Strategy Lab
Every strategy keeps trading on its own paper portfolio regardless of live status, so paper and live results are always comparable. Research runs only produce recommendations: enabling a strategy for live trading or approving a new version requires an admin approval request. Losing strategies are never hidden.
Strategies
| Strategy | Paper | Live | Version | Paper trades | Win | PF | Net | E[R] | MaxDD | Sharpe | Live trades | Win | PF | Net | E[R] | MaxDD | Sharpe | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Nothing to show | ||||||||||||||||||
Paper = per-strategy shadow portfolio. Live = trades in the current environment. Small samples are not statistically meaningful.
Run backtest / research
Fills at next-bar open with slippage and fees; stop assumed hit first when a bar touches both stop and target. Research uses a chronological 60/20/20 train/validation/out-of-sample split.
Backtests
| Created | Strategy | Symbol | Mkt | Kind | Status | Trades | Win | PF | Net | MaxDD | Sharpe | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| No backtests yet | ||||||||||||