Robustness Score Card

Robustness Scorecard

A free StrategyQuant X plugin that turns your backtest stats into a single, easy-to-read score from 0 to 100 with a letter grade (A–F) — so you can tell at a glance whether a strategy is worth keeping.

Instead of staring at dozens of metrics, the scorecard combines them into 6 weighted pillars:

• Profitability — Profit Factor, R-Expectancy
• Risk-adjusted return — Return/DD, Calmar
• Consistency — Stability, SQN
• Sample size — number of trades and years tested (small samples are penalized)
• Symmetry — long vs. short balance
• Tail risk — drawdown depth and worst-trade exposure

Each pillar shows its own bar and score, with hover tooltips that explain in plain language what the metric means and what counts as good, OK, or weak. Updates automatically when you switch strategies, supports light and dark themes.

Who it’s for: anyone using SQX who wants a fast, opinion-free sanity check before promoting a strategy to live trading or further validation.