Home / Sample report
Sample strategy test report
What a single strategy test report contains, page by page. Every figure is blanked as x.xx.
Sample layout. Not a real result.
Trading carries risk. The value of investments can go down as well as up, and you can lose money. Past or tested results are not a guide to future results. We sell software and testing only: no advice, no signals, no promise of profit. We are not authorised by the Financial Conduct Authority. Read the full notice.
Summary page
The first page says what was tested, on what data and at what costs. It also says how many versions 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 come your rules as tested, the test design fixed in advance, and breakdowns by year and market condition. Last come the limits of the test and how to re-run it. Prices · What you receive
Contact us
Use the form or email us directly.
Tell us what you need and we will reply with the next step.