How to Evaluate
Framework Evaluation
CrabbyTrades frameworks are evaluated using a structured statistical approach designed to analyze outcome distribution, drawdown behavior, and performance stability across different market environments.
Rather than focusing on isolated periods of strong performance, the evaluation process emphasizes how the framework behaves across many observations and market conditions.
Evaluation reports are updated monthly and summarize the most recent results alongside long‑term historical analysis.
Latest Evaluation Report
How to Interpret the Evaluation Report
The evaluation report is designed to present the structural characteristics of the framework rather than focusing on short‑term results.
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Key principles used throughout the report:
• Outcomes are measured in index points rather than percentage returns so results remain independent of account size or leverage assumptions.
• All statistics reflect modeled transaction costs including commissions and conservative slippage assumptions.
• The analysis emphasizes distribution, drawdowns, and rolling performance windows to provide a broader perspective on framework behavior.
Performance Characteristics
The Performance Characteristics section of the report focuses on the magnitude and distribution of outcomes.
Charts and tables in this section illustrate:
These metrics help illustrate how outcomes are distributed over time and how favorable extension periods contribute to cumulative results.
Risk Characteristics
The Risk Characteristics section focuses on drawdown behavior and recovery characteristics.
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Charts and tables in this section illustrate:
These metrics help illustrate the drawdown environments the framework has historically experienced.
Robustness and Stability
The Robustness & Stability section evaluates how framework outcomes vary across different time periods and market conditions.
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Analysis Includes:
These observations help illustrate how the framework behaves across varying volatility and trend environments.
Evaluation Methodology
The statistics presented in the evaluation report are derived from historical simulation of the CrabbyTrades framework rules applied to historical market data. All charts and statistics are generated using the same dataset, observation window, and calculation methodology to ensure consistency across the report.
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Execution Assumptions Include:
Results are expressed in index points so that evaluation remains independent of account size or leverage decisions.
Disclosure
Charts and statistics presented in the evaluation report reflect historical analysis derived from historical market data.Historical results do not guarantee future outcomes. Trading futures involves risk and may not be suitable for all participants.