arena_is_distinguishable

io.github.Schoasch/backtesting-arena · Verify this server

Do these two CAGR figures actually differ? Check before ranking them. Pass the two values as `a` and `b` (gross CAGR in percent, same basis) plus `axes` — which arbitrary choices went into them — and the tool returns whether their gap clears the MEASURED noise floor of those choices, along with the floor itself, the dominant axis, and the probe + date it was measured on. `axes` accepts: grid_phase (how a multi-day candle grid is aligned to the Unix epoch; exists only on 2d/3d), parameter_choice (neighbouring parameter settings — by far the largest at ~17.9 pp), window_edges (shifting the start date), pair_selection (which pairs made it into the universe). Pass ALL axes that genuinely varied; the floor is their maximum, not their sum. Optionally set `interval` to the candle interval so the floor can be sharpened where an axis was measured per interval — passing grid_phase together with a non-multi-day `interval` is a hard error, because that axis does not exist there. `label_a` and `label_b` are optional display names for the two values and are echoed back inside the explanation, so a multi-way comparison stays readable. Worked example: 2d vs 3d intervals differ by 4.40 pp, but grid alignment alone spans 6.66 pp — so that comparison carries no finding at all. Read-only, no market data touched. [Free tier]