Audit: the deploy gate — ROBUST or MIRAGE
The audit freezes one parameter set (the search's training winner) and grades it on two
separate out-of-sample periods it never touched. The verdict takes the worst of the two
windows — no cherry-picking. Verdicts are blunt:
- ROBUST — made money in BOTH unseen periods with consistent months. Earned the right to be deployed.
- MIRAGE — the profit was an illusion of the optimizer; it evaporated out of sample.
Most strategies fail here. A failure is the tool doing its job — catching a loser before it costs
real money.
Check the road, not just the destination
The equity curve shows the audited candidate over the full range; the underwater chart shows every
decline from a peak — how deep the pain got and how long it lasted.
The printable audit report
From the run page, Open the full report → Print / Save as PDF. What was tested, on what data,
with what settings, and the verdict — a paper trail for a trading partner, a prop firm, or future
you.
Risk Disclosure: Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect trading results.