Any strategy can look good during a bull run. The real question is: what happens when conditions shift? Our scoring model was built to answer that — objectively, consistently, and without bias.
Without a structured evaluation process, it's easy to spend months optimizing the wrong strategy. We evaluate strategies across five independent dimensions. Each one captures a different layer of risk and performance, then combines into a single, transparent score out of 100.
Each criterion is scored independently out of 20 points. Together, they form a complete picture of your strategy's real-world viability.
The percentage of trades that close in profit. Requires a minimum of 5 trades for full weighting — because 3 wins out of 3 tells us nothing. A high win rate is a green flag, but it's always evaluated alongside how much you win versus how much you lose.
Calculated from your actual trade log — not a setting. We measure the real average gain on winning trades divided by the real average loss on losers. A strategy with a 40% win rate can be highly profitable with a 3:1 R/R. This metric captures that nuance precisely.
Total gross profit divided by total gross loss. A profit factor above 2.0 is the benchmark of a professional-grade strategy. Below 1.0 means the strategy loses money overall, regardless of how many individual trades it wins. Requires at least 5 trades for full evaluation.
The deepest peak-to-trough decline across your entire trade history. Drawdown determines whether your strategy is actually survivable in real conditions — because a strategy you abandon at -35% has zero value in practice. We track it dynamically, trade by trade.
Based on the per-trade Sharpe Ratio — mean return divided by standard deviation of returns. This is the clearest signal of genuine edge. A strategy that wins consistently and quietly outperforms one that swings wildly between big wins and losses, even if the P&L is identical on paper.
Five tiers, each with a clear verdict. No ambiguity — just a direct read on where your strategy stands.
Low statistical robustness. High volatility and drawdown.
Limited statistical edge. Inconsistent performance.
Moderate performance profile. Mixed metrics.
Strong risk-adjusted performance metrics.
Top-tier statistical profile based on selected metrics.
No black box. Here's exactly how your score is generated, step by step.
Enter your Win % and Loss % per trade, then click Win or Loss to simulate each outcome. The simulator builds your full trade history in real time — capital curve, drawdown, P&L — exactly as it would unfold live.
After each trade, all five criteria are recalculated simultaneously. Win rate, R/R ratio, profit factor, max drawdown, and Sharpe — each scored against its own scale, updated live. The formula requires no external data. It runs entirely on your trade log.
You get an aggregate score out of 100, a grade from Poor to Excellent, and a per-criterion breakdown showing exactly where your strategy excels and where it needs work. Submit your score to the leaderboard to benchmark against others.
Every strategy — whether simulated by a beginner or a seasoned prop trader — runs through the exact same scoring formula. There are no exceptions, no adjustments, and no subjective overrides.
Criteria like Profit Factor and Consistency require at least 5 trades to carry full weight. Fewer trades mean partial scoring — protecting the leaderboard from flukes.
You can read the full scoring formula in our Backtest Simulator. Nothing is hidden. Every point you earn or lose is explainable.
As we gather more data from the benchmark, scoring thresholds are refined to reflect real-world performance distributions — not arbitrary targets.
Use our Backtest Simulator to run your strategy parameters, track your score in real time, and see exactly where your edge stands. Adjust your Win % and Loss % ratios, simulate hundreds of trades in seconds, and find out whether your strategy is genuinely robust — before putting real capital on the line.