Stability Score is Quantprove's Validation output: a 0 to 100 score for whether your live trades deliver what the backtest promised, after costs. It compares them in five areas, Profit, Drawdowns, Consistency, Execution and Proof, and starts at 25 live trades. A higher score means the live record still behaves like the strategy you tested.
Why does Stability Score matter for traders?
A backtest answers one question: did this work in the past? Stability Score answers the harder one: is it still working now, and is there reason to believe it will keep working?
You cannot answer that from historical data alone. You need live trades, with real execution, real slippage, and real conditions, plus a way to test whether those trades still match the backtest.
Most traders skip this step. They see a profitable backtest, go live, and assume the edge carries over. Sometimes it does. Often it does not, and by the time the account is deep in drawdown the trader has lost months finding out.
Stability Score compares your backtest with live results and shows whether your system behaves as expected. It helps you see what remains consistent, what has drifted and where the live evidence needs attention.
In simpler words: Stability Score tells you whether your live trading is still the same strategy you backtested.
What does Stability Score measure?
Each live number is placed among thousands of paths your backtest could have taken over the same number of trades. Points come in five areas:
- Profit (35). Your live result against what the backtest expected.
- Drawdowns (15). The deepest drop, the longest stretch below a high, and the largest single loss.
- Consistency (20). Whether your average win, win rate and average loss look like the backtest.
- Execution (20). Whether your costs, position sizes and exits match what you tested. It needs your fees and your risk per trade.
- Proof (10). How sure we can be that the live edge is real. Only broker trades can prove it, not uploaded files.
A check with no data yet is left out instead of scoring zero. If Profit, Drawdowns, Consistency or Execution earn less than a quarter of their points, that area is shown as weak ("Consistency is weak") and the score cannot read better than Fair Match.
How does Stability Score treat limited live evidence?
A short live record is compared with backtest paths of the same short length, so a few unlucky trades are judged fairly. As the live history grows, the comparison sharpens and Proof can earn its points.
Validation needs a floor of data to run at all: at least 30 backtest trades and 25 live trades.
What are the Stability Score tiers?
A Stability Score of 70 or above means your live results are tracking the backtest well. The five tiers:
- 85+Strong Match
- 70 to 84Good Match
- 50 to 69Fair Match
- 30 to 49Weak Match
- Below 30Unstable
Where is Stability Score used in Quantprove?
Stability Score is the core output of Validation, the second stage in Quantprove's workflow.
Edge Score grades a backtest on its own. Stability Score grades whether the live results live up to it. A strong Stability Score is the signal to graduate a strategy into Monitor, where Health Score checks every new trade to catch the system drifting.
For how live results are compared with the backtest, see compare live and backtest evidence.
Frequently asked questions
References
Related terms
- Health Score — A 0 to 100 score that shows whether a live strategy is still working right now, compared with what its backtest expected.
- 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.
- 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.