DocsBacktesting
Comparing Runs
Comparison Summary
Risk-Adjusted
Sharpe1.241.52+
Max Drawdown-18.4%-14.2%+
Calmar0.821.04+
Efficiency
Profit Factor1.872.14+
Payoff Ratio2.562.81+
Expectancy+0.42%+0.58%+
Parameter Changes
fastLength: 9 → 12slowLength: 21 → 24
After running multiple backtests, you can compare them to understand how different configurations affect performance.
Why Compare
Comparison helps answer questions like:
- Does the strategy work better on 4h or 1d candles?
- How sensitive is it to parameter changes?
- Does it perform consistently across different time periods?
- What happens with different fee levels?
Using the Results Tab
The Results tab in the right dock lets you browse all previous backtest runs for the current strategy. Each run shows:
- Configuration summary (symbol, interval, date range)
- Key metrics (return, Sharpe, drawdown, trade count)
- Timestamp of the run
Select multiple runs to see them side by side.
What to Look For
When comparing runs, focus on consistency, not peak performance:
- A strategy that returns 30% on one period and -20% on another is unreliable
- A strategy that returns 10-15% consistently across different periods is much stronger
- Small parameter changes should not dramatically change results — if they do, the strategy is fragile
Next Steps
- Optimization — Systematic parameter search
- Walk-Forward Analysis — Out-of-sample validation
compareresultsbacktestside by sideanalysis