Edge Score summarizes several parts of a Backtest. Sample size affects how much confidence you can place in that summary.

What Edge Score combines#

The result considers more than profit or win rate. It looks at evidence such as consistency, downside risk, tradability, and the amount of data behind the result.

Why sample size matters#

A small sample can look unusually strong or weak because a few trades have more influence. As more trades are added, the result has more evidence behind it.

Quantprove can begin with 30 trades and accounts for sample size automatically. Confidence grows as relevant evidence grows.

Read score and evidence together#

  1. Check the number of trades and covered period.
  2. Read the Edge Score.
  3. Inspect drawdown and loss behaviour.
  4. Check whether results are spread across the sample.
  5. Review robustness evidence.
  6. Compare the summary with the underlying trade log.

Avoid one-number decisions#

Use Edge Score to find where to inspect, not as a pass or fail signal. A decision still depends on your goals, risk limits, and the uncertainty in the evidence.

Return to Read your first Backtest result for the full reading order.