Heatmap

Updated Aug 25, 2026

A sweep of thirty backtests is thirty rows to read. The heatmap turns those same results into a grid: one axis per parameter you varied, one cell per combination, colored by the metric you care about. Patterns that are invisible in a list, such as a plateau of good values or a cliff edge you do not want to sit next to, are obvious on a grid.

Building one

1. Run a sweep, usually with Span set to build separate backtests.

2. In your backtest list, select the backtests you want on the grid and choose Heatmap. You can also open the heatmap straight from a tag, which is the easier route if you tagged the sweep when you ran it.

3. Choose the metric to color by.

The axes are worked out from the backtests themselves. Whispertrades compares their configurations, finds the parameters that actually differ across the set, and offers those as axes. You do not have to tell it what you swept.

Metrics you can color by

• CAGR, Total Return, MAR

• Max Drawdown

• Sharpe, Sortino

• Profit Factor, Win %

• Annualized Volatility

• Premium Retained %, Average Gain, Total Trades

Each metric knows which direction is good. Higher is better for CAGR and Sharpe, lower is better for drawdown and volatility, and the color scale follows the metric rather than the number, so the strong cells always read as strong.

Reading the grid

Look for regions rather than winners. A single outstanding cell surrounded by poor ones is usually a coincidence of that particular history, and it is unlikely to repeat. A block of neighbouring cells that all perform reasonably is a parameter range your strategy is genuinely comfortable in, and the middle of that block is a safer choice than the best cell on the grid.

Exporting

Export the grid to CSV to do your own analysis on the numbers, or export it as an image to keep or to share.