Backtest Results
Walk-Forward Validation
Engine Comparison
Configuration
Per-Engine Metrics
| Engine | Trades | Win Rate | Avg Win | Avg Loss | Expectancy | Sharpe | Max Drawdown | Avg Hold |
|---|
Win Rate by Engine
Sharpe Ratio by Engine
Expectancy by Engine (%)
Max Drawdown by Engine
Cross-Fold Consistency
| Engine | Folds | Total Trades | Avg Win Rate | WR Std Dev | Avg Expectancy | Avg Sharpe | + Folds | – Folds | Consistency |
|---|
Fold-by-Fold Breakdown
| Fold | Trades | Win Rate | Avg Win | Avg Loss | Expectancy | Sharpe | Max DD |
|---|
Avg Win Rate per Engine (Walk-Forward)
Consistency Score per Engine
Backtest vs Walk-Forward Comparison
| Engine | BT Win Rate | WF Win Rate | Delta | BT Sharpe | WF Sharpe | BT Expectancy | WF Expectancy | Consistency |
|---|
Win Rate: Backtest vs Walk-Forward
Expectancy: Backtest vs Walk-Forward
Backtest Configuration
Walk-Forward Configuration
Run Metadata
How to Regenerate
Run from the strategy lab directory:
node src/cli.js backtest --no-trades --write output/backtest-results.json
node src/cli.js walk-forward --write output/walk-forward-results.json
Then refresh this page to load the new results.