It starts at $10,000, once, per Strategy
Each Strategy is its own account. Two Strategies are two independent records, so one blowing up cannot touch the other, and a Strategy's history is never mixed with a Provider's other work.
Every Strategy on Triggon has its own simulated account. It starts at $10,000, it trades the Signals your Strategy sends, and the platform writes down each position as it opens. What you get back is not a score out of ten. It is a full record: an equity curve, every trade, the risk figures, and the places your Strategy is weakest.
Only the last line moves the curve above. The third is return on margin, and a record that prints it under the fourth's name is the mistake this separation exists to prevent.
The account is not a scoreboard kept beside your Strategy. It is a ledger replayed from your own positions, and every figure on it can be recomputed from them.
Each Strategy is its own account. Two Strategies are two independent records, so one blowing up cannot touch the other, and a Strategy's history is never mixed with a Provider's other work.
When a Signal commits 2.5%, that is 2.5% of the account put up as margin. The figure is taken from the Signal itself where it carries one, then from the Strategy's default, and the page always reports which of those it used rather than assuming.
Positions are funded in full or not at all. There is no part-funded entry, so the record cannot show a Strategy taking a trade that its own balance could not have carried at that moment.
Every position is charged a fee, so a trade whose price move is smaller than its own cost is recorded as the loss it is. A single position is floored at its own liquidation: it can lose its margin and no more.
Balances are never written down. The walk replays the position history every time, which is why the equity curve, the trade table and the risk figures can never disagree with each other: they are three readings of one ledger.
Each position is written down when it opens, before its outcome is known. That is what separates this from a backtest, and it is the reason the resulting history can be published as a track record at all.
A simulated account that quietly topped itself up would teach a Provider nothing. This one does not.
The open book is forced flat, the margin call is recorded against the Strategy, and no new entry is accepted until the Provider confirms a fresh $10,000. The count never decreases and confirming a recharge does not erase the history it came from.
An account that has locked everything it has into open positions, without equity ever hitting zero, is treated separately. It is a sizing problem rather than a loss, so it is offered a top up and is never counted as a margin call.
Margin calls and recharges are part of what the Strategy did. A record showing two margin calls is telling you something specific about how it sizes risk, and that is information worth having before the Strategy manages anyone else's decisions.
There is nothing to assemble and no export to keep up to date. The Journal is generated from the same positions the account was walked from, in seven chapters.
What it trades, how it is run, and the account behind the record.
How the Strategy behaves in practice, drawn from what it has actually done rather than from how it was described.
The equity walk, return, the Triggon Score and the six inputs it is built from, each shown separately rather than folded into one figure.
Maximum drawdown beside the return, and the Sharpe, Sortino and Calmar ratios, each labelled with the rate it was computed against.
A trading calendar, winning and losing streaks, and how the trading is distributed across sessions, assets and direction.
Every position: entry, exit, margin committed, the fee charged, return on margin and the result. Sortable best first or worst first.
The seventh chapter is Prop Check, which reads the same positions against a published prop trading rulebook. A Provider can open their own Journal while the Strategy is still being worked on; publishing it for anyone to read is a separate, optional choice made later, and only a Strategy that has passed review can be published.
The question is not whether the account is up. It is which parts of the Strategy are carrying it and which parts are quietly costing it money.
Return broken down by session, by asset and by direction. A Strategy that is profitable overall and loses money on every short, or in one session, has found something worth knowing before it trades any larger.
The distribution of returns, the best and worst individual positions, and the streaks. A result carried by a single outlier looks identical to a repeatable edge in a summary, and completely different in a distribution.
Maximum drawdown printed beside the return, never underneath it, and the ratios that divide one by the other. Two Strategies with the same return and different drawdowns are not comparable, and the Journal refuses to present them as if they were.
Prop Check reads the same record against published limits: trailing drawdown, worst day, worst single trade, how concentrated the gains were, and how many separate days carried them. Where the data cannot establish a figure it says so instead of scoring a pass.
None of this predicts what a Strategy will do next. It describes what it has already done, in enough detail that a Provider can find the weakness themselves. That is the whole purpose: how each figure is computed is published, so the analysis can be checked rather than trusted.
The simulation is where a Strategy is developed. Publishing it is a separate step with its own conditions, and reaching one does not grant the other.
A Provider application is reviewed by a person. Approval is what creates the Strategy and its Hub, and it is where the route and the markets are settled.
Send a test Signal for every asset the Strategy declares. These are validated and echoed back, and nothing is recorded from them: they exist to prove the plumbing works.
Real Signals are accepted and recorded before the Strategy is listed. This is where the $10,000 account walks, the Journal fills, and the Provider finds out what they have actually built.
The point of the previous step. Adjust the sizing, the markets, the rules, and let the record answer. Nobody else's money has been involved at any point.
Listing requires an active Hub, a successful validation on every market the Strategy declares, and, for an automated Strategy, confirmation that each of those connections is reporting. A good simulated result is not one of the conditions and does not substitute for any of them.
What the record earns is not approval. It is the thing a subscriber reads before deciding, and it starts on the first Signal rather than on the day the Strategy is listed. How to become a Provider sets out the routes and what each one costs.
It is a faithful ledger of your decisions. It is not a live account, and four differences matter enough to state plainly.
The account opens at the price your Signal carried. A live order meets an order book: it can fill worse, fill partly, or be rejected. That gap is real and it is charged to whoever is trading live, not to the record.
There is no depth and no competition for the price. A size the simulated account carries comfortably can be the size that moves a thin market against you.
Sizing, timing, fees, slippage and the day somebody joined all separate a published record from an individual account. Following a Strategy works through each of those differences.
A complete record of what a Strategy did is the most honest thing anyone can publish about it, and it still says nothing about the next trade. Trading carries risk and you can lose money.
The simulated account above belongs to a Strategy and to its Provider. Subscribers have a different demo route, and it is worth not confusing the two.
Every account gets one free Demo period of 7 days. Connect a sandbox, testnet or demo account from a supported venue, and the Strategies you follow place their trades on it. What the window makes free is Auto-Trade itself: it is an add-on to a subscription, so the Strategies you can switch on are the ones you already follow.
Triggon runs no simulator for this and holds no virtual balance: the demo account and its play money belong to the exchange or the broker, and the market data is real. A connection is marked live or sandbox when its credentials are validated, and the component that places orders refuses to drive a key against the wrong environment, so a demo key cannot open a real position by accident.
After the window closes, a sandbox connection is billed at the ordinary Auto-Trade price. Auto-Trade covers the execution chain and where it can break, and the setup guide walks through connecting an account.
A Strategy that has traded a simulated account for a few months has answered questions no backtest can. Read what a finished record looks like, then start building one.