validate_on_holdoutRun a strategy on its reserved holdout window and compare training vs unseen-data performance.
Area
Backtesting & Validation
Group
Holdout
Access
Write
Risk
Destructive
Details
Full description
Details
Run the current strategy on the reserved holdout data window and compare training performance against unseen data.
The holdout window is reserved automatically when the first backtest runs for a project.
Returns — raw in-sample and out-of-sample metrics, the per-strategy validation_count, holdout_trade_count, and a degradation_pct plus degradation_bucket (improved | low | medium | high). improved fires when holdout outperformed training (negative degradation). The caller decides what to do with the numbers.
Args — strategy_id to validate.
validate_on_holdout(strategy_id)
Errors if the strategy is not found, has no project or holdout window, or has no completed development backtests.
Capabilities
Bounded options and operating modes surfaced above the full JSON schema.
Required Inputs
strategy_idstringStrategy identifier