Compare strategies
Compare puts two or more strategies side by side on a single screen so you can weigh returns, risk, capital fit and trading behaviour before you commit. It works on community section listings, your own strategies, or a mix of both - anything you can open, you can compare.
Add a strategy to the compare set from its card or detail page (the Compare / "add to compare" control), then open Compare to see the full side-by-side. Your selection is saved to your account - see The compare tray below.
The compare tray
Your current selection - the strategies you've picked plus the time window you're viewing - is the compare tray. It is:
- Saved to your account, not just the current tab. Close the page, come back tomorrow, or open Stretus on another device and the same tray is waiting for you.
- A single working set per account. Adding or removing a strategy updates the tray in place; there's no separate history of past comparisons.
- Easy to clear. Emptying the tray removes every strategy from the comparison.
Pick at least two strategies to get a meaningful side-by-side. You can line up several at once, but comparing a smaller, focused set (2-4) is far easier to read than a wide one.
The time window
A 30D / 90D / 180D / 1Y toggle sits above the comparison and defaults to 90D. Switching it recomputes every performance figure over that window, so all strategies are measured on the same period. Change it once and it applies across the whole comparison.
What you can compare
The comparison is grouped into sections. Each strategy is a column; each row is a metric.
Overview
| Field | What it tells you |
|---|---|
| Name & status | The strategy, and whether it's running Live or Paper |
| Featured by Stretus | Whether the listing is platform-featured. Featuring is editorial placement, and Verified confirms identity and listing integrity, neither is an assessment of merit or suitability |
| Author | The strategy author, their verification status, and average rating |
| Deployments | How many users have deployed it. Each runs an independent clone on their own account |
| Asset class / asset / venue | E.g. Crypto, ETH/USDT, the exchange it trades on |
| Strategy type | Momentum, Swing, Day Trading, and so on |
| Risk level | Low / Medium / High, derived from live drawdown behaviour |
Returns & capital fit
| Field | What it tells you |
|---|---|
| Return (selected window) | Performance over the 30D/90D/180D/1Y you picked |
| Historical return on this allocation | The listing's past return over the selected window, applied to the capital you entered. It is arithmetic on past results, not a projection, the field is currently labelled "Estimated gain" in the interface, and that wording is being changed |
| Minimum capital | The floor the publisher set, or the platform's US$50 minimum, whichever is larger |
| Capital fit | Whether your available capital meets the minimum |
Performance
The core table for judging a strategy:
| Metric | Read it as |
|---|---|
| Returns 30D / 90D / 180D / 1Y | Trailing returns across horizons |
| CAGR | Compound annual growth rate |
| Absolute & annualized return | Total and annualized profit |
| Sharpe / Sortino / Calmar | Risk-adjusted return (higher is better) |
| Max drawdown | The largest peak-to-trough drop - your worst-case pain |
| Volatility | How much the equity curve swings |
| Win rate | Share of trades that were profitable |
| Profit factor | Gross profit divided by gross loss |
| Avg winning / losing trade | Typical size of a win vs. a loss |
| Expectancy | Average expected result per trade |
| Total / winning / losing trades | Sample size behind the numbers |
Trading behaviour
How the strategy actually trades - useful for spotting whether two similar-looking returns come from very different styles:
- Holding style and average holding period, and max concurrent positions
- Position sizing approach
- Entry and exit logic
- Stop-loss and take-profit (and their type), and average reward:risk
- Support for trailing stops, pyramiding, re-entry, intraday and overnight positions
Deployment
Whether you've already deployed the strategy, whether you can deploy it now, and if not, the reason it's blocked (for example, insufficient capital).
Performance uses the best data available for each strategy: live results first, then paper, and if the strategy has never traded, its original backtest. Each column is labelled with its source, so when you read across a row, keep in mind that some figures may be backtest-only and not yet proven in the market.
Comparing across different asset classes or time windows is allowed, but you'll learn the most by comparing like-for-like. Health score and risk tier are the fastest apples-to-apples read (see Ratings, badges & health score), and a high return next to a deep max drawdown is rarely the bargain it looks like - see Reading results honestly.
Comparing strategies vs. comparing backtests
This page is about comparing whole strategies (their live/paper track record, or a backtest fallback). That's different from comparing backtest runs while you're building a single strategy - iterating on parameters and stacking the resulting runs against each other. For that, see Creating with AI and Backtesting.