Parameter Robustness Test

Available in the Robustness tab of the Strategy Performance Report. It answers the most important question once you have found a good strategy: does it only work with exactly these parameters, or with the neighboring values too?

How it works

Given the selected strategy's parameters (indicator period, threshold, and so on), the system builds a grid of ±N values around each one and runs the full backtest for every combination. The result is a 2D heatmap: the axes are the parameters and the color shows the metric you picked.

Example: RSI Period (X axis) × Threshold (Y axis) · metric: Win%

■ cyan cell = the selected strategy · red = bad · green = good

A robust strategy

The selected cell sits on a broad plateau of green. The neighboring values are good too. The strategy does not depend on exact parameters.

An overfitted strategy

The selected cell is an isolated peak surrounded by red. The slightest change to the period or threshold destroys the result.

Detected parameters

The system detects the axes automatically: period × threshold, period1 × period2, or two periods from different conditions. It sweeps ±15 units around each value.

How to read the map

① Double click a strategy in the Mass Test → the Performance Report opens with the Robustness tab available.

② Switch to the "Robustness" tab → the system automatically runs around 400-600 backtests in the background (under a second).

③ Use the Win% / Profit Factor / Net P. % buttons to change the map's metric without recomputing.

④ The cell with the cyan border = your current parameters. You want it surrounded by green, not isolated.

Try it yourself

AniQuant can be tried free for 30 days, with every module and no card.

Download the free trial See pricing

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