arena_get_robustness_field

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

Is this backtest result real, or a lucky cell? Assess one backtest result against its neighborhood instead of trusting a single "+X% CAGR" cell. Given a (strategy, interval, pair) and YOUR result (user_cagr, optional user_sharpe), returns: the cross-asset distribution of the SAME strategy+interval across every pair the backtest factory ran it on (median, IQR, positive-share, your percentile), a plateau/spike/fragile/mixed verdict, and — where Sharpe coverage allows — a Deflated Sharpe threshold whose N is COUNTED (the number of neighbor assets IS the testing family), not guessed. Honest small-n handling: fewer than 15 neighbors → "insufficient", no DSR-N claimed. Set axis="parameter" for the secondary, always-anecdotal view (the few parameter settings tested on this exact pair). Read-only over result aggregates, look-ahead free. [API Pro tier]