Strategy Track Record

The recorded strategy name. A version suffix identifies a later recorded generation or revision.

The market symbol whose historical bars were used for this backtest.

The simulated percentage change in strategy equity over the tested window.

The return from buying the same symbol at the beginning of the window and holding it to the end.

Strategy return minus buy-and-hold return, measured in percentage points. Positive means the strategy beat holding.

The percentage of completed trades that were profitable. It should be considered alongside payoff size and drawdown.

Risk-adjusted return: return relative to variability. Higher is generally better; it is not meaningful without enough trades.

Maximum drawdown—the largest peak-to-trough decline in simulated strategy equity during the test.

The percentage of chronological validation folds that produced positive return, non-negative alpha, and at least one trade. The final lockbox is reported separately by Status.

The number of validation attempts recorded for the strategy lineage. More trials increase selection-bias risk and make confidence requirements stricter.

Trial-adjusted Sharpe confidence. It estimates how credible the observed Sharpe remains after accounting for recorded attempts; higher is stronger.

The fifth-percentile return from Monte Carlo trade resampling. About 95% of simulated paths finished above this downside estimate.

The number of completed simulated trades. Very small samples cannot provide dependable performance evidence.

Robust means protocol v2 passed discovery, rolling validation, and its one-time final lockbox. Failed consumed and failed the lockbox; Exploratory or Incomplete has no final pass. Origin icons do not change the validation rules.