Everything explained, in one place.
A 0-100 combined score that shows whether a live strategy’s edge is still holding or quietly decaying over time.
A 0 to 100 score that grades how real and how strong a trading strategy's edge is on its backtest.
A 0-100 combined score that measures how closely a live trading strategy follows the edge from backtesting.
What one average trade is worth to you, after the wins and losses cancel out.
How much return a strategy earns for the losses it actually makes you feel.
The deepest hole a strategy has dug you into, peak to bottom.
Every trade measured against what you risked, where a full stop is always minus 1R.
When a strategy is tuned so tightly to the past that it only works on the past.
The data your strategy never saw while you built it, kept back to test if the edge is real.
Out of sample testing done over and over, rolling through your whole history instead of one split.
Reshuffling your trades thousands of times to see the range of outcomes luck could have handed you.
The gap between the price you expected and the price you actually got.
Every commission, spread, and fee that eats your edge before you get paid.
The gap between how a strategy looked in testing and how it performs with real money.
Running a strategy on new market data in real time, before you risk real money on it.
The emotional state where you stop trading your system and start trading your feelings.
Trying to win back a loss right away by forcing trades you never planned.
Following your system the same way every time, especially when you don't feel like it.
Producing steady, repeatable results by trading the same way every time.