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Reading a Backtest Report

June 16, 20261 min read

An SDB backtest report contains a lot of data. This walkthrough explains the layout — from the summary header to the trade log — so you can evaluate a strategy's performance quickly and know where to focus your attention.

MG
Matthew J. Goss, Jr.
Retired COMEX/NYMEX floor trader, Goldman Sachs and FlexTrade Systems alumnus, multi-instrumentalist, published author, and independent mathematics researcher. Founder of Quantiterate.