Step 07: Shortlist Benchmark

This diagnostic step compares the final shortlist against buy-and-hold over full, yearly, and monthly periods. It does not change the Strategy Composite Score; it makes the final candidates easier to inspect and benchmark.

InputFinal shortlisted candidates, full-period price history, yearly/monthly slices, trades, and buy-and-hold benchmark.

OutputFull-period, yearly, and monthly backtests; equity curves; benchmark-relative metrics; heatmaps; and candidate detail views.

Used laterResults are used for interpretation in Summary and for manual review before any paper/live validation.

Configuration

Full period	01.01.2022-01.01.2026
Yearly	2022-2026
Monthly	01.01.2025-01.01.2026
Candidates	36

Full period

01.01.2022-01.01.2026

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

Yearly backtests

Yearly

01.01.2022-01.01.2023

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.01.2023-01.01.2024

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.01.2024-01.01.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.01.2025-01.01.2026

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

Monthly backtests (last 12 months)

Monthly (last 12 months)

01.01.2025-01.02.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.02.2025-01.03.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.03.2025-01.04.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.04.2025-01.05.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.05.2025-01.06.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.06.2025-01.07.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.07.2025-01.08.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.08.2025-01.09.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.09.2025-01.10.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.10.2025-01.11.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.11.2025-01.12.2025

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni

01.12.2025-01.01.2026

Candidate Id	Buy Ema Short	Buy Ema Long	SL	TP	Tradesi	Profit Totali	Profit absi	Win ratei	Final Balancei	Sharpei	Sharpe Trade Basedi	Sortinoi	Sortino Trade Basedi	Profit Factori	Expectancyi	Profit Drawdowni	Max Drawdowni	Max Drawdown Relativei	Drawdown Duration Pcti	Underwater Meani	Time Below Entryi	Benchmark Profit Totali	Alpha vs Benchmarki	Beta Adjusted Alphai	Correlation to Benchmarki	Beta to Benchmarki	Upside Capturei	Downside Capturei	Candidate Typei	Efficiency Scorei	Balanced Scorei	Profit Quality Scorei	Strategy Composite Scorei	Account Profit Totali	Account Max Drawdowni