Trading Strategy Report Card
Full Strategy Report Card
After running a backtest or pasting trades, the report card tab shows the full analysis:
- Monte Carlo fan — 400-run bootstrap with p5/p25/p50/p75/p95 bands
- Walk-forward — rolling window stability check
- Deflated Sharpe — adjusted for multiple testing and non-normality
- Robustness score (0-100) — composite of all validation checks
- Equity curve & drawdown — visual performance over time
- All risk metrics — Sharpe, Sortino, Calmar, VaR, CVaR, skew, kurtosis
How to Get Your Report Card
- Build a strategy in the Build Strategy tab (or paste trades)
- Run the backtest or analysis
- Switch to the Report Card tab to see the full analysis
Frequently Asked Questions
- What is a strategy report card?
- A comprehensive analysis of your trading strategy: Monte Carlo, walk-forward, deflated Sharpe, robustness score, equity curve, and all risk metrics. It tells you if your strategy is real or overfit.
- What is Monte Carlo analysis?
- We resample your trade returns 400 times to simulate different orderings. This shows the range of possible outcomes and the probability of loss.
- What is walk-forward analysis?
- We split your backtest into rolling windows and check if the strategy is profitable in each. If edge only appears in one window, it's not robust.
- How is this different from the backtest tool?
- The backtest tool runs your strategy on historical data. The report card analyzes the results — Monte Carlo, walk-forward, robustness score. Both are part of the same Strategy Lab.
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