Backtest Result Analyzer

How to Use the Backtest Result Analyzer

Paste your backtest summary (total trades, wins, gross profit and loss) into the calculator. You get win rate, profit factor, expectancy per trade, average win/loss, and optional ROI—all instantly.

1. Enter Total Trades: The number of closed trades in your backtest.
2. Enter Winning Trades: How many of those trades were profitable.
3. Enter Gross Profit and Loss: Total profit from winners and total loss from losers (enter loss as a positive number).
4. Optional: Initial Capital: Add starting capital to see ROI %.
5. Review Metrics: Use profit factor, expectancy, and break-even win rate to judge if the strategy is robust.

What is Backtest Result Analysis?

Backtest result analysis turns raw trade counts and P&L into comparable metrics. Win rate alone can be misleading; profit factor and expectancy show whether the strategy makes money per trade and how much risk it took to get there.

• Win Rate: Percentage of trades that were profitable.
• Profit Factor: Gross profit ÷ gross loss. Values above 1.0 mean the strategy is net profitable; 2.0+ is often considered strong.
• Expectancy: Average profit or loss per trade (net P&L ÷ total trades).
• Break-even Win Rate: The minimum win rate needed to break even given your average win and average loss sizes.

Why This Matters for Traders

Strategy backtests can look good on paper but fail in live trading. Analyzing results with profit factor and expectancy helps you spot overfitting, understand risk/reward balance, and compare strategies fairly before putting capital at risk.

• Strategy Comparison: Compare different backtests using the same metrics (e.g. profit factor, expectancy).
• Risk Awareness: A high win rate with low profit factor can still lose money; this tool makes that clear.
• Expectancy: Tells you how much you can expect to make per trade on average, which feeds into position sizing and goals.

Frequently Asked Questions