How the engine works
Quality gates
The Gates tab sets "hard floors a candidate must clear or it's marked Kill on the leaderboard." Gates are the noise filter: twelve lucky trades are not an edge, and a gate is what says so.
Blank fields use the engine default shown in each placeholder — you only need to touch what you want to tighten or relax.
The configurable gates
| Gate | Meaning |
|---|---|
| Min OOS trades | Fewest out-of-sample trades required — too few is noise, not an edge. |
| Max drawdown $ | Largest peak-to-trough equity drop allowed, in dollars. When Monte Carlo evidence exists, the gate is checked against the p95 Monte Carlo drawdown, which is stricter than the single realized curve. |
| Min recovery factor | Net profit ÷ max drawdown floor — reward earned per dollar of risk. |
| Min OOS/IS ratio | Out-of-sample ÷ in-sample floor; low means the edge doesn't survive unseen data. |
| Min WF consistency | Fraction of walk-forward folds that must be profitable out-of-sample. |
| Max WF variance | Ceiling on fold-to-fold result variance; high means erratic across periods. |
| Min param-stress score | Parameter-stress stability floor (0–100); low means the edge sits on a knife's edge. |
Beyond these, the engine always enforces a set of built-in checks — minimum trades, profit factor, net profit, worst-quarter profitability, a transaction-cost stress (profit factor must survive extra ticks of adverse slippage per trade), and recency checks on the newest data. The full pass/fail detail for every gate is visible per strategy on the Gates tab of the strategy detail.
How gates turn into verdicts
Gates come in two severities. Hard gates (trade count, profit factor, net profit, max drawdown, out-of-sample retention, worst quarter) mark the candidate Kill on any failure. The remaining gates are soft: failing one (and no hard gate) yields Marginal. Clearing everything yields Pass. Details and what to do about each verdict: Verdicts & robustness.
One nuance: a selective pass route exists for strategies that trade rarely but very well — a candidate with a high profit factor on a modest sample and meaningful net profit can pass the trade-count/profit-factor/net trio as a unit. The rest of the gauntlet still applies.
Gate presets
Name the current gate set and press Save preset to reuse it across builds. Presets are listed with Load and Delete (two-click confirm) actions. Presets sync privately with your account like other build metadata.
When everything is Kill
A leaderboard full of Kill verdicts usually means the gates are working, not that they're broken. Widen parameter ranges, add blocks, or give the search more generations before relaxing gates — and if you do relax one, do it deliberately, not by deleting the floor. See Troubleshooting → Runs.