TradePerformance

What is "The rule, traded"?

The backtest. It takes the position the next session after every signal, one unit at a time, against a control that trades every single day.

A rate is not a trade. This exhibit turns the study into one.

The rule is stated in a sentence above the table: go long or short the session after each signal, in at the open, one unit, out at the stop or target if the setup card has measured them, otherwise at the close. Both arms pay your round-turn cost.

The table has two rows that matter — Signal days and Every day — with trades, total points, average, win rate, profit factor and max drawdown. Compare the Avg column, not the totals: the two arms take very different numbers of trades, and a total that is bigger because it traded four times as often is not an edge.

Everything is in points, never dollars, because contracts and point value are position sizing and the study knows nothing about your sizing.

Three pieces of honesty built into this exhibit:

If the dataset has not banked the next session's open and close, there is nothing to trade against. The exhibit says so, offers to compute the two price columns it needs, and shows the round-turn cost field anyway — the cost is a setting the exhibit reads rather than a result it produces, and hiding it until the columns exist made it impossible to find.

the backtest before its price columns exist: what it needs, and the round-turn cost field
the backtest before its price columns exist: what it needs, and the round-turn cost field