Strategy Performance

Opened from a strategy’s eye icon on Strategies (and from other pages that list strategies), this page shows that one strategy’s full performance detail from your active dataset.

What you see

• Sixteen KPI cards — Net Profit, Average Annual % Return, Profit Factor, Win %, Return/DD, PR Score, SD Score, Expectancy, Max Drawdown, Max Daily Drawdown, Stability, Sharpe Ratio, Profitable Months %, Trades, Average Trades/Month and Stagnation. See Strategy Metrics Explained.
• A cumulative trade P/L chart, a monthly P/L chart, a win/loss split and a drawdown chart.
• A sample comparison across the full backtest and its in-sample / out-of-sample split.
• Monthly and yearly performance tables and a trade summary.
• Where available, a Strategy Behaviour section.
• An Add to Custom Builder button in the header (if your plan includes Custom Builder).

Why “Cumulative trade P/L,” not “Equity”

The chart is the running total of the strategy’s own trade profit and loss — not a simulated account balance, so it doesn’t need an invented starting balance. The one figure that does need a capital basis, Average Annual % Return, is labelled as calculated on a $100,000 capital basis.

Why drawdown is shown in dollars

Max Drawdown is the largest peak-to-trough fall in cumulative P/L, and Max Daily Drawdown is the largest single-day realised loss. Both are shown in dollars because a percentage would depend on an assumed account size for an individual strategy — the dollar figure is a fact, a percentage wouldn’t be.

FULL / IS / OOS

FULL is the complete backtest sample; IS is in-sample; OOS is out-of-sample, as defined in your SQX export. A strategy with no OOS split shows “—”, never an invented value.