The Philosophy

Returns Are
One Number.
Edge Is Something
Else.

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.

Five Criteria, One Clear Score

Each criterion is scored independently out of 20 points. Together, they form a complete picture of your strategy's real-world viability.

Win Rate

20 PTS MAX ≥ 60% = full score · 50–59% = strong · below 40% = penalized

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.

Risk / Reward Ratio

20 PTS MAX ≥ 3:1 = full score · 2:1 = strong · below 1:1 = critical

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.

Profit Factor

20 PTS MAX ≥ 3.0 = full score · 2.0 = strong · below 1.0 = losing

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.

Maximum Drawdown

20 PTS MAX ≤ 5% = near-perfect · ≤ 15% = acceptable · above 40% = failing

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.

Consistency — Sharpe Ratio

20 PTS MAX Sharpe ≥ 2 = full score · ≥ 1 = strong · below 0 = penalized

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.

What Your Score Means

Five tiers, each with a clear verdict. No ambiguity — just a direct read on where your strategy stands.

Poor
0–20
Low statistical robustness. High volatility and drawdown.
Below Avg
21–40
Limited statistical edge. Inconsistent performance.
Average
41–60
Moderate performance profile. Mixed metrics.
Good
61–80
Strong risk-adjusted performance metrics.
Excellent
81–100
Top-tier statistical profile based on selected metrics.
5 criteria
×
20 pts each
=
100 pts total
From Trades to Score

How the Score Is Computed

No black box. Here's exactly how your score is generated, step by step.

1

Log Your Trades

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.

2

The Algorithm Runs

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.

3

Read Your Score

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.

Our Commitment to Objectivity

Same rules for everyone. 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.

Minimum trade thresholds. 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.

Transparent by design. You can read the full scoring formula in our Backtest Simulator. Nothing is hidden. Every point you earn or lose is explainable.

Evolving with the market. As we gather more data from the benchmark, scoring thresholds are refined to reflect real-world performance distributions — not arbitrary targets.

Free to Use — No Account Required

Put Your Strategy to the Test

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.

Instant score after each trade
See all 5 criteria update live
Compare vs Buy & Hold baseline
Know if your alpha is real
Submit to the global leaderboard
See how you rank against all users
No signup, no data collected
Open the tool and start immediately
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS.  ·  ALL BENCHMARKS, BACKTESTS, STATISTICS AND ANALYSES ARE PROVIDED FOR INFORMATIONAL AND EDUCATIONAL PURPOSES ONLY.  ·  NOTHING ON THIS WEBSITE CONSTITUTES FINANCIAL OR INVESTMENT ADVICE.  ·  TRADING INVOLVES A RISK OF LOSS, INCLUDING THE POSSIBLE LOSS OF ALL INVESTED CAPITAL.  ·  ALWAYS CONDUCT YOUR OWN RESEARCH BEFORE MAKING INVESTMENT DECISIONS.  ·  TRADERS BENCHMARK IS AN INDEPENDENT RESEARCH PLATFORM AND IS NOT A LICENSED FINANCIAL ADVISOR, BROKER, OR INVESTMENT FIRM.  ·   PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS.  ·  ALL BENCHMARKS, BACKTESTS, STATISTICS AND ANALYSES ARE PROVIDED FOR INFORMATIONAL AND EDUCATIONAL PURPOSES ONLY.  ·  NOTHING ON THIS WEBSITE CONSTITUTES FINANCIAL OR INVESTMENT ADVICE.  ·  TRADING INVOLVES A RISK OF LOSS, INCLUDING THE POSSIBLE LOSS OF ALL INVESTED CAPITAL.  ·  ALWAYS CONDUCT YOUR OWN RESEARCH BEFORE MAKING INVESTMENT DECISIONS.  ·  TRADERS BENCHMARK IS AN INDEPENDENT RESEARCH PLATFORM AND IS NOT A LICENSED FINANCIAL ADVISOR, BROKER, OR INVESTMENT FIRM.  ·