A community-sourced database of thousands of Composer.trade symphonies, not just the curated strategies.
Annualized Rate of Return (ARR): if you invested money in this strategy, how much bigger does it get in a typical year, as a percentage. ARR of 20% means $100 becomes $120 after a year, on average, every year.
Cumulative Return: the total growth over the entire backtest from day one to now, expressed as one big multiplier rather than a yearly rate. A cumulative return of 4,000% means $100 grew into $4,100 across the strategy's whole history.
Trailing One-Year Return: what actually happened to your money over the most recent 12 months, a real recorded result rather than a long-run average.
Trailing Three-Month Return: what actually happened to your money over the most recent 3 months, a real recorded result rather than a long-run average.
Trailing One-Month Return: what actually happened to your money over the most recent single month, a real recorded result rather than a long-run average.
Trailing Two-Week Return: what actually happened to your money over the most recent two weeks, a real recorded result rather than a long-run average.
Trailing One-Week Return: what actually happened to your money over the most recent week, a real recorded result rather than a long-run average.
Trailing One-Day Return: what actually happened to your money on the most recent single trading day.
Min: the single worst period (e.g. the worst month) this strategy has ever recorded.
Mean: add up every period's return and divide by how many periods there are, a plain, unweighted average.
Median: line up every period's return from worst to best; this is the value sitting exactly in the middle.
Max: the single best period (e.g. the best month) this strategy has ever recorded.
Max Drawdown: the biggest drop from a peak to a bottom before the strategy recovered, its single worst "ouch" moment. -30% means at some point your money shrank 30% from its highest point.
Standard Deviation: how much the returns swing around on average, a measure of choppiness. A high number means a wild rollercoaster of ups and downs; a low number means smooth, predictable moves.
Skewness: whether the strategy's good days tend to be bigger than its bad days, or the other way around, a measure of how lopsided the wins and losses are.
Kurtosis: how likely rare, extreme swings are on any given day, versus everything staying close to typical. A high value warns that things are usually calm but occasionally shock hard in either direction.
Tail Ratio: compares the size of the strategy's rare best days against the size of its rare worst days.
Sharpe Ratio: divide the strategy's return by how much its returns bounce around, measuring how much reward you got for the total bumpiness of the ride. A higher number means a smoother path to the same or better payoff.
Calmar Ratio: divide the strategy's yearly return by its worst-ever drop, measuring whether the payoff is big enough to justify the deepest pain it put you through. A strategy earning 50%/year with a 25% worst-ever drop scores a Calmar of 2.
Sortino Ratio: divide the strategy's return by how much its returns bounce around only on the downside, ignoring any bounciness that came from winning big. Rewards a strategy that stays calm while losing and only gets wild while winning.
Win Rate: out of every day the strategy was active, the percentage that ended up profitable.
Top One Day Contribution: how much of the strategy's entire return came from just its single best trading day. A large number means the overall success leans heavily on one lucky moment.
Top Five Percent Day Contribution: how much of the strategy's entire return came from just its best 5% of trading days added together. A large number means a small slice of unusually good days is doing most of the work.
Top Ten Percent Day Contribution: how much of the strategy's entire return came from just its best 10% of trading days added together. A large number means a modest slice of standout days is carrying most of the performance.
Herfindahl Index: measures how concentrated the portfolio is in one or two holdings versus spread evenly across many. A higher number means more money riding on fewer assets.
Annualized Turnover: how often the strategy buys and sells positions over the course of a year. A higher number means more frequent trading, which tends to add more fees and tax drag.
Total Costs: the actual dollar amount lost to trading fees, slippage, and related costs over the backtest.
Backtest Days: the number of trading days the strategy has actual history for. A larger number of days is stronger evidence, the same way flipping a coin 1,000 times tells you more than flipping it 10 times.
OOS Days: the number of days since the strategy's rules were last edited. A large number means it has run untouched for a long stretch, so its recent results reflect real performance rather than rules that were just tweaked to fit the recent past.