This page grades the statement itself rather than its headline profit. It combines system quality scores, equity stability, stagnation analysis and an in-sample vs out-of-sample split, so an overfitted backtest and a robust strategy stop looking alike. Everything is computed locally in your browser.
- System quality scores
- SQN, R-Expectancy, Ulcer Index, Calmar, Sterling and Z-Score with a plain-language explanation of what each number implies.
- Equity stability
- Linear regression through the balance curve and its R², showing how much of the growth is steady rather than driven by a few outlier trades.
- Rolling performance
- Profit factor and win rate over a moving window of trades, which exposes an edge that decays over the life of the test.
- Stagnation periods
- The longest stretches without a new equity high, in days and in trades, listed with their start and end dates.
- In-sample vs out-of-sample
- The history split in two and compared metric by metric — a large gap is the classic signature of curve fitting.