Understanding Trading Model profiles

A Trading Model profile helps you understand how a Trading Model trades — not just whether it made pips recently.

In the dashboard you will typically see:

• Entry Logic: what triggers entries (trend-following, breakout, mean reversion, etc.)
• Position Manager: stop/exit style (fixed stop, ATR-based trailing, SMA trailing, …)
• Regime Filter: the conditions under which the Trading Model is allowed to trade
• Personality Layer (optional): behavioral + risk characteristics derived from recent trades
• Stability Layer (optional): drift + consistency metrics that describe how stable outcomes are over the test window

Why profiles matter

Two Trading Models can have similar fitness but behave very differently:

• one might trade rarely with large stops (slow, selective)
• another might trade frequently with tight stops (fast, aggressive)

Use profiles to choose a Trading Model that matches your risk tolerance and market view.

Stability Layer (new)

• Std Dev: dispersion of trade outcomes within the backtest window.
• Drift metrics: how much the trade outcome distribution shifted between the first and second half.
• Mutual Information (MI): relationship between win/loss outcomes and the trade distribution.
• Profit Factor / Sharpe / Sortino / Calmar: risk-adjusted performance quality.
• Avg Drawdown / Exposure / Return Stability: average pullback pressure, market participation ratio, and equity-path smoothness.

These metrics help identify models that remain consistent as market regimes shift.