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Sample strategy test report
What a single strategy test report contains, page by page, with every figure blanked as x.xx.
Sample layout. Not a real result.
Important
We do not give financial advice, and we make no promises about returns. Our tools and calculators do not recommend trades, give signals or tell you what to buy or sell. They work only from the figures and rules you give them. We test and automate the strategy you bring us. Whether to trade it, and whatever it does in the market, is your decision and your risk.
BrightDragon Systems Ltd provides software development and testing services only. Nothing on this page is investment advice, a recommendation, or an invitation to trade. We are not authorised or regulated by the Financial Conduct Authority and we do not provide regulated financial services.
Trading carries risk and you can lose money. Any decision to trade, and any strategy the software implements, is entirely yours. No software can guarantee an outcome, and past testing results are not a reliable indicator of future results.
Summary page
The first page says what was tested, on what data, at what costs, how many variants were tried and which checks ran.
| Item | Figure |
|---|---|
| Instrument and timeframe | As in your rules |
| Test period | x.xx to x.xx |
| Trades | x |
| Result after costs | x.xx |
| Largest fall from a peak | x.xx |
| Longest run of losing trades | x |
Sample layout. Not a real result. Every figure is blanked. The layout shows what a report contains, not what any strategy has done or will do.
The eight checks
Each check has its own section in the report. A single strategy test includes six of them; walk-forward analysis and the price-path Monte Carlo come with full validation.
| Check | What the report shows | Figure |
|---|---|---|
| 01 Out-of-sample data | The result on the period held back, beside the period the rules were fitted on | x.xx |
| 02 Walk-forward analysis | Each window’s result, in order | Full validation only |
| 03 Realistic costs | The result at the stated costs, and again at higher costs | x.xx |
| 04 Parameter sensitivity | The result across the range of settings tried | x.xx |
| 05 Monte Carlo analysis | The spread of outcomes when the trade order is resampled (price paths: full validation only) | x.xx |
| 06 Number of variants recorded | How many variations were tried | x |
| 07 Data integrity | The data source and period, gaps and bad ticks handled, and a fingerprint of every file | Listed |
| 08 Stated assumptions | What the test assumed, what it could not account for, and where the data was thin | Listed |
Then: your rules as tested, the test design fixed in advance, breakdowns by year and market condition, the limitations, and how to re-run the test. Prices · What you receive.
Trading carries risk. The value of investments can go down as well as up and you can lose money. Past or tested performance is not a guide to future results. We sell software only: no advice, no signals, no promise of profit.
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