TradingView's screener is widely used and well-built. So is Vaanam's. They're not the same product — and depending on what you're trying to do, one will serve you much better than the other.

This is an honest, feature-by-feature comparison. No marketing fluff. Where TradingView wins, we'll say so. Where Vaanam wins, we'll back it with specifics.

I stumbled upon a mean reversion strategy that shows some potential. I'll get straight into it.

Max drawdown is the largest peak-to-trough drop in your portfolio value. It answers: "What's the worst it's ever gotten?"

The Calmar Ratio answers a simple question: is the return worth the pain? It divides your annualized return by the worst drawdown you experienced.

CAGR stands for Compound Annual Growth Rate. It tells you what your strategy's annualized return would be if it grew at a steady rate every year.

The Sharpe Ratio measures return per unit of risk. It answers: "Am I being compensated enough for the volatility I'm taking on?"

The Sortino Ratio is like the Sharpe ratio, but smarter. Instead of penalizing all volatility, it only penalizes downside volatility.

Profit Factor is one of the simplest and most useful metrics in backtesting. It answers a straightforward question: for every dollar you lost, how many dollars did you make?