What is sample weight?

Backtests adjust influence when the intraday path is unclear. Close-only data, or a late bounce that only turns positive at the close, is usually not treated as a full-trend sample. This is not the same as time-weighted relative error on the allotment page.

Weighting can stop a few misleading paths from dominating hit rate and average return. Read deviation types together with the weighted result.

Read it with sample action, deviation type, sample period and layer size. Weighting is a comparability signal, not a guarantee of correctness.

Backtest rows can mark trend traps, abnormal moves or sample actions, and the statistics reflect those weights.