Strategy results in the marketplace come from the returns of the bot of the strategy provider. That means those results reflect the real performance of the strategy provider who is actively trading with it.
The returns are calculated as the Gross Profits & Loss over a period of time (calendar month or last 30 days) divided by the Required Assets.
Gross Profits & Loss refers to the absolute value ($) of profits and losses, while returns indicate the relative change in the value of the assets required to run a strategy.
Required Assets is the assets needed to run the strategy, specifically the max amount of base/quote asset open at the same time.