Summary Tables
Tutorial: Understanding the Tradewell Summary Tables
This 2-minute video guides you through how to read historical probabilities and key statistics generated by backtest simulations.
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Summary Table Definitions
Mean
The arithmetic average return on all trading signals derived from your strategy, expressed as a percentage.
Median
The middle return value of all trading signals derived from your strategy, expressed as a percentage.
Min
The smallest return value from of all trading signals derived from your strategy, expressed as a percentage.
Max
The largest return value all trading signals derived from your strategy, expressed as a percentage.
Std Dev
A measure of volatility or risk, expressed as percentage. The larger the return standard deviation, the larger the variations you can expect to see in returns.
Win Rate
The total number of profitable trades divided by the total number of all trades, expressed as a percentage.
Summary Table Insight Definitions
Highest Win Rate
The highest win rate appearing across time frames in the profitability table.
Lowest Win Rate
The lowest win rate appearing across time frames in the profitability table.
Max Run Up
The maximum observed gain, from a trough to a peak, of a trading strategy, before a new trough is attained.
Max Drawdown
The maximum observed loss, from a peak to a trough, of a trading strategy, before a new peak is attained.
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