Net total profit earned after all trades.
Percentage of trades that ended with a profit.
Ratio of gross profit to gross loss. Values above 1 mean profitable.
The largest peak-to-trough equity loss during the strategy's life.
Average yearly growth rate over the entire backtest period.
Largest equity growth (peak gain) without a major drawdown.
Percentage increase at the largest equity peak.
Ratio of annualized return to maximum drawdown. Higher = better.
Date range during which backtest was run.
Amount of starting capital assumed.
Market symbol traded (e.g., NSE:NIFTY1!).
Candle duration (e.g., 5 minutes).
Total trades executed.
Average duration (in bars/candles) per trade.
Average bars for winning trades.
Average bars for losing trades.
Average profit generated per month.
Average profit generated per day.
Average profit per completed trade.
Average size of winning trades divided by average size of losing trades.
How much capital was utilized during the backtest (1.00 = 100%).
Longest period without reaching a new equity high (calendar days).
Drawdown or flat period expressed as percentage.
Geometric mean of per-trade returns.
Statistical measure if wins and losses are random or have correlation.
Probability based on Z-score for non-randomness.
Average profit/loss per trade relative to risk.
A normalized score of expectancy relative to volatility.
A measure of system quality. Higher is better.
Quality of the system relative to variability.
Reward-to-Volatility measure based on total returns and standard deviation.
Reward-to-Downside Volatility measure (only penalizes harmful volatility).
Ratio of total return to maximum drawdown.
Total commissions subtracted during backtest.
Number of times the account equity fell below required margin.
Monthly profit breakdown chart.
Profit breakdown for each weekday.
Number of trades executed each month.
Number of winning vs losing trades by weekday.
Chart showing cumulative balance growth over time.
Chart showing equity decline from recent peaks.
Proportion of long vs short trades.
Cumulative profit split between long and short trades.
Monthly profit or loss, year by year, month by month.