Win Rate
{{ fmt1(sigStats.winRate) }}%
vs random {{ fmt1(randomBaselineWinRate) }}%
{{ winRateDelta >= 0 ? '+' : '' }}{{ fmt1(winRateDelta) }}%
{{ winRateSig.label }}
Z
{{ fmt2(Math.abs(winRateZ)) }}
{{ pvalLabel }}
Supporting metrics
Median MFE
{{ fmt1(sigStats.medMFE) }}
{{ Math.round(percentiles.mfePct) }}th pct
Median MAE
{{ fmt1(sigStats.medMAE) }}
{{ Math.round(percentiles.maePct) }}th pct
MFE/MAE Ratio
{{ fmt2(sigStats.ratio) }}
{{ Math.round(percentiles.ratioPct) }}th pct
Win rate — expected range if entries were random
Curve shows the distribution of win rates expected by chance given {{ signalCount.toLocaleString() }} trades.
Signal marker 'S' shows where the actual win rate falls.
Shaded tail = probability of observing this result or more extreme by chance.
Expected if random
Signal win rate
Random baseline: {{ fmt1(randomBaselineWinRate) }}%
| Signal: {{ fmt1(sigStats.winRate) }}%
| Z = {{ fmt2(winRateZ) }}