Reading Strategy Results

Gilito AI tests over 2 million strategies per asset every day. Each strategy is a unique combination of technical indicators, parameters, and entry/exit rules. This guide walks you through how to navigate strategy results and interpret the key metrics so you can evaluate which strategies perform best for any given asset.

Navigating to Strategy Results

Step 1: Open an Asset

Click on any asset from your watchlist, portfolio, or search results to open its detail page.

Step 2: Go to the Strategies Tab

On the asset detail page, navigate to the Strategies tab. This displays a ranked list of the top-performing strategies for that asset, sorted by Gilito Score.

Step 3: Select a Strategy

Click on any strategy row to open its full detail view with all metrics, charts, and parameter information.

Understanding the Strategy Detail View

The strategy detail view gives you a comprehensive look at how a specific strategy has performed historically on the selected asset. It includes performance metrics, an equity curve chart, trade history, and the exact parameters used.

Key Metrics Explained

Total Return

The overall percentage gain or loss the strategy would have produced over the backtested period. For example, a total return of +45% means the strategy would have grown a hypothetical $10,000 investment to $14,500.

Sharpe Ratio

A measure of risk-adjusted return. It tells you how much return the strategy delivers per unit of risk taken. A Sharpe ratio above 1.0 is generally considered good, above 2.0 is very good, and above 3.0 is excellent. A negative Sharpe ratio means the strategy underperformed a risk-free investment.

Win Rate

The percentage of trades that were profitable. A 60% win rate means 6 out of every 10 trades made money. Note that win rate alone does not tell the full story — a strategy can have a 40% win rate but still be highly profitable if its winning trades are much larger than its losing trades.

Max Drawdown

The largest peak-to-trough decline the strategy experienced during the backtested period. A max drawdown of -20% means that at its worst point, the strategy was down 20% from its previous high. Lower drawdowns indicate better risk management.

Number of Trades

How many buy/sell round-trips the strategy executed during the backtest period. More trades generally give a more statistically significant result. Strategies with very few trades (under 10) should be interpreted with caution.

The Gilito Score Breakdown

The Gilito Score is a composite metric from 0 to 100 that evaluates each strategy across multiple dimensions. It is designed to rank strategies in a balanced way, rewarding consistent performance and penalizing excessive risk. The score considers:

• Return — how much profit the strategy generated
• Risk-adjusted return — return relative to volatility (Sharpe ratio)
• Consistency — win rate and trade distribution
• Risk management — max drawdown and worst-case scenarios
• Activity — number of trades and statistical significance

Comparing Strategies

The strategies tab for each asset shows a ranked table of the top strategies. Use this table to compare multiple strategies side by side:

• Sort by any column (Gilito Score, total return, Sharpe ratio, win rate, drawdown) to find strategies that match your priorities
• Look for strategies that score well across multiple metrics rather than excelling in just one
• Pay attention to the number of trades — strategies with more trades tend to have more reliable metrics

Strategy Equity Curve and Performance Chart

The equity curve chart visualizes the strategy's hypothetical portfolio value over time. It shows:

• The growth of a hypothetical investment following the strategy's signals
• Entry and exit points marked on the chart so you can see when trades were executed
• A comparison line showing buy-and-hold performance for the same asset over the same period
• Drawdown periods highlighted so you can visualize the risk profile

Parameter Details

Every strategy is defined by a specific set of parameters. The parameter section of the strategy detail view shows:

• Indicators used — which technical indicators the strategy relies on (e.g., moving averages, RSI, MACD, Bollinger Bands)
• Lookback periods — the time windows for each indicator (e.g., 20-day vs 50-day moving average)
• Entry rules — the conditions that trigger a buy signal
• Exit rules — the conditions that trigger a sell signal

Understanding the parameters helps you evaluate whether a strategy makes intuitive sense for the asset and market environment. It also helps you learn which types of strategies tend to work best for different assets.