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Overview

Success metrics

The basket of metrics the lab evaluates — because no single number is the objective.

The platform does not optimize a single metric. It continuously evaluates a basket of them — because maximizing any one number in isolation usually produces a worse system overall.

What the lab tracks

MetricWhat it tells us
Expected returnThe edge a decision is expected to capture
Win rateHow often a decision is right — but not the goal in itself
Average reward / risk ratioHow much is won per unit of risk taken
Capital growthThe compounding outcome over time
Maximum drawdownThe worst peak-to-trough loss endured
Holding durationHow long capital stays committed per opportunity
Execution qualitySlippage and fees versus the intended fill
Win rate is not always the right objective
The platform may discover that maximizing win rate is not optimal — a strategy that wins rarely but with a large reward/risk ratio can beat one that wins often and small. Every assumption about which metric matters must itself be validated through data.

Why a basket, not a single score

A high win rate with a terrible reward/risk ratio loses money; a great expected return with an unbearable drawdown is untradeable in practice. The metrics are evaluated together so the lab optimizes for a system that is actually survivable, not for a single flattering number.