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 | 12.0% | 70.8% | -8.7% | 16.0% |
| Total Return | 146.6% | 398.0% | -29.2% | 795.7% |
| Sharpe | 0.48 | 1.16 | -0.02 | 0.55 |
| Sortino | 0.55 | 1.48 | -0.02 | 0.64 |
| Calmar | 0.16 | 1.17 | -0.14 | 0.22 |
| Volatility | 39.2% | 63.8% | 41.1% | 45.7% |
| Max DD | -73.0% | -60.7% | -64.7% | -73.0% |
| Win Rate | 7.3% | 26.7% | 16.0% | 14.8% |
| Avg Win | 212.5% | 149.6% | 12.5% | 110.6% |
| Avg Loss | -4.8% | -5.0% | -3.7% | -4.3% |
| Payoff | 10.00 | 10.00 | 3.37 | 10.00 |
| Expectancy | 11.1% | 36.2% | -1.1% | 12.7% |
| Profit Factor | 3.49 | 10.00 | 0.64 | 4.42 |
| Trades | 41 | 15 | 25 | 81 |
| Avg Holding Days | 29.3 | 39.1 | 21.9 | 29.4 |
| Turnover | 10.4 | 10.0 | 13.3 | 11.0 |
| Exposure | 60.1% | 75.7% | 54.9% | 62.0% |
Growth of $100
SMA200 Trend vs TSLA Buy & Hold
SMA200 Trend 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 | ||||||