The results screen leads with two numbers side by side: what the strategy made under our cost model, and what the same test made with those costs raised by half. The gap between them is the most useful thing on the page.
Why the second number exists
Every test runs twice. Once at our modelled spread and commission, once at 1.5 times those costs, with nothing else changed.
A strategy whose result barely moves between the two is one that survives ordinary execution. A strategy whose profit disappears at 1.5× was never really profitable — it was profitable at one specific assumption about how cheaply you fill, and you will not always fill that cheaply.
The worst dip
Drawdown is the largest fall from a high point in your balance to the low that followed it, before a new high. It is shaded on the equity curve, so the band you see is the same event the number names.
It matters more than the net figure for one reason: the net figure is what you get if you hold on, and the drawdown is what you have to hold on through.
What the trade count includes
Every close, including a partial one. A strategy that closes half at 1R and the rest at 2R records two trades, each with its own result. Worth knowing before comparing against a platform that counts round trips.
What the numbers do not say
Nothing on the screen grades the strategy, and that is deliberate. There is no score, no rating, no verdict — a backtest tells you what happened on a stretch of history, and any product that converts that into a judgement is selling you confidence it does not have.
It is also a test against the past. Markets change. A strategy that worked on the last five years can stop working tomorrow, and nothing in the result tells you which way it will go.