Interpretare i Risultati del Backtest
Quando un backtest termina, ottieni due viste complementari: un riepilogo dei risultati con le metriche principali e un grafico di analisi avanzata per l'ispezione tick-by-tick. Questa pagina copre entrambe.
Cosa Imparerai
- ▸How to read the results summary page — hero metrics, equity curve, transactions
- ▸How to interpret equity curve shapes and drawdown periods
- ▸What each column in the transactions table means
- ▸How the Advanced Analysis view works — multi-panel chart, node values per candle
- ▸Red flags that signal a strategy needs rethinking
Cosa vedi quando un backtest termina#
The results page opens with a sticky top bar showing the strategy name, asset, timeframe, tested period, and initial capital. Two buttons sit on the right: **Modifica** returns you to the editor, and **Analisi Avanzata** opens the full-screen analysis chart.
Hero metrics
Three numbers are shown prominently at the top of the page: **Total Return %**, **Max Drawdown %**, and **Sharpe Ratio**. These give you an immediate health-check before diving deeper.
Page layout
Below the hero metrics, the page splits into a wide left column and a narrow right column. The left side holds the equity curve. The right side stacks two cards: the Performance Metrics card (Annual Return, Win Rate, Sortino, Calmar) and the Execution Details card (Days, Candles, Execution Time). The full transactions table appears below both columns.
Leggere la curva del patrimonio#
The equity curve is a line chart of portfolio value over the backtest period. It is the single most important visualization for understanding strategy behavior — the numbers confirm what the shape already tells you.
Steady upward trend
A line that climbs gradually with small fluctuations indicates consistent profitable performance. Small dips between new highs are normal and healthy.
Smooth vs. jagged
**Good:** Gradual, predictable changes. The strategy earns steadily.
**Concerning:** Wild, unpredictable swings. High volatility means returns are erratic and the strategy may be unreliable in live conditions.
Drawdown periods
Downward slopes show losing streaks. Short, shallow drawdowns are acceptable — they happen to every strategy. Long or deep drawdowns (beyond 30%) are a warning: they erode capital and test psychological resilience. A 50% drawdown requires a 100% recovery just to break even.
Recovery time
After a drawdown, how quickly does the curve return to its previous high? Fast recovery signals strong risk management. Slow recovery means the strategy struggles to bounce back from adversity.
Pro Tip: A strategy with 50% total return and a smooth curve is often more useful in practice than one with 100% return and violent swings. Consistency compounds; chaos destroys discipline.
Scheda metriche di performance#
The metrics card on the right shows four calculated values. **Annualized Return** normalizes total return to a one-year horizon — useful for comparing strategies run on different time periods. **Win Rate** is the percentage of profitable closed trades (a SELL that closes a BUY position). **Sortino Ratio** measures return relative to downside volatility only, penalizing bad swings more than good ones. **Calmar Ratio** divides annualized return by max drawdown — higher means better return per unit of worst-case pain.
Detailed definitions and interpretation benchmarks are in the Performance Metrics page.
Dettagli di esecuzione#
The Execution Details card summarizes the mechanics of the run: **Days** is the calendar length of the backtest period. **Candles** is the total number of price bars processed. **Execution Time** is the wall-clock seconds the engine took to complete. These numbers help you judge statistical significance (more days = more confidence) and engine performance.
Tabella transazioni#
The table at the bottom lists every simulated order executed during the backtest. It is paginated. Clicking a row opens an inline detail panel with the full order record.
Column reference
**Timestamp** — date and time when the signal fired and the order was filled
**Type** — BUY (entering a long position) or SELL (closing it)
**Action** — OPEN (opening a new position) or CLOSE (closing an existing one)
**Price** — fill price, which the engine sets to the candle close price
**Size** — position size in base currency units
**Commission** — fee charged, calculated at 0.04% (4 bps) of trade value. This matches the default commission rate used by the backtesting engine.
**Partial P&L** — profit or loss on this individual trade
**Cumulative P&L** — running total of all profits and losses up to this point, matching the equity curve value at the same timestamp
Trades come in pairs: a BUY/OPEN starts the position, the matching SELL/CLOSE ends it. The Partial P&L on the CLOSE row tells you exactly how much that round-trip made or lost.
Approfondimento: la vista Analisi Avanzata#
The **Analisi Avanzata** button opens a full-screen multi-panel chart built for inspecting strategy decisions candle by candle. This is where you debug why the strategy bought at a specific bar, what the RSI read at that moment, and whether the condition logic fired correctly.
Top bar controls
The top bar shows strategy name, node count and feature count badges, and the symbol/timeframe/period. Three buttons control the view: **Palette** switches the color scheme for the chart series. **Measure** activates a rectangle measurement tool — the button turns amber when active, letting you drag a selection box over any chart region to measure price range and time span. **Control Panel** opens a side panel with toggles for every feature and node.
Chart panels
The main price panel shows candlesticks and volume. Features configured as overlays (moving averages, Bollinger bands) appear directly on the price panel. Features configured as separate panels (RSI, MACD) appear in sub-panels below. Condition node values per candle, super_node values, and action node outputs each get their own sub-panel when toggled on.
Node values per candle
Every node in your strategy has a computed value at each candle. The Control Panel lets you toggle which nodes are visible. For each node you can choose between **Show on Main Chart** (overlay on price) and **Show in Separate Panel** (own sub-panel). This is how you confirm that a condition node correctly fired on the candle you expected, or catch a case where it fired too early.
The panel toggles, render modes, and palette selection are saved automatically per backtest. Closing the page and reopening the analysis restores exactly what you had visible.
Individuare pattern e segnali d'allarme#
Consecutive losing streaks
Long runs of losing trades often mean the strategy doesn't adapt to changing market conditions. Consider adding a trend filter or tightening entry conditions.
Profits concentrated in one or two trades
If nearly all returns come from a single spike in the equity curve, the strategy got lucky rather than performing consistently. It won't replicate that luck reliably.
Perfect or near-perfect results
Win rate above 95%, no drawdowns, or explosive returns are signs of over-fitting. The strategy has memorized the historical data instead of learning from it. It will fail on new data.
Max drawdown above 50%
Losing half the account in the worst case is psychologically and mathematically devastating. Most traders abandon strategies at 30–40% drawdown. Aim for max drawdown below 25%.
Profitable without fees, negative with fees
If gross returns are positive but net returns are negative after commissions, the strategy trades too frequently. Reduce trade frequency or improve entry precision.