Profitability Score
The Profitability Score (0–100) measures how effectively a strategy generates returns. It accounts for multiple aspects of profitability — not just raw profit, but consistency and efficiency.
How It Works
The Profitability Score evaluates multiple weighted metrics that capture different dimensions of return generation. Each metric is normalized to a 0–100 scale and combined into the final score.
Key areas assessed include the ratio of profits to losses, average reward per unit of risk, annualized growth, and consistency of returns over time.
What Makes a Good Profitability Score
| Score Range | What It Means |
|---|---|
| 80–100 | Excellent returns with high consistency |
| 60–79 | Solid profitability, may have room to improve one component |
| 40–59 | Marginal profitability, likely low in CAGR or consistency |
| 0–39 | Unprofitable or barely profitable |
How to Improve
These metrics are visible in your Strategy Analyzer report — click any metric for a detailed breakdown.
- Low Profit Factor? Strategy may need better exit rules to capture more profit per losing trade
- Low R-Expectancy? Average risk/reward per trade is poor — check position sizing and stop-loss placement
- Low CAGR? Absolute returns are low — may need higher win rate or better market selection
- Low Consistency? Too many losing months — check if strategy is market-regime dependent
Tip
Low Profitability Score? The Strategy Analyzer shows exactly which metrics are dragging it down.
Tip
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