In-sample vs out-of-sample · per strategy
IS = trades with entry before 2025-01-01. OOS = entries after. A strategy that overfits the in-sample window will degrade visibly here.
| Strategy | Trader | Horizon | IS trades | IS WR | IS PF | IS avg R | IS total % | OOS trades | OOS WR | OOS PF | OOS avg R | OOS total % |
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All filtered trades · —
| Date | Trader | Strategy | Symbol | Side | Entry | Exit | Reason | P&L % | R | Raw % | Rationale |
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