When you successfully run the backtester, you will receive the most important metrics about your bot's performance:
These metrics are:
Maximum Drawdown (%): The maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. Read more.
Total Return (%): The percentage return that the bot provided as an outcome compared to its initial balance. It's positive if the bot made money, and negative if the bot lost money. Read more.
Sharpe Ratio: Measures the performance of an investment compared to a risk-free asset after adjusting for its risk. Sharpe Ratios > 1 are considered favorable. Read more.
Historical CVaR (%) (99): A risk assessment measure that quantifies the amount of tail risk an investment portfolio has. Read more.
Realized PnL (Quoted): The profit or loss on all completed trades. Includes all fees based on the Fee percentage set in the Advanced Settings (default 0.1%). Read more.
Cumulative Fees (Quoted): A fee is applied to every executed trade and is based on the Fee percentage set in the Advanced Settings (default 0.1%).
Number of Trades: The number of trades the bot has executed in the backtesting period.
Benchmark Total Return (%): The equally weighted investment in the symbols which your bot is trading on. Read more.
You can find even more metrics under the Stats tab:
- Average Loss per Losing Trade
- Average Profit per Winning Trade
- Best Trade Profit
- Best Trade Return
- Worst Trade Loss
- Worst Trade Return
- Cumulative Fees (Quoted)
- Excess Liquidity (Quoted)
- Number of Offsetting Trades
- Number of Trades
- Number of Winning Trades