Backtester V2 Guide & Analytics
Institutional-grade backtests across the full AlphaSignal history. Every metric is computed on actual historical signals ? not reconstructed or curve-fitted.
Rolling Sharpe Ratio Chart
Overview
30-day rolling Sharpe Ratio time-series across the full backtest period. Reference line at Sharpe = 1.0 marks the minimum acceptable institutional threshold.
How to Read
Above 1.0 = generating better risk-adjusted returns than 1:1. Above 2.0 = excellent. Below 0 = losing money relative to risk taken.
Monthly P&L Heatmap Calendar
Overview
Calendar heatmap of monthly returns: dark green (>+5%), light green (+1-5%), grey (flat), orange (-1 to -5%), red (<-5%). Reveals seasonal patterns in strategy performance.
How to Read
Look for consistent red or green months across multiple years ? these are structural patterns worth accounting for.
Trade Summary Statistics Panel
Overview
Full stats: Total Trades, Win Rate %, Avg Win, Avg Loss, Profit Factor (Wins/Losses), Max Drawdown %, Calmar Ratio (Annual Return / Max DD), Best/Worst single trade.
How to Read
Profit Factor >1.5 = makes .50 per lost. Win Rate alone misleads ? 40% win rate with 3:1 reward/risk beats 70% win rate with 1:2.
