Weekday filter
The weekday filter lets you ask "what if this strategy only traded on certain days?" — by enabling or disabling days of the week per strategy.
What it does
For each strategy you choose which weekdays (Monday–Sunday) are enabled. Disabled days are removed from that strategy's series before aggregation — as if those trades never happened. The portfolio curve, metrics and downstream analysis all reflect the filtered data.
It changes the whole analysis
The weekday filter isn't just a view — it's applied at the source. Correlations and Monte Carlo both respect the active filters, so the numbers they produce are for the filtered portfolio.
Per-weekday statistics
The Weekday page breaks each strategy down by day of the week, showing for every weekday:
- number of trades and win rate (positive days over active days —
positive / (positive + negative)— so flat P/L = 0 days never dilute it); - total, average and standard deviation of P/L;
- max drawdown and max time under water (the longest stretch below a prior peak).
This is where you spot that, say, Mondays carry most of the risk while Wednesdays do the work.
Setting filters
- Inline — toggle days directly in the Workspace while you analyse.
- Dedicated page — manage all per-strategy filters together on the Weekday page.
Filters are part of the session, so they're captured when you freeze a variant — letting you compare "all days" against "Mondays off" side by side.