Gauntlet · Walk-Forward

Prove the edge survives noise — before you trust it.

Run Gauntlet stress tests and walk-forward analysis before capital is on the line.

Most platforms stop at an equity curve. FramSight forces candidates through Gauntlet gates and out-of-sample walk-forward so you do not confuse in-sample luck with an edge.

  • MCPT · Params · Noise gates
  • Out-of-sample walk-forward checks
  • Permutation equity paths vs baseline

Basic: Gauntlet 1 at a time · Pro: 5 simultaneous + walk-forward

Backtesting · Gauntlet & WFA
Gauntlet WFA Gates
Permutation-based EMA

Gray = permutations · purple = EMA 9/21 baseline

18 permuted paths
Baseline strategy
$0 baseline

MCPT

Pass

Params

Pass

OOS PF

1.84

Chart preview

The same charts you use inside Results & Gauntlet

Equity, permutation paths, and OOS profit-factor histograms — so visitors see how FramSight separates edge from chance.

Equity curve
Results
Strategy equity

Accumulated P&L ($) · zero baseline

Baseline strategy
$0 baseline
Permutation paths
Gauntlet · MCPT
Permutation equity curves

Gray = permutations · purple = baseline

18 permuted paths
Baseline strategy
$0 baseline
OOS PF histogram
Walk-Forward
OOS PF distribution
Permuted runs
Your OOS PF
0.824
1.023
1.222
1.421
1.620

What is the Gauntlet?

The Gauntlet is FramSight’s pre-screening suite. It stress-tests your in-sample strategy before you invest time in walk-forward analysis or live trading.

What does it do?

Three gates: Monte Carlo permutation (MCPT) for significance, parameter sensitivity, and noise/slippage friction. Clear Pass / Fail chips and permutation paths sit beside your real equity.

Walk-forward

Walk-Forward Analysis partitions history so you can trust OOS profit factor — not just a fitted in-sample curve. Pro unlocks walk-forward and simultaneous Gauntlet capacity.

What results you see

Gate outcomes, net profit, ranking vs permutations, drawdown, equity and permutation curves, AI summary of strengths/gaps, and PF histogram versus randomized paths.

Workflow

How Backtesting fits the loop

  1. 01

    Chart backtest first

    Run a solid chart period with enough trades and realistic sizing before pre-screening.

  2. 02

    Run the Gauntlet

    Confirm parameters and run MCPT, sensitivity, and noise gates. Cached matching inputs load instantly.

  3. 03

    Walk-forward if validated

    When gates clear, continue to OOS walk-forward. If a gate fails, revise and re-test — don’t skip ahead.

What you walk away with

  • Pass/fail gate chips always visible on Dashboard
  • Permutation equity vs baseline — not vanity curves alone
  • OOS PF checks before you trust automation

Questions about Backtesting

Related products

Ready to use Backtesting?

Create a free Basic account and open the Engine when you are ready.