FILTRIX / Lesson 03 of 4
How to Run Execution Analysis
Test entry and exit rules on a saved FILTRIX context. Follow the minute-data pipeline, interpret per-share PnL, and inspect individual trade charts.
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Execution Analysis video walkthrough
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Welcome to Filtrix Execution Analysis. Context describes the historical sample. Execution tests a specific entry and exit rule using intraday bars. In this walkthrough, you will choose a saved context, configure a small preview, and review both the summary and individual trades. These are historical simulations, not live orders.
Open Execution and select your saved context. Start with twenty-five or fifty pairs so the first run is easy to inspect. Each pair is one symbol and trading date, not necessarily one completed trade. A rule may never trigger, or usable price data may be unavailable. Use a context saved with All rows, and avoid selecting the sample by its future closing outcome.
In Strategy Configuration, choose the timeframe and side. A one-minute timeframe is a straightforward starting point. For a simple baseline, choose Long and Open at zero nine thirty. Other entries include Green to Red, Red to Green, and Bar Break. Green to Red looks for a completed bar closing below the regular open; Red to Green looks above it. Choose the rule before examining the results.
Choose an Exit Rule. Close at sixteen hundred uses the end of the available regular session. Hold Minutes lets you enter a holding period, such as thirty minutes. Stop Loss and Take Profit use percentage inputs: enter one for a one-percent stop and two for a two-percent target. These values are an interface example, not a recommended strategy. Trading times are shown in Eastern Time.
Select Preview. Filtrix first prepares or reuses the required minute data, then simulates your selected rules. Follow the pipeline status and wait for the run to finish. Stop cancels an active run. If the result contains no trades, check your context, data availability, and entry conditions before assuming the strategy failed. The requested pair count and the completed trade count can differ.
Read Trades, Win rate, Profit Factor, and Total P and L together. Profit Factor compares gross gains with gross losses; below one means losses exceeded gains. In this simulator, P and L is the price change per share, with the direction adjusted for Long or Short. Total P and L adds those values across trades. It is not a portfolio return and does not include commissions, slippage, or position sizing.
Below the summary, select a trade row or its symbol to open the chart. Check the entry and exit markers, timestamps, and surrounding bars. Inspect losing and unusual trades as carefully as winning ones. Price bars cannot reproduce every detail of a live fill. A strong summary is useful only when the individual trades make sense under the rule you selected.
For the next run, keep the context, pair count, side, and timeframe fixed, and change one rule. Record the result, then validate the idea on another date period before drawing conclusions. Start small, inspect the trades, and only then expand the sample. You can replay any chapter of this tutorial while working through the same steps in Filtrix.
What You Will Learn
- Choose the saved context you want to test.
- Set pairs to simulate, timeframe, and long or short side.
- Configure entry and exit rules that match your real plan.
- Read Trades, Win rate, Profit Factor, Total PnL, and per-trade charts.
Before You Start
- A saved Context Analysis, preferably saved with All rows for an execution test.
- A defined entry, exit, timeframe, and long or short side.
- Available execution quota; the app shows Limit Reached when a run is unavailable.
Choose a saved context and start with a small preview
Open Execution and select the saved context. A pair is one symbol and trading date. Start with 25 or 50 under Pairs to simulate. The number of completed trades can be smaller: a rule may not trigger, or usable data may be missing. Keep sample settings fixed when comparing rules.
Set the timeframe, side, and Entry Rule
In Strategy Configuration, Timeframe groups bars for entry evaluation and Side controls the PnL direction. Available entries are Green to Red, Red to Green, Open at 09:30, and Bar Break. Green to Red uses the first eligible completed bar closing below the regular open; Red to Green uses a close above it. Bar Break checks the previous bar high for a long or low for a short and enters at the signal bar close.
Specify the Exit Rule
Close at 16:00 exits at the last available regular-session close. Hold Minutes sets a holding period after entry. Stop Loss / Take Profit accepts percentages: 1 means a 1% stop, and 2 means a 2% target. Untriggered exits fall back to the available session end. Times are shown in ET. Bar-based fills are approximations; when stop and target both touch in one minute, the engine uses the stop first.
Select Preview and follow both stages
Preview first prepares or reuses minute bars for the selected pairs, then simulates execution. The Pipeline shows Prepare data and Simulate execution, with progress and any reported errors. Stop cancels an active run. If no trades appear, check the context, entry conditions, and data availability.
Interpret the Strategy Summary and PnL units
Read Trades, Wins, Losses, Win rate, Profit Factor, and Total PnL together. Profit Factor is gross gains divided by gross losses; a value below 1 means gross losses were larger. PnL is the signed price change per share for each simulated trade. Total PnL sums those values; it is not a percentage portfolio return. Commissions, slippage, borrow costs, and position sizing are not included.
Inspect individual trades and compare one change
Select a trade row or its symbol to open the chart. Check entry and exit markers, timestamps, and surrounding bars. Review losing trades and outliers as well as winners. For the next comparison, keep the context, pair count, timeframe, and side fixed and change one rule. Then validate the idea on another date period.
Your turn / about 5 minutes
Inspect a baseline before changing it
Keep a brief note of your inputs and what you observe.
Open FILTRIX in a new tab ↗- Select the full AAPL 2025 exercise context. Set 25 pairs, 1 minute, Long, Open at 09:30, and Close at 16:00.
- Run Preview. Record completed trades and Total PnL with its per-share units.
- Open a trade chart and explain its entry and exit. For one comparison, hold the sample and other settings fixed and change only the exit.
You're done whenYou can connect a summary metric to an individual trade and name the costs missing from the simulation.
Pause before moving on
Check your understanding
Answer in your own words, then open each question to compare.
You requested 25 pairs but got 18 trades. Is that necessarily an error?
No. A pair is a symbol and date, not a guaranteed trade. An entry may not trigger, or usable data may be missing. Review the pipeline and individual results.
Is Total PnL your percentage account return after costs?
No. It sums signed per-share price changes. It does not model position sizing, commissions, slippage, or borrow costs.
What value represents a 1% stop loss?
Enter 1. Entering 0.01 would mean 0.01%, not 1%.
Get unstuck
If something looks different
The pipeline is still preparing data.
Preparation happens before simulation. Check the Prepare data and Simulate execution stages and any error message. Stop an unwanted run before starting a new one.
No trades appeared.
Check the saved context, requested pairs, entry rule, and data availability. A valid setup does not guarantee that an entry condition triggers.
The app shows Limit Reached.
Check the account usage and plan information shown in the app. Repeatedly clicking Preview will not restore the available quota.
Common Mistakes to Avoid
- Treating the requested pair count as the final number of trades.
- Interpreting Total PnL as an account return or a result after trading costs.
- Choosing the sample using future closing outcomes.
- Changing the sample and several rules at once, then attributing the difference to one rule.
- Accepting a summary without inspecting individual trades.
Related lessons
How to Validate a Trade-Ideas Alert
Translate a Trade-Ideas alert into measurable FILTRIX filters, inspect the historical sample, and test a defined execution rule.
How to Use Context Analysis
Build a FILTRIX context, set the close-position band, understand the historical sample and result buckets, then save the full sample for execution testing.
Ready to test the setup?
Use the practice task to record your inputs, inspect the sample, and explain the result.
Go to the practice task ↑