RISK METRICS
Returns without risk context are meaningless. Learn the metrics that matter.
A +40% return means nothing without knowing the risk taken to achieve it. Risk-adjusted metrics like Sharpe, Sortino, and Max Drawdown let you compare strategies on equal footing.
Every metric explained: Sharpe, Sortino, MaxDD, VaR, Calmar. What they measure and how to interpret them.
Is your Sharpe ratio statistically significant? Test for multiple-testing bias with the Bailey-Lopez de Prado method.
How likely is your strategy overfit? Estimate the probability that your backtest is just curve-fitting noise.
How AuditZK computes Sharpe, Sortino, MaxDD, and VaR from daily equity snapshots inside a hardware enclave.
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Every metric explained here is computed automatically from your exchange data.