After the optimizing a strategy it is essential to do a sensitivity analysis. A sensitivity analysis will indicate which of the optimized trading solutions merit implementation. The solutions which merit implementation are those are those whose results are the least impacted by a variation in strategy's parameters. These solutions are robust solutions. The platform offers a very powerful sensitivity analysis tool to quickly measure the impact on results due to variations in the strategy's parameters.

In this example a sensitivity analysis is applied to a single parameter. The red curve shows the evolution of the trading strategy's P&L in function of variations in the stop price level. It indicates that this trading strategy is too sensitive to variations in the stop price. It is not a robust solution. The optimum is a spike and only a small variation in the stop price leads to a very significant drop in profit.

In this example a sensitivity analysis is applied to multiple parameters. The red and bleu parameters are fairly stable. The major impact on the result comes from the green parameter. This parameter would require further fine tuning or replacement by another solution.