Health Score is the 0 to 100 score Quantprove gives a live system in Monitor. It compares your live trades with what your backtest said to expect, in five areas: Profit, Drawdowns, Consistency, Execution and Proof. It appears from 30 live trades, and a fall tells you the live record has drifted away from what a healthy version of the system would do.
Why does Health Score matter for traders?
A backtest tells you the past, a validation check tells you the present, but neither tells you what will happen next.
Edges go down… markets shift regime… a setup gets crowded… volatility changes… and a strategy that printed money for two years stops working.
The trader almost always finds out too late, after the account is already deep in drawdown, because they were watching their P&L instead of watching their edge.
Health Score watches the edge. Every new live trade is compared with thousands of paths a healthy version of your system could have taken, built from your backtest.
In simpler words: it turns “I think something feels off lately” into a number you can act on.
What does Health Score measure?
Health Score adds up points in five areas. Each area has a fixed share of the 100 points:
- Profit (35). Your live result since you started, against what the backtest expected after this many trades.
- Drawdowns (20). How far below its high the system is now, how many trades since the last high, and the largest single loss.
- Consistency (15). Whether your average win, win rate, average loss and profit factor look like the backtest.
- Execution (15). Whether your costs, position sizes and exits match what you tested. It needs your fees and your risk per trade.
- Proof (15). How sure we can be that the live edge is real, from broker trades.
A check with no data yet is left out instead of scoring zero, so the score only uses what it can measure. If Profit, Drawdowns, Consistency or Execution earn less than a quarter of their points, that area is shown as weak ("Drawdowns is weak") and the score cannot read better than Moderate.
Health Trend sits next to the score. It says Declining when the live results have started running clearly below the backtest pace, and Stable when they have not.
What are the score tiers?
- 85+Very Healthy
- 70 to 84Healthy
- 50 to 69Moderate
- 30 to 49Weak
- Below 30Unhealthy
Where is Health Score used in Quantprove?
Health Score is the core output of Monitor.
It is where a strategy goes once it has earned a strong Edge Score in Backtest and a strong Stability Score in Validation. From there, Monitor checks every new trade and tells you when the system starts to drift, while you can still cut size or pull the strategy.
Edge Score grades the backtest. Stability Score checks whether live results match it. Health Score watches the live system over time and tells you when it starts to break. The Help Center guide to your first result shows how to read them.
Health Score is Quantprove's analysis of your trades, so it never shows as Verified. On a Passport, Verified covers only facts Quantprove confirmed with the broker, like real money and a balance that matches every day. To show your live record to others, see how the track record works.
Frequently asked questions
References
Related terms
- Edge Score — A 0 to 100 score that grades how good a trading strategy is on its backtest, after costs, and how well that is proven.
- Stability Score — A 0 to 100 score that measures whether a live strategy is delivering what its backtest promised, after costs.
- Expectancy — What one average trade is worth to you, after the wins and losses cancel out.
- Sortino Ratio — How much return a strategy earns for the losses it actually makes you feel.