Net Profit
Overview
Cumulative profit minus loss over the test period.
Performance Metrics Overview
Headline return and risk measures for each strategy. Results are shown net of fees, slippage, and financing, calculated over the stated test window.
Sharpe Ratio
Overview
Risk adjusted return: average excess return divided by the standard deviation of returns.
SQN Score
Overview
Aaverage trade result divided by its standard deviation, scaled by trade count.
Stagnation %
Overview
Percent of time the equity curve stayed below its prior peak.
Win %
Overview
Percent of trades that closed with a profit.
Drawdown
Overview
Current decline from the most recent equity peak.
Strategy Metrics Overview
System level statistics that describe behavior and robustness, including dispersion, expectancy, exposure, and quality scores. Definitions are consistent across assets and time frames.
AHPR
Strategy
Average holding period return per trade.
Average Trade
Strategy
Mean profit or loss per trade.
Std. Deviation
Strategy
Dispersion of returns around the average.
Expectancy
Strategy
Average profit per trade after losses and costs.
Payout Ratio
Strategy
Average win divided by average loss.
Z-Score
Strategy
Tests whether wins and losses occur independently or in streaks.
Market Exposure %
Strategy
Percent of time the strategy had open positions.
Win / Loss Ratio
Strategy
Count of winning trades divided by count of losing trades.
Avg. Bars in Trade
Strategy
Average number of bars a position is held.
Z-Probability %
Strategy
Probability that the observed sequence is due to chance.
Trades Metrics Overview
Trade level analytics covering payoff, duration, streaks, and counts. Calculations reflect executed trades with costs included and help assess sequence risk and execution quality.
Total Trades
Trades
Number of executed trades.
Average Win
Trades
Mean profit on winning trades.
Average Loss
Trades
Mean loss on losing trades.
Avg. Consecutive Wins
Trades
Average length of winning streaks.
Avg. Consecutive Losses
Trades
Average length of losing streaks.
Avg. Bars in Wins
Trades
Average bars for profitable trades.
Avg. Bars in Losses
Trades
Average bars for losing trades.
Largest Win
Trades
Biggest profit on a single trade.
Largest Loss
Trades
Biggest loss on a single trade.
Max Consecutive Wins
Trades
Longest winning streak.
Max Consecutive Losses
Trades
Longest losing streak.
Total Wins
Trades
Count of profitable trades.
Total Losses
Trades
Count of losing trades.
Gross Profit
Trades
Sum of profits on winning trades.
Gross Loss
Trades
Sum of losses on losing trades.
Methodology & Assumptions
Each strategy states data sources, test window, markets covered, session hours, contract roll and corporate action treatment, and cost assumptions (fees, slippage, financing). It also lists the order model, latency assumption, and risk sizing rules.
What The Strategy Includes
Clear rules, practical risk, and executable order logic.
Rule Set
Deterministic entries and exits with timing, holding period, and parameter ranges in plain language.
Risk Model
Position sizing rules, capital limits, and safeguards for loss and exposure, with an example sizing table.
Order Model
Market, limit, and stop logic with session hours and liquidity filters. Assumptions for costs and latency are stated.
What you receive
A digital rulebook in PDF with entry and exit rules, risk model, order model, validation summary, core metrics, and a getting started checklist.
How to use a strategy
Review the strategy rules
Read rules, costs, and assumptions; confirm markets and sessions.
Run a paper test
Verify behavior with your venue and position sizing.
Configure execution
Set order types, size caps, and session filters; confirm latency and costs.
Set a risk budget
Define capital at risk, loss limits, and exposure constraints.
Monitor and report
Track equity, drawdown, stagnation, and fills with trade logs.