Fitness
—
Generation
-1
Complexity
0
Created
2026-10-16
Lineage
Parents (0)
None — seed strategy
Children (0)
None
Strategy Logic (pseudocode)
# fixed benchmark
Backtest Metrics
| Metric | Train | Validation | Hidden Test | Full |
|---|---|---|---|---|
| CAGR | 40.3% | 62.5% | 38.3% | 43.0% |
| Total Return | 1389.8% | 329.4% | 239.6% | 19513.2% |
| Sharpe | 0.93 | 1.03 | 0.85 | 0.91 |
| Sortino | 1.38 | 1.52 | 1.37 | 1.35 |
| Calmar | 0.75 | 0.85 | 0.71 | 0.58 |
| Volatility | 49.9% | 72.1% | 57.2% | 57.0% |
| Max DD | -53.5% | -73.4% | -53.8% | -73.6% |
| Win Rate | 0.0% | 0.0% | 0.0% | 0.0% |
| Avg Win | 0.0% | 0.0% | 0.0% | 0.0% |
| Avg Loss | 0.0% | 0.0% | 0.0% | 0.0% |
| Payoff | 0.00 | 0.00 | 0.00 | 0.00 |
| Expectancy | 0.0% | 0.0% | 0.0% | 0.0% |
| Profit Factor | 0.00 | 0.00 | 0.00 | 0.00 |
| Trades | 0 | 0 | 0 | 0 |
| Avg Holding Days | 0.0 | 0.0 | 0.0 | 0.0 |
| Turnover | 0.1 | 0.3 | 0.3 | 0.1 |
| Exposure | 100.0% | 99.9% | 99.9% | 100.0% |
Growth of $100
TSLA Buy & Hold vs TSLA Buy & Hold
TSLA Buy & Hold TSLA Buy & HoldIn-sampleValidationHidden test
Growth of $100 · log scale · in-sample, validation and hidden-test segments are shaded separately and must not be compared as one out-of-sample track record.
Walk-Forward Years
year-by-year stability matters more than any single year
| Year | CAGR | Sharpe | Max DD | Trades |
|---|---|---|---|---|
| No walk-forward results | ||||
A robust strategy performs acceptably in most years rather than spectacularly in one — look for consistency across regimes, not a single outlier year.
Regime Performance
| Period | Regime | Days | Ann. Return | Sharpe | Exposure |
|---|---|---|---|---|---|
| No regime results | |||||
Trades (full period)
0 trades
| Entry | Exit | Entry Px | Exit Px | Return | Days | |
|---|---|---|---|---|---|---|
| No trades recorded | ||||||