Metric Library

The metric library appears in the Metrics result tab in:

• Portfolio Backtest — compare metrics across all portfolios in a run.
• Strategy Builder — compare strategy metrics against the benchmark.

The same metric keys, labels, and formatting are applied in both tools, so a saved preset created in one tool can be reused in the other.

• Core: a compact summary set for quick review.
• Returns: metrics centered on growth and return distribution.
• Risk: metrics centered on volatility, drawdown, and downside behavior.
• Full catalog: the complete metric set.

Choose Custom selection to build a metric set from individual metrics. This does not change the underlying calculations. It only changes which metrics are shown.

When you save a preset, the current metric keys are stored under a name and can be reused later. Signed-in users can reuse the same saved preset across Portfolio Backtest and Strategy Builder.

• Run a backtest or tactical analysis, then open the Metrics tab.
• Use a built-in preset for a standard review set, or switch to Custom selection and pick individual metrics.
• Save a custom preset when the same metric set is reused across multiple runs.