Reading the Strategy Tester — kScript

Run any strategy script and the Strategy Tester panel opens under the chart. This page is the map: what each tab shows, what the chart draws, and where the honesty disclosures live. If you have not run a backtest yet, start with Build Your First Strategy.

 [ MA Cross  +2.4% ] [ RSI Revert  -0.8% ]      (compare)  (i)  (v)
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  Overview | Performance | Trades (24)
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   net profit   win rate   profit factor   max DD   sharpe   trades
      equity curve ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
      drawdown lane ______________________________________

The strategy tabs

Every strategy on the chart gets its own tab in the panel header, with its identity color and its net PnL as a chip. Click a tab to switch the panel to that strategy; the eye toggles the strategy's plots and markers on the chart without removing it. The tabs are independent: adding, hiding, or removing one strategy never disturbs another's results.

Overview

The at-a-glance read: an equity curve with a drawdown lane under it, and the headline tiles alongside: net profit, win rate, profit factor, max drawdown, Sharpe, and total trades. A buy-and-hold benchmark can be overlaid on the equity curve; if your rules do not beat doing nothing after costs, the market did the work, not the rules.

Performance

The full stat table, grouped into returns, risk, and trade quality: gross profit and loss, payoff ratio, Sharpe and Sortino, max runup, exposure, average trade, fees paid, and the ambiguous-fill count. Every number here has an exact formula and edge-case behavior documented in the Stats Reference.

Trades

The numbered list of closed trades: side, quantity, entry and exit bars, PnL in cash and percent, cumulative PnL, and how the trade exited (signal, stop, limit, trail, closeAll, liquidation, endOfData). The count badge on the tab is this list's row count. Open positions and pending orders sit in their own sections below, so a strategy still holding into the last bar is visible but never confused with a completed trade.

Two things worth knowing:

Click a row and the chart scrolls to that trade. Hover a row and the trade lights up on the chart with a band from entry to exit.
A "± fill" badge on a trade means the fill was settled by the declared fill model rather than data: the bar could not prove whether the stop or the target traded first, and no finer data covered it. Fill Simulation explains exactly when this happens.

What the chart draws

Entries and exits render as chevrons on the bars that filled them: filled chevrons for entries, hollow for exits, colored by direction, with the strategy's identity color on the outline so multi-strategy charts stay readable. Past 150 closed trades the markers collapse into count pills so the chart stays legible, and the panel footer says so explicitly.

The info icon in the panel header opens the run's own disclosure: chart interval, bars computed, the declared fill model, compute time, and two lines worth reading before you trust any result:

Fill precision: exact, verified on 1m + 5m data, N of M contested fills verified, or bar resolution. This is the simulation grading itself; the tiers are defined in Fill Simulation.
Slippage (for slippageModel="bookEstimate" runs): the average book impact applied and how many fills fell back to the declared rate. See Slippage and Costs.

Compare mode

With two or more visible strategies, the compare button switches the panel to a side-by-side view: net profit, win rate, profit factor, max drawdown, Sharpe, and trade counts per strategy, plus a Combined column that treats them as one equal-notional portfolio. The equity chart overlays each strategy's normalized return with the combined curve, and a pairwise correlation line quantifies how much diversification the combination actually buys: two strategies that win at different times can show a combined drawdown lower than either leg's.

Chart markers are suppressed while comparing so the overlay stays readable; leave compare mode (or hide all but one strategy) and they return.