nt8-sdk/docs/02-runbooks/backtest_review_workflow.md

Backtest Review Workflow

Purpose

Provide a consistent pass/fail review process for strategy backtest output.

Inputs

• Backtest report (date range, instrument, timeframe, settings).
• Strategy version/commit reference.
• Risk and execution assumptions used for the run.

Review Steps

1. Confirm run metadata is complete and reproducible.
2. Validate data window and session settings match test intent.
3. Review shared metrics vocabulary:
   • Net Profit
   • Profit Factor
   • Max Drawdown
   • Win Rate
   • Average Trade
   • Expectancy
   • Trade Count
4. Check risk behavior consistency (drawdown shape, loss clustering, streak behavior).
5. Compare against prior baseline and flag material regressions.
6. Record decision: pass, pass_with_conditions, or fail.

Required Output

• Backtest Review Note with:
  • metadata,
  • metrics snapshot,
  • baseline delta,
  • decision,
  • required follow-ups.

Exit Criteria

• Review note is stored with clear decision and rationale.
• Any follow-up actions are captured as tasks.