Trading Strategy Analysis
Analyse trading strategies before they reach your portfolio.
SIPSALGO turns an imported strategy dataset into a structured strategy library where you can review performance, apply qualification rules and compare the evidence behind individual systems.
One strategy, one evidence trail
- Strategy libraryYour active dataset
- Strategy rulesQualified or Failed
- Strategy PerformanceMetrics · Charts · Samples · Monthly / yearly
One strategy library
Every strategy, on the same terms.
The Strategies page shows your active dataset as one structured library, read from your workspace's own imported data.
One active dataset
Your strategy library is your workspace's current active dataset. Importing a new dataset replaces it only once validation passes.
Search and filter
Every strategy in one table you can search, filter and sort, with its market, timeframe, direction and behaviour.
Qualified or Failed
Headline counts show how many strategies passed your Strategy rules and how many did not.
Strategy Performance pages
Open any strategy for its own full performance detail.
Qualification rules
Qualified means it passed every rule you set.
Every strategy is checked against the Strategy rules in your Portfolio Settings. You choose the values, and qualification runs automatically after each successful import.
- Minimum PR Score, SD Score, Win %, Stability, Profit Factor and Return/DD.
- Whether long and short strategies are included.
- Qualified: passed every rule. Failed: missed at least one.
- A rules check on your own terms, not investment advice.
Metrics in context
Separate measures, read together.
SIPS keeps each metric visible on its own rather than inventing one overall strategy score. No single number tells the whole story.
Performance
Net Profit, Average Annual % Return, Profit Factor, Win %, Expectancy and Return/DD.
Risk
Max Drawdown and Max Daily Drawdown in dollars, Sharpe Ratio and Stagnation.
Consistency
Stability, Profitable Months %, the number of trades and Average Trades per Month.
Scores
PR Score, calculated by SIPS from the trades, and SD Score, as supplied with your imported data.
Top-five rankings by one metric are rankings, not recommendations. Read how to read strategy metrics together.
Historical performance
The full record for each strategy.
Each strategy's Strategy Performance page shows its full historical detail.
KPI cards
Sixteen KPI cards covering return, risk, consistency and scores for the one strategy.
Charts
A cumulative trade P/L chart, monthly P/L, a win / loss split and a drawdown chart.
Sample comparison
The full backtest compared with its in-sample and out-of-sample portions, with a dash where no out-of-sample split exists.
Monthly and yearly tables
Performance tables and a trade summary built directly from the strategy's real trade history.
A backtest is historical evidence, not a prediction of future results. Read why a great backtest is not enough.
Understand the library
See where your library is concentrated.
Distribution charts show how your strategies are spread before you build anything, so a library dominated by one market or style is visible early.
- Market and asset class
- Direction: long and short
- Timeframe
- Behaviour category, where your data provides one. It is shown for information and never used as a quality gate.
Strategy analysis
Is this strategy credible enough to carry forward?
- Evidence reviewed one strategy at a time
- Rules you set decide Qualified or Failed
Portfolio construction
Which credible strategies belong together?
- Qualified strategies combined into candidates
- See the algorithmic trading portfolio builder
Working from StrategyQuant X exports? See the StrategyQuant workflow.
How it works
From import to qualified strategies.
01
Import your strategies
A successful import becomes your active dataset, and qualification runs automatically.
02
Set your Strategy rules
Choose the minimums each strategy must meet, and whether long and short strategies are included.
03
Review the library
Check how the library is spread, then open individual strategies for their full detail.
04
Carry qualified strategies forward
Qualified strategies become eligible for portfolio construction.
Learn more
Guides for strategy analysis.
FAQ
Strategy analysis questions.
What does trading strategy analysis software do?
It turns a set of strategy results into evidence you can review consistently. In SIPSALGO, every strategy in your active dataset is measured on the same metrics and checked against the rules you set.
What metrics does SIPS use to analyse strategies?
Measures such as Profit Factor, Win %, Return/DD, Expectancy, Max Drawdown, Stability, Sharpe Ratio, Average Trades per Month, PR Score and SD Score, each shown on its own terms.
What does Qualified or Failed mean?
Qualified means a strategy passed every one of your Strategy rules. Failed means it missed at least one. It is a rules check, not a recommendation.
Does SIPS give each strategy one overall score?
No. SIPS never combines its metrics into one overall strategy score, and a place in a top-five ranking is not a recommendation.
Does a strong backtest mean a strategy will perform live?
No. A backtest is historical evidence, not a prediction. SIPS shows the evidence, including the in-sample and out-of-sample split, so you can judge it.
What happens after a strategy qualifies?
Qualified strategies become eligible for Portfolio Builder, which searches combinations of them against your portfolio rules.
Plans
Put every strategy through the same evidence.
Compare SIPSALGO plans and see what each includes on the Pricing page.
Software and risk notice. SIPSALGO provides software tools for strategy and portfolio analysis. Trading and investment decisions involve risk, and analytical tools cannot guarantee future performance. Nothing on this page is financial advice or a recommendation to trade.