Equity Curve
Yearly Breakdown vs Buy & Hold
click a row to diagnose
| Year | Trades | Win% | Net P&L ($) | Account Return% | Avg Trade ($) | B&H Return% |
|---|
Signal Accuracy (Markov T+1 vs Actual)
Confusion matrix — predicted vs actual state
| Act.Bull | Act.Side | Act.Bear |
|---|
HMM classifier accuracy (parallel walk-forward)
Run backtest to see HMM comparison
Opportunity Analysis
Signal funnel
Missed opportunities
Signal Cluster Length (bars before flip)
Unconditional = every bar the engine classifies. Entry-Scoped = measured only from confirmed entries.
Unconditional
Entry-Scoped
Continuation Bars — Range / ATR (T+1, T+2, T+3)
Range/ATR ratio validates whether typical continuation movement supports the configured stop distance.
| Avg Range | Avg ATR | Range/ATR |
|---|
By Entry Type
| Type | Trades | Win% | Avg P&L% | vs POC% | Avg MAE% |
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By Signal Strength
| Signal Range | Trades | Win% | Avg P&L% |
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By Exit Reason
| Exit Reason | Count | Win% | Avg P&L% |
|---|