable scenarios.
The workspace keeps the result close to its settings and source context.
Saved presets, local workspace snapshots, retry state, and export bundles support repeatable review.
Errors and retries remain explicit instead of collapsing into a generic failure.
The backtester should feel like a scenario lab with replay-ready regimes, slippage models, benchmark overlays, and capital-profile comparisons.
Research mode
Scenario library
Operators should be able to start from saved market states instead of rebuilding every assumption from zero.
Trust rail
Benchmarks visible
Every result should show what it beat, missed, or barely cleared before it earns credibility.
Capital lens
Profile comparison
The same strategy should be readable across conservative, core, and aggressive capital envelopes.
Launch flow
Step 1
Choose a regime or scenario library entry before tuning the fine-grain parameters.
Step 2
Compare fees, slippage, and benchmark overlays alongside the base strategy output.
Step 3
Review how the idea behaves across different capital profiles before treating it as live-ready.
Step 4
Export the replay notes so research and live operation stay connected.
Desk capabilities
Net P&L
$0.00
Ending equity
$0.00
Max DD
0.0%
Expectancy
0.0%
Win rate
0.0%
Profit factor
0
Benchmark gap
-$1,240
Equity curve
Research replay
Scenario
Trend expansion
Continuation regime with measured fee assumptions and mid-speed execution.
Regime tag
Trend continuation
Keeps the replay anchored to a market state instead of raw parameters alone.
Slippage model
Base desk
Normal live routing with realistic fill decay.
Benchmark
BTC hold
Passive beta benchmark for directional crypto exposure.
Conservative capital
$0.00
0.7x size envelope with stricter promotion rules and faster stop compression.
Core capital
$0.00
Base desk deployment if the replay clears benchmark, cost, and drawdown trust gates.
Tactical capital
$0.00
1.3x size only if the strategy still behaves under stress slippage and benchmark scrutiny.
Backtest notes
Desk shortcuts
Desk protocol
Scenario clarity
Saved regimes and market states should anchor the test so every comparison has context.
Cost honesty
Fees, slippage, and stress variants should be visible enough to disqualify fragile ideas quickly.
Promotion gate
Backtests should earn promotion through comparison, not just by posting a green equity curve.
Trust and support
Saved bot workspaces
Free: 1
Premium: 8
Live exchange connections
Free: Demo only
Premium: 2
Support path
Trading desk
2h first response
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