Obside Score
The Obside Score is a synthetic estimate of the quality of a backtest. It combines three dimensions:
- Performance over the tested period.
- Risk (drawdown, volatility, loss profile).
- Statistical reliability (number of trades, robustness, stability).
The score is displayed automatically at the end of each backtest, and lets you quickly compare multiple versions of the same agent or several agents against each other. It is summarized by a rating: Excellent, Good, Average or Poor.
Under the hood, it weighs several dimensions, including the CAGR-to-drawdown ratio, the number of trades, expectancy, the concentration of gains (Pareto 80/20), the share of quarters spent in the market, the average drawdown duration, and the percentage of quarters beating the market.
Warning
The Obside Score is provided for informational purposes only and does not constitute investment advice.
The Obside Score applies to backtests only. It doesn't reflect live execution performance, which depends on current market context and may diverge from historical results.