Calculator
Backtest Overfitting Score
Backtest overfitting detection via PBO (CSCV) and Deflated Sharpe Ratio. Upload a strategy trade log; get an English verdict. Runs in your browser. Free.
- Inputs
- Form inputs / CSV
- Runtime
- Instant
- Privacy
- Client-side · no upload
- API key
- Not required
- Methodology
- Open →
1 · Upload your backtest returns
Wide-format CSV: one column per candidate strategy, one row per observation. Optional date column as the first column. Returns are interpreted as simple (non-log) daily returns. All computation runs in your browser — nothing uploaded.
What this tool answers
If you backtested many candidate strategies and picked the best one, how likely is it that the winner is real versus the winner of a lucky lottery? Two complementary signals:
- PBO (Probability of Backtest Overfitting, via Combinatorially-Symmetric Cross-Validation): fraction of splits where the in-sample winner ranks below median out-of-sample. High PBO = likely overfit.
- DSR (Deflated Sharpe Ratio): probability that the Sharpe is statistically real, adjusted for how many strategies you tested and how non-normal the returns are. Low DSR = Sharpe probably a coincidence.
Load the synthetic demo for a working example, or upload your own CSV. See the methodology page for formulas and references.
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