1. Backtest events
TradingView List of Trades shape, with six entry and exit rows.
Download sample-backtest.csvThis quick start uses a small, synthetic dataset. It is designed to teach the comparison workflow without using personal trading data or waiting for webhook events.
The report should contain:
Those counts are a fixture check, not a performance target.
1. Backtest events
TradingView List of Trades shape, with six entry and exit rows.
Download sample-backtest.csv2. Alert events
Standard alert-import shape, with five matching rows and one intentional extra event.
Download sample-alerts.csvThe repository test suite sends these exact files through the same parsers and matcher used by the app. If a format change breaks the sample, the focused test fails.
Open Backtest vs Alerts.
In Data Scope, select the full day 15 January 2025. Choose CSV Import,
open Upload File, and load sample-alerts.csv.
In Strategy Properties, enter:
Docs Sample StrategyAAPLIn Backtesting Results, upload sample-backtest.csv. Leave CSV timestamp
timezone set to UTC.
In Analysis Configuration, use a 5 minute forward tolerance, 1 minute backward tolerance, and 2% price tolerance. These values reproduce the sample result; they are not universal recommendations for another strategy.
When the Ready to Analyze card appears, select Run Analysis.
Confirm the counts above, then turn on Show only problems. Locate the missing
exit at 15:00 UTC and the extra short-entry alert at 16:00 UTC.
Replace the sample files with your TradingView List of Trades export and either an alert-history CSV or captured webhook events. Set the date range and timezone to the source data, and choose tolerances from the strategy’s timing and market context.
Open TradingView’s Strategy Tester, switch to List of Trades, and use the export control to download the CSV.