Understanding Backtest Results
Understanding Backtest Results
After your backtest completes, the results page provides a comprehensive analysis of your strategy's historical performance. This guide explains each section.
Results Page Layout
The results page is organized into tabs:
| Tab | Content | |-----|---------| | Results | Summary metrics, equity curve, monthly returns, win rate chart | | Trades | Detailed trade log with sorting and filtering | | Charts | TradingView chart with trade markers | | Specification | Full strategy configuration used | | Optimization | Parameter optimization results (Pro+) | | AI Analysis | Claude Opus research report (Pro+) | | Export | Strategy export options | | Comments | Community discussion |
Summary Panel
The top of the results tab shows key metrics at a glance:
Performance
- Total Return — percentage return on initial deposit
- Final Balance — account value after all trades
- Total P&L — net profit/loss in dollars
Trading Activity
- Total Trades — number of completed trades
- Win Rate — percentage of profitable trades
- Avg Trade P&L — average profit/loss per trade
Risk
- Max Drawdown — largest peak-to-trough decline (%)
- Profit Factor — gross profit divided by gross loss
- Sharpe Ratio — risk-adjusted return metric
Best & Worst
- Max Win — largest single winning trade ($)
- Max Loss — largest single losing trade ($)
- Total Commission — total trading fees paid
Visual Charts
Equity Curve
An area chart showing your account balance over time. The shape tells the story:
- Smooth upward slope — consistent, reliable strategy
- Steep drops — drawdown periods (marked in red)
- Flat periods — strategy not generating signals
See Equity Curve for detailed interpretation.
Monthly Returns
A bar chart showing returns by month:
- Green bars — profitable months
- Red bars — losing months
- Shows average monthly and annualized returns
See Monthly Returns for details.
Win Rate Donut
A pie chart showing the split between winning and losing trades. Provides a quick visual of your strategy's success rate.
StratBase Score & Risk Score
Two quality ratings are displayed:
- StratBase Score (0-100) — overall strategy quality based on stability, recovery, consistency, payoff, and overfitting risk
- Risk Score (1-10) — real-time risk assessment based on leverage, stops, sizing, and conditions
See StratBase Score & Risk Score for calculation details.
Immutability
Important: Backtests are immutable. Once completed, results cannot be modified. To test a variation, clone the backtest and modify the configuration. This ensures published results maintain their integrity.
FAQ
Q: How long do results take to appear? A: Most backtests complete in 5-30 seconds. Complex strategies with optimization may take longer.
Q: Can I share my results? A: Yes. Public backtests are visible in the catalog and on your profile. Use visibility settings to control access (Public/Private/Confidential).
Q: Why do my results differ from another platform? A: Differences in execution model (entry timing, slippage, commission calculation), data sources, and indicator implementations can cause variations.