Comparison — 2026

SignalDeck vs Edgewonk

Edgewonk built its reputation on psychology journaling. SignalDeck was built to quantify your edge — with a real backtester, real-time analytics, and R-Multiple as the organizing principle of everything.

SignalDeck: Free (Beta) Edgewonk: ~$14/mo

Choose SignalDeck if...

  • You want a real rule-based backtester, not manual R-entry
  • You need Walk-Forward Analysis to detect strategy overfitting
  • You want real-time analytics in a modern web interface
  • You trade forex or crypto and need native pip/leverage support
  • You want SQN scoring and Kelly Criterion sizing built in

Choose Edgewonk if...

  • Psychology journaling is your primary focus
  • You prefer a desktop-based, offline-first tool
  • You're already using their Edge Finder algorithm
  • You need 200+ broker auto-imports

Feature Comparison

Feature SignalDeck Edgewonk
⚡ Strategy Backtester
Strategy Backtester ✅ Full Engine ⚠️ Manual R-entry only
Walk-Forward Analysis ✅ Overfit Detection
Monte Carlo Simulation ✅ 1,000 paths
Parameter Optimization ✅ Grid Search (500 combos)
Backtest ↔ Journal Overlay ✅ Strategy Link
R-Value Analytics
R-Value Native Framework ✅ Core Design
SQN Score
Kelly Criterion Sizing
Structured Post Mortem ✅ 5-Step Protocol
Execution Quality (MAE/MFE)
Real-Time Analytics ✅ Live Polygon data ❌ Desktop/offline
Platform
Psychology / Behavioral Tags ✅ Diary + Mental Journal
Broker Auto-Import ⚠️ Coming Soon ✅ 200+ brokers
CSV Import/Export
Native Forex Support
Native Crypto Support
Monthly Price Free (Beta) ~$14

View full comparison with all 6 competitors

The "Backtester" Problem

Edgewonk's backtester asks you to manually input R-multiples for each historical trade. That is not backtesting — it is retrospective journaling. A real backtester executes strategy rules against historical price data without human input. SignalDeck does the latter.

Edgewonk "Backtester"

  • You manually enter each trade's R-multiple
  • No price data, no rules, no automation
  • Can't tell you if your parameters are overfitted
  • No Walk-Forward Analysis, no Monte Carlo

SignalDeck Backtester

  • Executes strategy rules against historical OHLCV data
  • Walk-Forward Analysis detects overfitting automatically
  • 1,000-path Monte Carlo for worst-case drawdown
  • Grid-search finds optimal parameters across 500 combos

Frequently Asked Questions

Does Edgewonk have a strategy backtester?

Edgewonk has a feature called a backtester that requires you to manually enter R-multiples for historical trades — it does not execute rules against historical price data. SignalDeck has a true rule-based backtester with Walk-Forward Analysis, 1,000-path Monte Carlo simulation, and grid-search parameter optimization.

How does SignalDeck compare to Edgewonk for R-Multiple tracking?

Edgewonk lets you manually enter R-multiples in a spreadsheet-style interface. SignalDeck calculates R-multiples automatically from entry, stop, and exit prices and uses R as the core organizing principle — every metric flows from risk-normalized R-value, including SQN, Kelly Criterion, equity curves, and Post Mortems.

Is SignalDeck or Edgewonk better for psychology tracking?

Edgewonk has a strong psychology focus with Diary and mental state tracking. SignalDeck adds a structured 5-step Post Mortem protocol that goes beyond free-text psychology notes into a systematic review process (Setup Diagnosis → Management Diagnosis → Verdict → Training Gap → Mentor Feedback).

Does Edgewonk support crypto?

Edgewonk does not natively support crypto. SignalDeck supports crypto natively with 24/7 market logging, multi-exchange tagging (Binance, Coinbase, Kraken, Bybit), spot and leverage journaling, and the full R-value analytics framework.