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Verdict Strategy BuilderNT8

How the engine works

The strategy detail screen

Click any leaderboard row to open the strategy's detail screen: the full evidence file for one candidate. The header shows the strategy id, its verdict chip, rank, fitness, and a link back to the run that produced it. Export (top right) jumps to the Export screen.

Metrics

Nine cards summarize the backtest: Net PnL, Profit factor, Sharpe, Trades, Win rate, Expectancy, Max drawdown, Avg win, Avg loss.

Charts

  • Equity curve — phase-colored: green in-sample, magenta out-of-sample folds, yellow incubation. Why that matters. Pan and zoom supported.
  • Price & trades — candles with entry/exit markers, indicator overlays, and the trailing stop's path. Loads when you first open the tab.

Validation tabs

  • Walk-forward — per-fold out-of-sample performance, with the summary line: mean OOS/IS ratio, consistency, incubation score.
  • Monte Carlo — the fan chart (p1–p99 equity bands) and drawdown distribution: median, p95, p99, CVaR₁₀.
  • Param stress — the headline rating (Rock-Solid / Robust / Moderate / Fragile), mean fitness retention, worst variation, and the per-gene table sorted most-fragile-first. Each numeric parameter is jittered ±25% on its own while the rest stay fixed; the bar shows worst fitness retention over that sweep — near 100% is a stable plateau, a short bar is a cliff.
  • Gates (n/m) — every quality gate with ✅/❌, its name, and the measured-value-vs-threshold detail (e.g. trades 47 vs floor 30). This is where a Marginal verdict tells you exactly which check it flunked.
  • HBT recon — the in-house cross-check against a NinjaTrader-parity reference engine. On standard installs this reads "not configured"; it's a QA mechanism, not something you need to act on.
  • Params — the resolved strategy parameters, structured like the strategy itself: entry conditions, exit model, risk model, sizing, trading rules.

Beside the tabs, the Robustness gauge dials the 0–100 composite (Robust ≥ 65 / Caution 40–64 / Fragile < 40); its info icon shows the formula with this strategy's live component values.

Editing parameters

When the strategy has a recorded backtest, the Params tab offers Edit: adjust numeric values, then

  • Run — re-backtests the edited parameters on the original window, or
  • Save — stores the edit as a new strategy (the original is never overwritten).

An edited strategy shows "No validation gauntlet recorded for these parameters — the metrics above are from the backtest" until it earns its own validation. Treat hand-edits with the same suspicion as any unvalidated candidate.

Rule spec and trades

  • Rule spec — a collapsible view of the machine-readable strategy definition and its hash. The hash is the strategy's identity: exports and saved specs carry it.
  • Trades (n) — every trade: entry/exit time, side, quantity, prices, P&L (green/red), R-multiple, exit reason (stop, target, trail, time…), and bars held. Paged 50 per page. Skim the exit-reason column — a strategy that only ever exits on stops behaves very differently live than one that reaches targets.