Strategy Dojo

📐 Sliding Walk-Forward Validation

Train → Validate → Test with a sliding window. Test windows are stitched into a continuous out-of-sample equity curve. The consistency gate checks whether the strategy shows reliable edge across all folds.

Strategy

Start Date

End Date

Metric

Train (years)

Val (months)

Test (months)

Step (months)

DD Penalty

Validation Log

▼

[ready] Select a strategy and configure the sliding windows.

📐

No Validation Results Loaded

We couldn't find a saved Sliding Walk-Forward Validation run for this strategy. Configure the sliding window options above and click 🔬 Run Sliding WFO to begin.

🚦 Consistency Gate

Per-Fold Out-of-Sample Results

Fold	Test Period	Return %	Sharpe	PF	Win Rate	Max DD %	Trades	min(T,V)

📈 Stitched Out-of-Sample Equity

📊 Feature Stationarity Check

Tests whether your strategy's features are stationary (scale-stable) using the Augmented Dickey-Fuller test. Non-stationary features (raw price, cumulative sums) cause unstable signals over time.

Strategy

Start Date

End Date

🎲 Monte Carlo Stress Test

Price Path Noise: Adds ±noise% random perturbation to OHLC and re-runs the backtest N times. If small wiggles break the strategy, it was overfit.
Trade Shuffle: Shuffles the order of completed trades to reveal worst-case drawdown hidden by lucky sequencing.

Strategy

Start Date

End Date

Simulations

Noise %

Monte Carlo Log

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[ready] Select a strategy and configure noise parameters.

📐 Price Path Noise Distribution

🔀 Trade Shuffle Drawdown Distribution

📜 Saved Validation Runs

Strategy	Gate Verdict	OOS Return	OOS Sharpe	OOS Max DD	Folds	Train/Val/Test Config	Saved Time	Action
No saved validation runs found.

🧬 Parameter Optimization Sweep

🚀 Run Full Pipeline (recommended) runs all steps in one click:
Step 1: Macro sweep (regime/filter params). Step 2: Micro sweep (signal/timing params) with macro locked. Step 3: Walk-forward validation on the combined winner.
Step 4: Review & apply best parameters to config.yaml.
Or use "Run Sweep" for a standalone sweep without the full pipeline.

Strategy

Start Date

End Date

Top N

MC Sims

MC Noise %

⚡ Turbo ~6 folds (2× faster)

🔀 Hierarchical Macro→Micro (10×+ faster)

Parameter Grid (JSON)

Edit the grid above to control which parameter values to test. Use JSON format. Use null for disabled/None values.

Optimization Log

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[ready] Configure the parameter grid and click Run Sweep to start.

🏅 Optimization Leaderboard

#	Parameters	Composite	Gate	Folds	Mean Return	Mean Sharpe	Profit Factor	Mean DD	MC Robust	MC p5 Sharpe	Action

Saved Runs

Select runs to compare. Click a strategy name to load its equity curve + metrics. Shift-click checkboxes to select a range.

Load	Strategy	Settings	Timestamp	Return	Sharpe	Max DD	Win Rate	PF	Trades
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Strategy Settings Snapshot

Select a saved run to inspect that strategy's saved settings.

No run selected.

🥷 Strategy Dojo

Backtest Log

Equity Curve

Drawdown

Recent Trades

📐 Sliding Walk-Forward Validation

Validation Log

No Validation Results Loaded

🚦 Consistency Gate

Per-Fold Out-of-Sample Results

📈 Stitched Out-of-Sample Equity

📊 Feature Stationarity Check

🎲 Monte Carlo Stress Test

Monte Carlo Log

📐 Price Path Noise Distribution

🔀 Trade Shuffle Drawdown Distribution

📜 Saved Validation Runs

🧬 Parameter Optimization Sweep

Optimization Log

🏅 Optimization Leaderboard

Saved Runs

Strategy Settings Snapshot

Side-by-Side Comparison

Equity Curves Overlay

Metrics Comparison

Strategy Leaderboard

Top Strategy by Robust Walk-Forward Score