validate_strategy_metrics
Validate strategy metrics (Sharpe, OOS trades, drawdown, win rate, MCPT) against marketplace gates to ensure performance standards and eligibility.
Instructions
Run the marketplace validation gates against reported strategy metrics (Sharpe, OOS trades, drawdown, win rate, MCPT). This is distinct from validate_strategy, which validates a StrategySpec schema.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| mcpt | No | MCPT validation data | |
| symbol | Yes | Ticker symbol | |
| win_rate | No | Win rate percentage | |
| is_sharpe | No | In-sample Sharpe ratio | |
| timeframe | Yes | 5min, 15min, hour, 4h, day | |
| oos_sharpe | Yes | Out-of-sample Sharpe ratio | |
| oos_trades | Yes | Number of OOS trades | |
| parameters | No | Strategy parameters dict | |
| strategy_type | Yes | trend, mean_reversion, breakout, momentum, scalp | |
| max_drawdown_pct | Yes | Maximum drawdown percentage |