Acceptance condition
A predefined metric, comparison rule, threshold, and sample used to evaluate a stated requirement.
Read the Method →Correlation
A measure of co-movement under a chosen statistic and sample; historical dependence can change across regimes.
Open the Concept →Drawdown
A decline from a prior running peak; depth alone does not describe duration, clustering, or recovery.
Open the Concept →Equity curve
A cumulative value path through ordered observations or trades.
Read the Method →Evidence chain
Durable identity linking a question, configuration, run, input, result, and validation record.
Read the Method →Expectancy
An average outcome per trade or observation under a stated accounting basis.
Read the Metric →Higher-precision retesting
Re-evaluating a result with a more demanding or detailed execution representation to test sensitivity to modeling assumptions.
Read the Method →Monte Carlo
A family of simulation or resampling methods that produces a distribution of plausible outcomes under stated assumptions.
Open the Concept →Net Profit
Cumulative realized profit and loss over a stated sample and accounting basis.
Read the Metric →OHLC bar
A time-bucket summary containing open, high, low, and close values; it does not reveal the exact path inside the interval.
Read the Method →Out-of-sample evidence
Evaluation data kept separate from development and selection decisions.
Open the Concept →Parameter robustness
The persistence of behavior across a neighborhood of parameter choices rather than at one isolated point.
Open the Concept →Profit Factor
Gross profit divided by gross loss magnitude under a stated sample and accounting convention.
Read the Metric →Regime
A grouping of observations that share explicitly defined market-state characteristics.
Open the Concept →Replay
A historical viewing mode that reveals evidence only up to a chosen cutoff when the underlying data supports that boundary.
Read the Method →Return / Drawdown Ratio
A return measure divided by a drawdown measure; interpretation depends on the exact numerator, denominator, and sample conventions.
Read the Metric →Selection bias
The change in interpretation that occurs when a reported result was chosen from many alternatives.
Open the Concept →TPO
Time-price opportunity data that summarizes how often price occupied defined price intervals under a stated session and binning scheme.
Read the Method →Volume Profile
A distribution of traded volume across price intervals for a defined session, window, and binning rule.
Read the Method →Walk-forward analysis
A repeated time-ordered train/evaluate procedure that moves the information boundary through history.
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