This page consolidates the main research outcome into a compact executive view: key counts, top candidates, best-by-category tables, benchmark checks, warnings, and step-by-step findings.
Best composite score is 0.705 (strong). Best robustness score is 0.767. Best regime score is 0.678. 2 automatic warning condition(s) require review.
| Candidate Id | Buy Ema Short | Buy Ema Long | Full Profit Totali | Full Max Drawdowni | Full Tradesi | Full Win Ratei | Max Safe Leveragei | First Unsafe Leveragei | Best Grid Leverage Scorei | Leverage At Best Grid Scorei | Reference Leverage Scorei | SL | TP | Shortlist Reason | Strategy Composite Scorei | Robustness Scorei | Regime Scorei | Parameter Stability Scorei | Benchmark Profit Totali | Alpha vs Benchmarki | Status At Configured Leveragei | Reference Leverage Statusi | Rolling Robustness Scorei | OOS Robustness Scorei |
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| Candidate Id | Category | Metric | Value |
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Same category winners as above, but SL/TP-modified candidates are excluded. This keeps the base strategy parameter sets visible separately from SL/TP enhancements.
| Candidate Id | Category | Metric | Value |
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| Severity | Check | Detail |
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| Candidate Id | Strategy Full Profit | Benchmark Profit | Item | Alpha vs Benchmarki | Beta to Benchmarki | Correlation to Benchmarki | Downside Capturei |
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| Candidate Id | Buy Ema Short | Buy Ema Long | SL | TP | Candidate Typei | Tradesi | Profit Totali | Win ratei | Benchmark Profit Totali | Alpha vs Benchmarki | Profit Drawdowni | Max Drawdowni | Downside Capturei |
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Candidates that trail buy-and-hold by profit but improve drawdown versus the benchmark. These may still be useful when the goal is smoother risk-adjusted exposure rather than maximum raw return.
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9 static parameter sets backtested on the full period as baseline reference. This establishes a starting point before grid search and lets you verify the strategy logic works as expected.
Full parameter grid of 1,520 candidates evaluated. 15 metric winners extracted across different optimization objectives. Best efficiency score in the grid: 0.599 (cand_8_167).
277 SL/TP combinations generated and tested across four exit modes (SL+TP only, exit+SL, exit+TP, exit+SL+TP).
Rolling robustness evaluated across 9 windows. Robustness scores ranged from 0.462 to 0.745 (sltp_cand_8_161_exit_tp_topEfficiency) - best candidate is strong. Shortlist of 36 candidates built from top robustness performers, metric winners, and static params.
36 candidates evaluated across 5 regimes (bear, bull, dump, pump, sideway) covering 15 total intervals. Best regime score: 0.678 (sltp_cand_8_161_exit_tp_topEfficiency) (acceptable).
36 candidates ranked by strategy composite score combining robustness, regime performance, and parameter stability. Best strategy composite score: 0.705 (sltp_cand_8_161_exit_tp_topEfficiency) (strong). Best robustness score: 0.767 (sltp_cand_8_161_exit_tp_topEfficiency).
Shortlist of 36 candidates backtested across full, yearly, monthly, and configured segment periods. Provides equity curves, trade breakdowns, and benchmark comparison for each candidate.
Leverage grid tested levels 1x to 50x with step 1 for 36 candidates. 17 candidates had at least one safe leverage level. Best grid leverage score is 0.784 (sltp_cand_8_161_exit_tp_topEfficiency); max safe leverage observed is 3x. Reference leverage 3x status: 1 ok, 29 unsafe, 6 insufficient data. This step is diagnostic and does not affect final scoring.
Slippage sensitivity tested 36 candidates across the configured execution-cost grid. 30 candidates stayed profitable through the maximum tested slippage (0.5000% per order). Most resilient candidate in the summary: sltp_cand_8_167_exit_sl_topProfit.
Walk-forward analysis across 12 windows, independently for each selection metric.
- Efficiency Score: adaptability 0.497 (weak), positive windows 41.7%
- Balanced Score: adaptability 0.234 (poor), positive windows 33.3%
- Profit Quality Score: adaptability 0.330 (poor), positive windows 41.7%