Backtest Summary

Snapshot of backtest performance by universe and horizon

Test name

Run at

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All universes · All horizons

6141

Trades

Avg return

0.91 %

Median return

0.51 %

Win rate

51.99 %

backtest_trades_all · 2026-02-01 14:30:00

Universes

1

Rows

8

Best trade

135.79 %

Worst trade

-66.18 %

Alpha avg: +0.39 % · Alpha win rate: 47.47 %

Universe

All

ID All

Horizon	Trades	Avg	Median	Win rate	Avg winner	Avg loser	Best	Worst	Alpha	Alpha win
All	6141	0.91 %	0.51 %	51.99 %	7.43 %	-6.38 %	135.79 %	-66.18 %	+0.39 %	47.47 %
10	2084	0.41 %	0.03 %	50.05 %	4.75 %	-4.14 %	51.52 %	-31.27 %	+0.08 %	46.93 %
20	2055	0.62 %	0.43 %	51.53 %	6.48 %	-5.83 %	68.57 %	-59.54 %	+0.22 %	46.86 %
50	2002	1.73 %	1.57 %	54.50 %	10.92 %	-9.46 %	135.79 %	-66.18 %	+0.91 %	48.65 %

Universe

OSEBX

ID 1

Horizon	Trades	Avg	Median	Win rate	Avg winner	Avg loser	Best	Worst	Alpha	Alpha win
All	1338	0.34 %	0.37 %	51.12 %	7.11 %	-6.83 %	50.52 %	-46.45 %	-0.23 %	47.68 %
10	456	0.12 %	0.28 %	50.66 %	4.65 %	-4.60 %	29.77 %	-31.27 %	-0.19 %	49.56 %
20	449	0.50 %	0.42 %	51.22 %	6.44 %	-5.82 %	50.52 %	-30.28 %	-0.05 %	47.44 %
50	433	0.41 %	0.59 %	51.50 %	10.35 %	-10.29 %	50.50 %	-46.45 %	-0.46 %	45.96 %