Interpreting Backtest Results
After a backtest completes, CRUCIBLE presents the results in two main views: the replay chart and the PnL summary.
Replay Chart
The replay chart shows the historical candle data with your strategy's activity overlaid:
- Candlesticks — the OHLCV price data for each bar in the test period
- State transitions — markers showing when and where the strategy changed states
- Trade signals — entry and exit markers showing where "Execute Trade" actions fired
- Indicator lines — any subscribed indicators (EMA, RSI, etc.) drawn on the chart
You can zoom, pan, and interact with the chart just like FORJ's regular chart view.
PnL Summary
The profit-and-loss summary breaks down the strategy's performance:
- Total trades — how many trade signals were generated
- Winning / losing trades — count and percentage
- Net P&L — overall profit or loss across all trades
- Per-trade detail — entry price, exit price, direction, and result for each trade
What to Look For
Strategy is never transitioning? Check that your conditions reference the correct indicators and thresholds. A condition set too tight may never pass.
Too many trades in a short period? Look at your transition logic — you may have a loop that triggers on every candle without meaningful conditions.
Unexpected exits? Check for global event handlers or always-type transitions that may be firing from states you didn't intend.
Backtest results are based on historical data. Past performance gives you insight into your strategy's logic but does not guarantee future results.