Span (Parameter Sweeps)
Updated Aug 25, 2026
Picking a single stop loss or a single delta and hoping it was the right one is guesswork. Span removes the guess: it runs the same position across a range of values so you can see the shape of the result instead of one point on it.
You choose a field, give it a start, an end and an increment, and Span builds one position for every value in that range.
Running a span
Open the backtest position you want to sweep and choose Span.
Pick a field, then enter Start, End and Increment.
Optionally pick a second field and give it its own range. Span then builds every combination of the two.
Choose whether the results go into one backtest or into separate backtests, and run.
Everything else about the position stays exactly as you configured it. Span only varies the fields you name.
One backtest, or many
Into one backtest. Every combination is added to the same backtest as its own position, so a single run produces a single set of results with each value plotted next to the others. This is the fastest way to read a one-field sweep, and the Positions chart in your results does the comparison for you. A backtest holds a maximum of 8 positions, so this mode suits narrow sweeps.
Into separate backtests. Each combination becomes its own backtest, which is what you want for anything wider than 8 combinations and for every two-field sweep. You can queue them all to run at once. Tag them as a set, and you can then lay the whole sweep out on a grid with the Heatmap.
Limits
Up to two fields in one span.
The total number of combinations is capped. Span counts them before it builds anything and tells you if you are over, so you can widen the increment or narrow the range.
Spanning into a single backtest cannot push that backtest past the 8-position limit, counting positions it already has.
What you can span
Almost every numeric field on a backtest position, across entry, strikes, filters and exit:
Group | Examples of what you can sweep |
|---|---|
Timing | Time of Day, Earliest Time of Day, Latest Time of Day, Days to Expiration |
Strike selection | Target, min and max delta; target, min and max % OTM; target, min and max premium; premium as % of underlying; strike offset % for GEX levels; center strike offset |
Spread width | Point width, delta width, % width and maximum width, for both call and put spreads |
Entry filters | Min and max VIX, IV, IVR; min and max starting premium; % from close, open, today's high and low, prior high and low |
GEX filters | Min and max total GEX; min and max % from the call wall, flip level and put wall |
Moving averages | Entry and exit MA crossover %, entry and exit MA value % |
Profit exits | Profit Target %, Delta Profit, Premium Target Profit |
Loss exits | Stop Loss %, Delta Stop, Premium Stop, % ITM Stop, % OTM Stop |
Trailing stops | Profit %, premium and delta triggers and trail amounts |
GEX exits | Call wall, put wall and flip level exit offset % |
The three timing fields take clock times, with the increment given in minutes. Every other field takes numbers.
Some fields depend on a filter being switched on. If you span one of those, Span switches the filter on for you rather than silently producing positions that ignore the value.
Reading the results
Each spanned position is named after the field and the value it holds, so a stop loss sweep produces positions reading SL 100%, SL 150%, SL 200% and so on. In a single backtest, the Positions chart in Results shows what each one contributed. Across separate backtests, select them in your list and use Compare, or use the Heatmap.
What a span costs
Sweep a short date range first.
A span over the full history multiplies your charge by every combination in it. Run the same span over a few months, confirm the positions are being built the way you expected and that the trade logs look right, and only then widen the dates.