Start with the trade list, not just the summary
A Strategy Performance Report is useful for headline statistics, but the trade list is where diagnosis begins. Entry and exit timestamps, direction, price, quantity and realized result make it possible to segment performance and test whether losses are random or concentrated.
Questions worth asking
- Do long and short trades have materially different expectancy?
- Are losses concentrated at particular times of day or sessions?
- Does the strategy depend on a narrow group of large winners?
- Are stops consistently hit shortly before favorable movement?
- Does performance change during trending, ranging, high-volatility or low-volatility markets?
Separate signal quality from trade management
A poor final result does not automatically mean the entry was poor. MAE and MFE analysis can help distinguish a bad signal from a trade that developed favorable excursion but gave it back. That distinction matters before changing entries, stops or targets.
Look for stable relationships
Any pattern discovered in TradeStation results should be treated as a hypothesis, not an instruction to optimize immediately. Split the sample, check adjacent periods, compare instruments where appropriate and preserve out-of-sample data whenever possible.
Move from report to diagnosis
The goal is not to produce more statistics. It is to identify a small number of evidence-backed questions that deserve another controlled test. That is the research layer EdgeQuery is designed to support.
Ask better questions about your strategy.
EdgeQuery is being built to analyze automated trading-system history beyond headline statistics. The founding beta focuses on trade-level behavior, market context, failure patterns and research priorities.