Pick params and click Run.
๐ Sharpe Response Surface
How Sharpe varies as you sweep the parameter(s). White-bordered cells form the largest "robust region" โ adjacent cells that all clear your minimum Sharpe AND minimum max-DD thresholds.
๐ Annual Return Surface
Same grid, different metric. A strategy with high Sharpe but poor annual return is unusable; high return with low Sharpe means you're being paid for excessive risk. Both must be acceptable in the robust region.
๐ Cross-Grid Statistics
Aggregate stats across all cells in the grid. The standard deviation tells you how sensitive the strategy is to parameter choice โ high stdev means the strategy is fragile (small param changes โ big result changes).
โ ๏ธ Fragility Score
A composite measure of how reliable this strategy is across parameter space. The score starts at 100% and is penalized by the spread of Sharpe values + how small the robust region is. Below 40% is fragile; above 70% is institutional-grade.