The same engine as live trading
A backtest is stored as a named set of trades marked 'study'. Analytics computes it with the same formulas as your real trades.
Two tools for one job: a backtest from a file and a 'What if' lab on your real trades.

The idea drew a pretty curve and stayed in that software. How you actually trade it lives in the journal in another window, and nobody measures the gap between plan and practice.
a curve on history isn't a result yet
How it works here
A backtest is stored as a named set of trades marked 'study'. Analytics computes it with the same formulas as your real trades.
A backtest is excluded from every live metric. To see its numbers, you pick the study explicitly.
The lab knows entry, exit, stop, target and how far price travelled during the trade. What the journal can't know is marked 'unknown', and the count of those trades is always shown.
Levers on the left, consequences on the right. Levers work across the accounts you pick, and the result shows as a curve, metrics, by month, by account and per trade with a reason.

The engine looks at your trades and finds an observation, for example: price rarely goes against you beyond 40% of the stop. A scenario follows from it, stop ×0.5, and the engine computes it in money right away.

Export trades from FX Replay, Notion, TradeZella or your own spreadsheet. Columns are recognised by meaning, and the study is computed with the same formulas as live trading.

Where it differs
Tick replay and intraday simulators exist in other software; we don't have them. We test the idea on your real record: what your own rules, a day stop or a different target would have given on the trades you already made.
Check it yourself
Switch on the 'By my own rules' lever. On the right you get the before/after curve, the difference in every metric and the list of trades with the reason each changed.
The order
'What if I'd kept my rules?' or 'What if the target were further?'. Ready levers cover the common questions.
The engine recomputes the trades and shows how many were affected and how many are unknown.
Curves, metrics and trades side by side. A finding with a third of trades unknown reads differently from one with three.
What it does not do
Questions
The lab works on your trades, a backtest on the file you bring. Replay takes daily candles from a free, delayed source, and the screen says so.
No. Those draw and replay the chart; here the idea meets your real record. You can load an FX Replay export here as a backtest.
The trade closed at its target, and with a ×2 target price might have got there or turned. The journal doesn't know. You choose how to count those: as they were, at zero, or as a full stop.
No. The lab and the hypotheses are pure functions under tests. A model can only review the finished result.
The gap between plan and practice is what matters, and here it's computed on your trades.