Metrics that matter
| Metric | Why it matters |
|---|---|
| Cycles | Sample size. A strategy with only a few trades can look impressive by chance. |
| Median return | Shows the typical result and reduces the influence of a few huge winners. |
| Win rate | Shows how often closed cycles were positive, but says little about payoff size by itself. |
| Average max gain | Shows upside potential inside cycles, including gains that may not be captured by the exit rule. |
| Max drawdown | Shows historical adverse movement during the cycle. |
| Active trades | Helps estimate whether a strategy would create too many simultaneous candidates. |
Current backtest table
The generated backtest table is available here: TrendRadar strategy comparison.
Use it together with the methodology and strategy pages. A strong backtest should ideally have a robust sample, positive median return, reasonable drawdown, and rules that make sense before seeing the results.
Limitations
Backtests do not include all trading costs, taxes, spread behavior, real-time execution, psychological constraints, or future changes in market structure. They are best used to reject weak ideas and compare research candidates.