Profitability Score

The Profitability Score (0–100) measures how effectively a strategy generates returns. It accounts for multiple aspects of profitability — not just raw profit, but consistency and efficiency.

How It Works

The Profitability Score evaluates multiple weighted metrics that capture different dimensions of return generation. Each metric is normalized to a 0–100 scale and combined into the final score.

Key areas assessed include the ratio of profits to losses, average reward per unit of risk, annualized growth, and consistency of returns over time.

What Makes a Good Profitability Score

How to Improve

Your Strategy Analyzer report shows the full picture — click any metric for a detailed breakdown. The score responds to the shape of your results, so aim at the shape rather than at any single number:

• Losing more often than you win? This score rewards being right regularly, not only being right big. Tightening your entry conditions — a stricter filter, a narrower session, a clearer setup — is the most direct lever on this half of the picture.
• Winners too small next to your losers? Cutting winners early while letting losers run costs you twice over. Compare where your exits sit against how far trades actually travel in your favour — the MAE/MFE view in the Strategy Analyzer shows this directly.
• Neither looks obviously broken, but the score is still low? The two work together. Winning often cannot rescue wins that barely outsize your losses, and outsized wins cannot rescue a strategy that is wrong most of the time. Improving whichever side is weaker moves the score more than pushing the stronger side further.
• 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.