Risk management7 min read
Core guide
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Risk management for algo traders
A trading system is only useful when its position size and drawdown rules are clear enough to survive a bad run.
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Topic / Risk management
Risk management
Position sizing, drawdown controls, and surviving losing streaks.
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Strategy8 min read
Core guide
Research basics
How to read a backtest without fooling yourself
Profit factor and win rate are useful clues, not a verdict. Learn which parts of a report deserve your attention.
Read articleStrategy7 min read
Core guide
Validation
Walk-forward analysis explained
Learn how rolling in-sample and out-of-sample windows reveal whether an algorithm survives beyond the period that shaped it.
Read articleTrading foundations6 min read
Core guide
Real-world trading
Spread, slippage, and execution costs
Small trading costs compound. Here is how to measure the difference between a clean backtest and a real MT5 fill.
Read articleRisk management7 min read
Core guide
Evaluation accounts
Prop-firm EA rules checklist
Before running automation in an evaluation, translate the firm's current rules into checks your setup can actually enforce.
Read articleData & research7 min read
Intermediate
Performance analysis
Expectancy and the distribution of returns
Learn why the average trade, dispersion, streaks, and tail outcomes matter more than a single headline percentage.
Read articleData & research6 min read
Beginner
Performance analysis
Win rate, profit factor, and payoff ratio
Read common trading metrics together so one attractive number cannot hide an unstable or expensive system.
Read articleRisk management8 min read
Intermediate
Risk management
Risk of ruin, drawdown, and recovery time
Translate losing streaks into account-level consequences and understand why recovery requires more than the percentage first lost.
Read articleRisk management8 min read
Intermediate
Risk management
Position-sizing methods for algorithmic systems
Compare fixed lots, fixed cash risk, volatility sizing, and account-based sizing before selecting a rule your broker can support.
Read articlePortfolio design8 min read
Intermediate
Portfolio design
Correlation and portfolio risk
Two bots can look diversified by name while taking the same macro risk. Learn how to measure shared exposure before combining systems.
Read articleData & research8 min read
Intermediate
Robustness
Monte Carlo stress testing for trading systems
Use resampled trade sequences and perturbed costs to explore how much of a backtest depends on a favourable path.
Read articleData & research8 min read
Advanced
Market microstructure
Liquidity and market impact
A strategy can be profitable on paper but untradeable at its intended size. Learn how liquidity changes the result.
Read articleRisk management7 min read
Beginner
Trade management
Stops, targets, trailing exits, and time exits
Exit logic controls the trade distribution, account exposure, and operational behaviour. Design it as carefully as the entry.
Read articleRisk management8 min read
Intermediate
Protection
Daily risk controls for Expert Advisors
Build account-level brakes that remain active when the strategy is wrong, the market is abnormal, or the operator is away.
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