SPY

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Positions

Symbol	Qty	Entry	Mark	Value	P&L	Stop	Source

Orders

When	Symbol	Side	Qty	Status	Reason

Equity curve

Risk

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Read this before you trust a row. The raw Sharpe is what the backtest produced on the data it was given. The deflated Sharpe is the same number after it has been marked down for how many things were tried to find it — if you tried 500 parameter sets, a good Sharpe is expected by chance alone. The out-of-sample Sharpe is the score on data the strategy never saw. The Monte-Carlo Sharpe is the median of 500 resampled paths, so it says what would usually have happened. Most strategies fail all three tests. That is normal, and it is why they are shown.

Strategy	Source	Symbol	Sharpe	Deflated	OOS	MC	Sortino	Calmar	Max DD	Trades	Verdict

Parameter grid

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