Universal Algo Optimizer

Script Selection

Backtest Script

Optimization Settings

Optimization Mode

Iterations

Parallel Workers

Random Seed

Ranking Metric

Top N Results

Drawdown Optimization

Mode

Progress

Results 0

Chart View

No Optimization Running

Select a backtest script, configure parameters, and hit Start Optimization to begin.

No Results Yet

Results will appear here once an optimization run completes.

Groups

All Saved

Walk-Forward Configuration

Rolling: IS window slides forward by step size. IS length stays fixed.

WFO Start Date

WFO End Date

IS Duration (Months)

OOS Duration (Months)

Step Size (Months)

Optimization Method

Iterations per Step

Parallel Workers

Ranking Metric

Random Seed

Drawdown Optimization

Mode

Window Preview

Execution Progress

Step Results

Combined OOS Performance

Robustness Assessment

Parameter Stability

Candidate Parameters

Full-Sample Comparison

FULL-SAMPLE ANALYSIS — NOT OOS VALIDATION. These results include data the strategy was trained on.

Detailed Report

Export

Walk-Forward History

Trade Source

A backtest is one sample from a distribution of possible outcomes. Monte Carlo resamples the trades that actually happened to show the rest of that distribution — how much of the result was edge, and how much was the order the trades arrived in.

Source Type

Optimization Run

Batch

Walk-Forward Run

Step Number

Trade CSV Path

Simulation Methods

Simulation Settings

Simulations

Starting Capital

Random Seed

Trades per Run (blank = same as source)

Ruin Threshold % (capital lost)

Drawdown Limit % (your tolerance)

Trades Kept % (skip method)

P&L Noise % (noise method)

Block Size (block bootstrap)

Simulation Results

Monte Carlo History

No Optimization Running

No Results Yet

Groups

All Saved

Excel Report Viewer

Save Backtest