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.