Outcome and risk
Net return is read beside drawdown, Sharpe, Sortino, duration and sample size.
kquant connects the final curve to every trade, assumption, market regime and parameter region so the result can be inspected, compared and challenged.
Search, rank and freeze a candidate
Net return is read beside drawdown, Sharpe, Sortino, duration and sample size.
The trade log, fees, slippage and funding explain what actually shaped the curve.
Parameter surfaces expose plateaus, stability boundaries and dependence on a solitary peak.
Anchor, candidate, holdout and Simulation remain distinct series of one strategy.
Read the candidate against its anchor, neighbouring parameters, sample size, costs and complete trial history.
Bound the search space
Compare several objectives
Freeze before opening holdout
Candidate record
Historical, statistical and model results do not promise future returns. kquant provides computational tools and technical execution, but does not assess whether a specific trade is suitable for a user.