Strategy
Period
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Buy orders and how many filled or expired, sell orders, and the trades the backtest closed each month. Click a month to see its first day below.
Run a RealTest script that saves its results to Output\Backtests (the three lines in dashboard\add_to_your_script.txt), or any script that saves _stats.csv / -stats.csv and _trades.csv / -trades.csv files into a watched folder. They appear here within a few seconds.
Each dot is one strategy's chosen variant. Dots above the green line passed; dots on the dashed diagonal held their Sharpe. Click a dot to open it.
The variants’ shared history is cut into equal blocks of trading days. For every way of splitting the blocks half and half, the variant with the best Sharpe in one half is the pick, and it is ranked against all the variants in the other half. PBO is how often the pick lands in the bottom half.