Clean single-run backtest of the <b>exact</b> live config (from 2022, full history) - the baseline the decay monitor holds reality against. One click starts it; the result appears below in the queue.
| # | Side | Entry | Entry $ | Exit | Exit $ | PnL | Reason |
|---|
Automated 3-phase combinatorial optimiser. Tests all valid condition combinations, optimises parameters, and validates winners with walk-forward analysis.
return_pct x MAR x pf_bonus (hard gates on trades/return/PF). Annualized returns shown alongside raw returns.
Ranking is all-profitable-first → worst-case score → average score. Strategies marked ROBUST were profitable in every single window across the multi-regime test suite.
Each parquet file contains standard indicators (EMA-200/20, RSI, MACD, ATR, ADX) plus all parametric series computed so far for this interval. New series are computed once and stored permanently - all runs then reuse them.
Pick a condition - the associated indicator series are computed once and stored permanently in the cache. All future runs then reuse them.