ST EDGE · Professional Performance Analytics
PROPRIETARY FRAMEWORK · BETA

A result is not enough.
It has to hold.

Brings the rigour of an institutional desk to a trading history: return, risk, consistency and statistical robustness. It computes only what the data can support and, when they fall short, says so.

Free Beta download
Windows 64-bit · macOS on Apple silicon
Dark theme
ST EDGE dashboard in the dark theme · score, equity and drawdown, monthly statistics
Light theme
ST EDGE dashboard in the light theme · score, equity and drawdown, monthly statistics
ACADEMIC WORLD
For professors, researchers and university students
ST EDGE gives the Pro plan free, with every feature, to professors, researchers and students. Signing up with an institutional email address is all it takes, and there are no hidden costs.
A reproducible framework for analysing and evaluating trading performance, useful in teaching, empirical research and quantitative analysis
Recognised domains
15 metrics in 4 groups 3 data levels 10 PDF reports 0 AI in the score IT · EN PDFs included 100% local archives and calculations
THE QUESTION

The same +20%, two different stories

Two traders finish the year with the same return. Judged on the balance alone they seem identical, but they aren't.

ST EDGE puts into numbers what the balance doesn't show: how much risk was run, how consistent the results were and how much commissions cost.

Trader A
Trader B
Net return
+20%
+20%
Largest fall from the peak
−3%
−18%
Path
steady
in jolts
Where the result comes from
from many days
from a few exceptional days
Losing stretches
short
long
Illustrative example with made-up figures. It is neither a ranking of traders nor a forecast.
THE PRINCIPLE

It calculates and judges, or it stops and says so

Before a metric appears in a report, it goes through the same test: can it be calculated, and do the data support it? If not, n/a appears in place of the number, with the reason. The verdict concerns the observed performance, by defined criteria, and doesn't settle whether a strategy is valid in absolute terms.

Auto-cycling: four real cases from the ST EDGE analysis engine
METRICA RICHIESTA
Sharpe Ratio
CALCOLATO
1.84
Campione sufficiente, soglia dichiarata, intervallo di confidenza 1.62 – 2.05. Giudizio: eccellente per la categoria dichiarata.
THREE TOOLS, ONE YARDSTICK

Assess, compose, document

Everything starts from the same calculation on the days: the Assessment judges a profile, the Composer uses the same verdict to choose portfolios and the reports put it in writing.

TRUST

A verdict anyone can check

The verdict is computed by a rule-based engine. The optional AI Analyst comes after it: it comments on numbers already calculated and never enters the score.

01

The quantitative engine

The Assessment comes from a rule-based engine with no artificial intelligence. With the same data, the same version and the same settings, the report always comes out the same. The reproducibility seal on the cover states this, and if the data fingerprint is turned on the document also lists the days it was built from and the version that produced it.

02

AI Analyst, optional

A discursive commentary on numbers already calculated, written by a language model of the user's choice with the user's own API key. It doesn't change the calculations, doesn't enter the score and isn't a certification. A badge marks it, and the text can change from one run to the next: for a reproducible comparison, the Assessment is the reference.

These are real documents, generated by ST EDGE from the sample profiles: every metric sits next to its rating and band, and the appendix carries the formulas.

The samples, page by page →
THE TRADER'S DATA · IMPORT ISN'T ABOUT BROKERS

It's about the data

Where the data comes from doesn't matter. What matters is how it gets in and what is done with it next.

1

The source doesn't matter

Any platform, broker, account, bank or exchange works, as long as it exports the data to a text file. There's no broker-specific code, so there's never a wait for a particular broker to be supported.

2

The format matters, not the columns

If the data comes out as a text table (CSV, TXT, or cells pasted from a spreadsheet), ST EDGE can read it. It detects the separator (tab, `;`, `,`, `|`), the encoding and the decimal and date formats by itself. The only required field is the date; everything else is optional.

3

What's missing is derived, what doesn't add up is flagged

net = gross + swap − commissions − fees − taxes: if the file has the other figures, the missing one is calculated rather than estimated. If a value isn't there, the field is left empty instead of being filled with a zero. Before measuring anything, ST EDGE checks that each day's figures add up, flags the ones that need fixing and shows the before and after of every repair.

4

Three levels, only one required

The starting point can be days, the minimum the Assessment needs, trades, or transactions, which ST EDGE rebuilds into trades with FIFO logic and groups into days. Trades open up the Per-trade Analysis, by instrument, time of day and duration. The score is always calculated on the days: more detail adds analysis and leaves the score unchanged.

5

No integration to maintain

No broker APIs, no paid connectors, no updates to chase when a platform changes its export layout. A new format needs its column mapping set once; for MetaTrader 4 and 5, cTrader, Interactive Brokers and TradingView it comes ready. If the file changes later, the mapping is simply updated: ST EDGE remembers it.

6

Full control

The archive is a file on the user's computer. It can be exported at any time, restored in moments and kept anywhere.

7

No lock-in

Changing broker tomorrow? The history stays where it is. ST EDGE itself can be left at any time too, because the files it exports use the same headers and format it reads, so there's no lock-in.

WHERE IT RUNS

A desktop app, with the data on the user's computer

A desktop application written in Python that works locally. For now the public beta is available for Windows 64-bit only.

Windows
Local-firstArchives and calculations stay on the user's computer. Only the license check goes online, with a usage count, and, if the AI Analyst is used with an external provider, a summary of statistics already calculated: never days, trades or orders. Details in the FAQ.
Declared data originReal, test environment or undeclared: every report shows it, without exception.
MULTI-PROFILE AND LANGUAGE

Switching profiles with one click

A profile can be set up for each account, broker or system, whether live, demo or under test, each with its own history, capital and strategy. The same engine measures them all on consistent terms and keeps them apart until the user decides to combine them into a portfolio.

One profile per account or strategy Live, demo, single systems or portfolios under test: they stay separate, and are summed only in a consolidated profile the user creates.
The scale recalibrates itself Operator type and style live in the profile: switching it moves the thresholds, not just the label.
22 currencies, portable across machines Every profile is a file with relative paths: moved to another computer, it stays valid.
Italian and English, in the PDFs too The language chosen in the app is the language of the reports: technical appendix and disclaimers included.
WHO IT'S FOR

From the independent trader to the professional allocator

Private traders

Anyone who wants to understand how they got the result, not just how much.

Prop firms & funded traders

Anyone who must keep risk and daily drawdowns under control and present their numbers clearly. The prop firm's intraday limits remain a separate measure.

Strategy developers

Anyone comparing backtests, simulations and live trading with the same metrics, and building portfolios of systems.

Anyone presenting results

Managers, advisers and anyone who reports to an investor, a partner or an allocator and wants to do it in a clear, checkable way.

WHAT IT DOESN'T DO

Just as important: what it is not

A document that lists only strengths can't be judged fairly. So here is what ST EDGE is not.

It isn't a trading journal A journal records the trades. ST EDGE starts from the same data to measure how solid the performance is.
It is not a trading system It generates no signals, doesn't say what to buy or sell and executes no trades.
It is not an auditor It doesn't certify the data: it reports the nature the user declares.
It doesn't make predictions There's never a "probability of profit": only the variability the history implies.
WHO BUILT IT
Roberto Vernaleone

Roberto Vernaleone

CREATOR OF ST EDGE

ST EDGE comes from the desk of someone who trades his own capital every day, not from a lab.

“Going pro? It starts with self-measurement.”
01

Professional scalper on Italian government bonds (since 2011)

100% own capital and accounts.

800K+ orders executed on the market
400K+ orders documented by bank statements, since 2015
€40B+ of notional value traded in total
02

Creator of ScalpTool

In 2002 he created ScalpTool, a professional trading platform built on his own experience as a scalper. The project was later carried forward through E-Conn and EuSpeed, companies where he held management and ownership roles. Over time ScalpTool has been integrated into several professional trading ecosystems in Italy and the United States, and it is still the tool he trades with every day.

03

Author of two books on scalping

With Trading Library he published Tecniche di Scalping (2001) and Scalping – Da trader online a professionista dei mercati (2003). In 2002 he was featured in the publication Top Trader d'Italia.

ST EDGE: his daily protocol Roberto turned his years of market experience into a set of clear rules that anyone can check. He uses it every day to keep risk and return in line, and to produce reports that show precisely how he trades.
FREE BETA

ST EDGE, free during the beta

Registration takes just an email inside the app, no card needed. The beta is free until 31 March 2027 with every feature open, and a daily summary is enough to get started. The app opens on the demonstration profile, the same one shown in the manual's screenshots: test data, read-only, to see screens and reports at once before loading one's own.

Beta download for Windows
Installer for 64-bit Windows · about 140 MB
Beta download for macOS
For Macs with Apple silicon, M1 or later · about 155 MB

The software is still evolving: features, interface and reports may change in later versions.

Every screen is explained in the manual.
No credit card · Local archives and calculations · Updates included
ST EDGE™ Professional Performance Analytics · Beta