Every algorithm profile page follows the same reporting structure so you can consistently evaluate results across models. The purpose of this page is to help you understand what each metric means, why it matters, and how to use these insights to assess whether an algorithm aligns with your trading goals and risk tolerance.

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Overview of the Page Structure

Each algorithm’s About page is organized into standardized sections that provide a complete picture of how the strategy behaves across different investment periods. 

 

• Strategy Overview: A high‑level explanation of the algorithm’s purpose, logic, and decision‑making framework.

• Training Metrics (Optimization Period): This section shows performance during the period used to optimize the algorithm’s parameters. The model “learns” here, and results often appear stronger because the strategy is tuned to this historical window.

• Testing Metrics (Out‑of‑Sample Period): This section displays performance on data the algorithm did not see during optimization. These results best represent what one might expect in real‑time trading, assuming market conditions remain similar and there is no drift in parameter applicability.

• Equity Curve & Drawdown Charts: Visual representations of growth, risk, and the depth and duration of drawdowns. Charts are provided for both optimization and out-of-sample periods. 

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Metric Defintions​

Below are the metric definitions for all profile pages.

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Performance Period

• Start: The start date for the performance period.

• Finish: The end date for the performance period.

• Run Time (days): The number of calendar days between Start and Finish.

 

Return & Growth Metrics

• Net Profit: The total gain or loss over the period, expressed in percentage terms.

• CAGR: Compound Annual Growth Rate; the annualized rate of return assuming profits are reinvested.

• Starting Equity: The account value at the beginning of the period.

• Ending Equity: The account value at the end of the period.

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Trade Outcomes

• Average Win: The average percentage gain of all winning trades.

• Average Loss: The average percentage loss of all losing trades.

• Profit-Loss Ratio: The ratio of the average winning trade to the average losing trade.

• Win Rate: The percentage of trades that resulted in a profit.

• Trades: The total number of trades executed during the period.

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Risk Metrics

• Max Drawdown: The largest peak-to-trough decline in equity during the period.

• Sortino Ratio: A risk-adjusted return metric that measures return relative to downside volatility only. The Sortino ratio provides a more accurate view of risk‑adjusted performance because, unlike the Sharpe Ratio, it penalizes only harmful downside volatility rather than both upside and downside movement.