Comparison Report

Pair

The pair for which metrics are reported.

Return (%)

The total return generated by the strategy during the backtest period, expressed as a percentage.

Backtest Time

The specific period over which the backtest is conducted.

Number of Backtest Days

The total number of days within the backtest period.

Time in Market (%)

The percentage of the backtest period during which the strategy has open positions.

Number of Trades

The total number of trades executed by the strategy during the backtest period.

Win Rate (%)

The percentage of trades that close with a profit.

Profit/Loss Ratio

The ratio of total net profit to total net loss, also known as the Profit Factor.

Market Change (%)

The percentage change in the market’s value during the backtest period.

Sharpe Ratio

A measure of risk-adjusted returns, comparing the strategy’s excess profit to its volatility. Learn more here.

Calmar Ratio

A measure of risk-adjusted returns that compares the strategy’s excess profit to its maximum drawdown. Learn more here.

Max Drawdown (%)

The maximum observed loss from a peak to a trough before a new peak is reached, expressed as a percentage.

Mean of Entries

The average number of entries the strategy makes each time it opens a position, including pyramiding entries.

Best Return (%)

The highest single-trade profit achieved during the backtest period, expressed as a percentage.

Worst Return(%)

The largest single-trade loss incurred during the backtest period, expressed as a percentage.

Average Duration

The average amount of time a position remains open.

Worst Expected Drawdown (%)

The worst expected drop in the portfolio's value measured as a percentage of the strategy's initial money.

Maximum Recovery Time (Days)

The maximum number of days the strategy needs to recover from a drop in its portfolio value.