Analyse Strategy Analyzer results

After a strategy passes Build Check, Xen can analyse results exported from NinjaTrader's Strategy Analyzer. This connects the generated source to evidence from an actual backtest and helps you decide what should be investigated next.

Xen does not run the backtest. Run the strategy in NinjaTrader first, check that the test settings are appropriate, and export the Strategy Analyzer Summary as a CSV file. You can also export the Trades view when you want Xen to inspect individual trades. Each uploaded file can be up to 256 KB, and no more than two files are accepted for one analysis.

Start an analysis

Select Analyse backtest results after a successful Build Check, or choose Analyse Backtest from the task panel. Upload the Summary CSV and, if available, the Trades CSV. Add a short note identifying the instrument, bar interval, test period and any important assumptions such as commission or slippage.

Xen reviews the exported figures and explains the important results in plain language. The report can highlight profitability, drawdown, trade count, win rate, profit factor, risk-adjusted performance and differences between long and short trades. It also calls attention to unrealistic test assumptions or results that may depend on a small number of unusually large trades.

Interpret the report carefully

A profitable historical test does not prove that a strategy will remain profitable. Treat Xen's report as a diagnostic aid rather than a recommendation to trade. Check that commissions, slippage, session templates, contract settings and data quality reflect how the strategy would actually be used.

When the analysis suggests a modification, make one controlled change at a time and test again over suitable in-sample and out-of-sample periods. This makes it easier to tell whether an apparent improvement is robust or simply fitted to one data set.