| Return % | Total return over the backtest period | Positive means profitable; higher is better |
| Max Drawdown | Largest peak-to-trough equity decline | Smaller is better — shows worst-case risk |
| Total Positions | Number of trades taken | Too few may mean overly strict conditions; too many may suggest over-trading |
| Win Rate | Percentage of profitable trades | Look at this together with profit/loss ratio, not in isolation |
| Sharpe Ratio | Risk-adjusted return | Above 1 is solid, above 2 is strong |
| Profit Factor | Total profit divided by total loss | Above 1 means the strategy is net profitable |