validate
Statistical reality-check of a backtest from its realized returns (or trade rows), not the strategy itself. Returns likely_real / borderline / overfit_or_noise using the Deflated Sharpe Ratio (adjusted for the number of variants tried), a sign-flip permutation test, and out-of-sample decay across purged folds. Inputs are not retained beyond a redacted audit hash. Docs: https://api.babyblueviper.com/docs
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| trades | No | Alternative to 'returns': rows with a return field (ret/pnl/net_bps) and optional 'coin'/'ts'/'entry'/'exit' fields. | |
| k_folds | No | ||
| n_perms | No | ||
| returns | No | Per-trade (or per-period) realized returns. | |
| agent_id | No | Optional caller agent ID | |
| n_trials | No | How many strategy variants/params you tried before selecting this one. Be honest — more trials = bigger Deflated-Sharpe haircut. | |
| trial_sharpes | No | Optional: Sharpes of all variants tried → exact DSR variance. | |
| periods_per_year | No | Optional, for annualized-Sharpe display only. |