Real-time leaderboard — Backtest vs Forward-Test Performance by Asset Class
Exhaustive parameter sweep across 4 strategies × 5 asset classes. Shows optimal TP/SL and indicator settings per symbol.
| Strategy :: Symbol | Class | Trades | Win Rate | Sharpe | Sortino | Profit Factor | Return | Max DD | Expectancy |
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| Asset Class | Active | Closed | BT Avg WR | BT Avg Sharpe | BT Avg Sortino | Avg PF | FT Win Rate | Status |
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Top strategies ranked by composite score. Filter by asset class to see predictability per market.
| Strategy | Symbols Tested | Total Trades | Avg Win Rate | Avg Sharpe | Avg Sortino | Avg PF | Best WR | Composite Score | Certainty |
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How predictable is each asset class based on our backtests? Uses # of trades, win rate consistency, Sortino, and drawdown to score.
Metrics: Sharpe (risk-adj return) | Sortino (downside-only risk) | PF (gross wins/losses, >1.5 strong) | Expectancy (avg per-trade edge)
Data: backtest |
active picks |
closed picks |
hyperopt results |
optimal params
Related: Audit Dashboard |
Cross-System Monitor