After you run a backtest in the Allasso platform, you'll see a summary of key performance metrics that help you quickly understand how your strategy behaves over time. These metrics are essential for evaluating return, risk, consistency, and profitability.
Here’s a breakdown of what each metric means:
🧮 Core Metrics
| Metric | Description |
|---|---|
| CAGR (Compound Annual Growth Rate) | The average annual growth rate of the strategy, assuming profits are reinvested. It reflects the compounded return over time. |
| MDD (Max Drawdown) | The largest drop from peak to trough in the equity curve. Measures worst-case risk. |
| MAR | Ratio of CAGR to Max Drawdown. A higher MAR means more return per unit of drawdown risk. |
| Sharpe | Risk-adjusted return. Measures how much return you get per unit of volatility. |
| TradeCnt | Total number of trades executed in the backtest. |
| AvgTradePNL | Average profit or loss per trade. Useful for understanding the magnitude of edge per position. |
| PercProf | Percentage of trades that ended with a profit. Gives insight into win rate. |
| ProfFac (Profit Factor) | Ratio of gross profits to gross losses. Values >1 mean the strategy is profitable. |
📅 Monthly P&L Table
Below the summary metrics, you’ll find a detailed Monthly P&L table, showing strategy returns by month and year.
- Green = Profitable months
- Red = Losing months
0= No position held during that month
This table helps identify:
- Seasonality or cyclical patterns
- Years with high volatility or poor performance
- Overall consistency across time
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