Public strategy audit
Fixture Mean Reversion
85/100
Overfit Score · High risk
Audited with PineProof — audit yours free
Walk-forward summary
| Period | Trades | Total P&L | Sharpe | Max DD |
|---|---|---|---|---|
| In Sample | 14 | $1,077.00 | 4.03 | $64.10 |
| Out of Sample | 6 | $-219.60 | -0.93 | $321.50 |
| All Trades | 20 | $857.40 | 2.04 | $321.50 |
Monte Carlo distribution
- Median max DD
- $198.10
- 95th percentile max DD
- $440.31
- Worst simulated DD
- $1,125.90
Pine Static Analysis
| Severity | Rule | Line | Evidence |
|---|---|---|---|
| low | Missing strategy calc declarations | 2 | strategy("Fixture Mean Reversion", overlay=true, initial_capital=10000)`strategy()` does not explicitly declare `calc_on_order_fills` and `calc_on_every_tick`. The defaults may be intended, but audit readers should see those execution-mode assumptions declared. |
Not trading advice
This audit is a statistical screening artifact for exported trades. It is not a recommendation to buy, sell, trade, or deploy a strategy with real capital.