Backtesting Arena

Backtesting Arena

Arena Score

Scoring· DE: Arena-Score

A 0–100 composite quality grade for a backtest, combining return, efficiency, consistency and sample size into a single letter grade (S–F).

Calculation
total = return(0–30) + efficiency(0–25) + consistency(0–25) + sampleSize(0–20); grade S≥85, A≥70, B≥55, C≥40, D≥25, else F. Per-strategy: run-weighted mean across intervals.
Unit & source
score_0_100 + enum · tradingstrategies.work Arena-Score methodology
Values: S, A, B, C, D, F

Related terms

Knowledge objects measuring this

Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.