Equity progression labelled by evidence class: backtest, OOS, stress, forward or live record.
Analytics Layer
Institutional-style diagnostics for trading-system research.
Analytics pages should not sell a single headline return. They should explain evidence quality, drawdown behavior, distribution, execution cost and validation status. This page defines the target information architecture for public and private reporting.
Analytics objective
Make performance claims auditable
NO HYPE
Primary viewEvidence class
Risk lensDrawdown first
System scopeMMO-X / XRM5 / XAU-RL
Commercial statusResearch only
Modules
Core analytics modules.
These modules should become the standard report layout for every system page and every public research note.
Maximum drawdown, average drawdown, drawdown duration and recovery pressure.
Trade outcome quality, asymmetry, outlier dependence and fat-tail behavior.
Sequence risk, equity dispersion, drawdown percentiles and unfavorable trade order.
Spread, commission, slippage and latency impact on expectancy.
Historical, recent, OOS, stress and forward gates shown separately.
Report Standard
A consistent report order prevents selective storytelling.
The order below should be reused for MMO-X, XRM5, future systems and imported MT5 reports.
Evidence label
Identify whether the source is backtest, OOS, stress, forward or live.
Sample quality
Trade count, period coverage, market regimes and concentration risk.
Risk profile
Drawdown, exposure, recovery time and capital-buffer pressure.
Return profile
Equity progression, monthly returns, expectancy and R-multiple distribution.
Execution profile
Spread, commission, slippage, symbol specification and broker-dependent assumptions.
Decision status
Research, observe, revise, reject or release-review.
System analytics
System-specific dashboards.
Each system gets the same analytical skeleton. This keeps MMO-X, XRM5 and XAU-RL comparable without pretending they are at the same maturity level.
MMO-XControlled forward dashboard
Multi-regime analytics
Best suited for full test-suite reporting: regime split, exposure, trade distribution, drawdown and forward-observation status.
BacktestOOSStressForward
Open MMO-X profile
XRM5Gold regime dashboard
XAUUSD session analytics
Best suited for session-filter comparison, allowed-blocked analysis, weak-window inspection and stability review.
BacktestOOSStressForward
Open XRM5 profile
XAU-RLExperimental research dashboard
State-classification analytics
Best suited for research notes, feature experiments and model-comparison records. No performance claim should be attached yet.
HypothesisBacktestOOSStress
View inventory
MT5 ReportsImported report dashboard
Analyzer target
The planned MT5 analyzer should map tester reports into the same Valthor analytics standard.
SpecParserChartsExport
Open specification
Disclosures
Analytics must not blur evidence categories.
The public analytics standard is deliberately conservative. A chart may look professional, but the label matters more than the visual.
Backtest is not forward
Historical model output is not a live account record and must not be described as such.
Forward is not proof
Forward observation is evidence, but sample size, market regime and execution stability still matter.
Risk is primary
Drawdown, exposure and survival pressure must be visible before return metrics.
No investment advice
Analytics are research materials only and do not constitute a recommendation.
Next build target
Connect analytics to system profiles and MT5 report import.
After this page, the logical next implementation step is a shared analytics component used by MMO-X, XRM5 and future report pages.