Profitability Score

The Profitability Score (0–100) tells you whether a strategy has a real, repeatable profit edge — not just a good-looking net profit figure, but profits that look like they come from something durable rather than a few lucky trades.

How It Works

The Profitability Score is a proprietary score built from several measures of how a strategy makes its money. The exact measures, weights, and thresholds are proprietary — like a credit score, you see the result and what moves it directionally, not the internal formula.

Below a minimum number of trades, the score isn't calculated and shows Not enough data.

What Makes a Good Profitability Score

How to Improve

Your Strategy Analyzer report shows the full picture — click any metric for a detailed breakdown.

• Look for a durable edge, not a few lucky trades. A profit that rests on a handful of standout results is fragile. Check the Quality Report and the Monte Carlo simulation to see whether the results hold up when the trade order is shuffled.
• Make sure the edge survives real costs. An edge that only exists before slippage and commission isn't an edge. Import with realistic costs so the score judges what you'd actually keep.
• Score fell after you added more history? A short, flattering sample can hide an ordinary edge. That is the score correcting itself, not degrading — check the Confidence Score alongside it.