Backtest Data

The Strategy Tester Panel provides detailed backtest data for strategy optimization.

Strategy Tester Panel

Strategies are optimized using data in the Strategy Tester Panel. Within the panel, the Overview, Performance Summary, and List of Trades tabs provide detailed backtest data.

For further detail visit the respective sections linked throughout.

Overview

The Overview tab graphically displays Equity, Drawdown, and Buy & Hold data. This chart makes it easy to identify trades that significantly subtract from strategy performance and assess the impact of optimizations.

The Overview tab also displays key backtest data including Net Profit, Total Closed Trades, Percent Profitable, Profit Factor, Max Drawdown, Average Trade, and Avg # Bars in Trade. These metrics allow users to rapidly assess the impact of strategy optimizations. See the Overview section for details.

Performance Summary

The Performance Summary tab contains detailed backtest data for strategy optimization. Of particular importance are Net Profit, Max Drawdown, Avg Trade, and Sharp Ratio.

The Sharp Ratio describes the 'risk performance' of a strategy which is key metric in Strategy Optimization. See the Performance Summary and Risk Management sections for further detail on Improving Risk Performance.

List of Trades

The List of Trades provides detailed information on all backtested trades, enabling deep analysis of strategy performance. This is useful when trades with significant Drawdown are identified in the Overview display.

Trades on Chart

By activating Trades on Chart in Style Settings, each trade can be viewed in relation to market conditions at the time of execution. This feature informs decisions on Strategy Optimization and gives a sense of how signals align with your trading style.