Strategy Results

Understanding the results of your generated strategy

Metrics

There are 6 key metrics displayed at the top of the strategy's results:

• Accuracy

• Run Time

• Number of Trades

• Net Profit

• Max Drawdown

• Sortino Ratio

You can read the details of each of them here.

Chart

There are 3 features of the model's chart:

Trades

Trades that the model has created using the datasets and parameters given during model creation.

They trade symbols are as follows:

A polygon denotes a long position, and the drop denotes a short position.

They are labelled as O and green for opening a trade, and C and red for closing a trade.

You can view more detailed trade information in the Backtest Trades section below the chart.

Technical Indicators

Currently, there are 4 technical indicators that you can add to the chart:

1. Moving Average 20

2. Moving Average 50

3. Moving Average 100

4. Volume

You can add or remove them by clicking the "Indicators" button on the top left of the chart, prompting a popup menu for indicator selection.

Predicted vs. Actual price comparison

On the top right of the chart section, there is a toggle switch to enable a comparison view of the model's predicted prices (orange) vs. actual prices (turquoise).

Backtested Results

The bottom of the results page features a detailed list of each trade the model has produced. The info includes:

1. Trade number

2. Signal (Entry, Exit, Long or Short)

3. Dates

4. Prices

5. Profit (%)