Trustia Docs
  • Welcome to Trustia's Documentation
  • Systematic Investing
    • Introduction
    • Guide to launch your strategy
      • Requirements
      • Step 1 - Strategy Configuration
        • Weighting Selection
          • Strategy Selection
          • Minimum and Maximum Allocation Selection
          • Additional Parameters selection
        • Ocurence rebalancement Selection
        • Capital Protection Configuration
          • Enable Capital Protection
          • Floor Percentage Configuration
          • Multiplier configuration
        • Exchange configuration
          • Exchange API Key
          • Invested Amount
        • AI Asset Selector
          • Asset Pool Size
          • Include / Exclude Categories
        • Validate the configuration
      • Step 2 - Assets selection
        • Auto-suggest
        • Add / Select Assets
        • Search Assets
        • Validate Assets selection
      • Step 3 - Backtest & launch
        • Compare your results
        • Global Information
        • Performance
        • Returns metrics
        • Ratios Metrics
        • Volatilities Metrics
        • Value at Risk Metrics
        • Trustia Charts Generator
          • Portfolio Performance
          • Drawdown
          • Weightings
          • Portfolio vs Components
          • Ratios Analysis
          • Efficiency Frontier
          • Historical Volatility
          • Values at Risk
          • Covariance Matrix
          • Correlation Matrix
        • Launch your Strategy
    • Features
      • Innovative Weighting Strategies: A Customized Approach
      • Dynamic Asset Allocation
      • Capital Protection
      • Backtesting
    • Algorithms Models
      • Equal
      • Market Capitalization
      • Maximum Sharpe Ratio
      • Minimum Volatility
      • Efficient Risk
      • Efficient Return
      • Maximum Return / Minimum Volatility
      • Inverse Variance
      • Maximum Diversification
      • Maximum Decorrelation
    • Available Trading Platforms
      • Binance Connect
      • Kucoin Connect
      • Coming Soon DEX / CEX
  • Risk management Framework
    • Capital Protection
    • Risk Measures
      • Average Returns
      • Adjusted Returns
      • Volatility
      • Maximum Drawdown
      • Downside Deviation
      • Ordinary Least Squares Method
    • Values at Risk
      • Historical VaR
      • Variance-Covariance VaR
      • Monte Carlo VaR
    • Ratios
      • Sharpe Ratio
      • Calmar Ratio
      • Treynor Ratio
      • Sortino Ratio
    • Backtesting Framework
      • Features
      • Monte Carlo Simulations
  • Others
    • Release notes
    • Support
      • Known Issues
    • FAQ
  • Connect With Us !
    • Give us your feedback !
    • Twitter
    • Blog
    • LinkedIn
    • Website
Powered by GitBook
On this page
  • Unveiling Your Strategy's Performance Metrics
  • Wealth Final: Assessing Accumulated Wealth
  • Wealth Peak: Understanding Maximum Value
  • Return Percentage: Evaluating Investment Returns

Was this helpful?

  1. Systematic Investing
  2. Guide to launch your strategy
  3. Step 3 - Backtest & launch

Performance

PreviousGlobal InformationNextReturns metrics

Last updated 1 year ago

Was this helpful?

Unveiling Your Strategy's Performance Metrics

After backtesting your investment strategy, the performance section provides a comprehensive overview of the outcomes, offering insights into wealth accumulation, peak values, and return percentages. This analysis helps in assessing how well the strategy performed against the expectations and goals set at the outset.

Wealth Final: Assessing Accumulated Wealth

Total Accumulated Wealth: This figure shows the sum of wealth accumulated by the end of the backtest period, offering a clear picture of the strategy's effectiveness over time.

Wealth Peak: Understanding Maximum Value

Highest Wealth Value: This metric reveals the peak wealth value attained at any point during the backtest, highlighting the maximum growth achieved.

Return Percentage: Evaluating Investment Returns

Return on Investment: While typically represented as a percentage, the return might also be shown as a dollar amount, indicating the actual gains or losses.

Whether your strategy surpassed its targets, met expectations, or highlighted areas for improvement, these insights are invaluable for refining your approach and setting more informed goals moving forward.

Sign up to our mailing list to receive updates!
Here you can see the final performance of the strategy you just backtested.