Backtest Configuration

1. Strategy Settings

Strategy Name

Strategy Type

Description (Optional)

2. Asset & Market

Asset Class / Category

BTC/ETH/BNB perps

Backtest Mode

Symbol / Pair

Exchange

Timeframe

Data Source

3. Data Range

Start Date

End Date

4. Capital & Risk

Initial Capital (USD)

Currency

Position Sizing

Leverage

Risk per Trade

Max Open Trades

5. Costs & Slippage

Commission (%)

Slippage (%)

Execution

Order Type

Fill Assumption

Advanced Options

Cooldown Period (Bars)

Momentum (EMA/RSI/ADX cross), original basket

BTCUSDT 4H Timeframe 2019-01-01 → 2026-07-31 Initial Capital: $10000 Leverage: 1x Fee: 0.10% Slippage: 0.02%

Total Return

+26.26%

+$2625.77

CAGR

3.12%

Annualized

Sharpe Ratio

0.558

Excellent

Sortino Ratio

0.82

Excellent

Max Drawdown

-9.806%

-$-980.6

Win Rate

53.33%

8 Wins / 15 Trades

Profit Factor

2.309

Excellent

Expectancy

1.40R

Per Trade

Equity Curve

Strategy Buy & Hold Drawdown

Drawdown

Max Drawdown: -9.806% Max Duration: 78 days

Monthly Returns (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2026	0.12	2.22	0.3	0.74	-0.05	0.04	1.44	0.0	0.0	0.0	0.0	0.0
2025	0.37	1.33	-0.03	0.39	0.9	-4.51	-1.37	-2.71	1.96	1.87	-1.27	-0.02
2024	1.78	-0.45	0.39	-0.42	0.62	-1.42	-2.02	-0.69	3.96	-1.21	-0.11	1.87
2023	-1.05	-1.4	-0.54	-2.45	0.56	1.64	1.75	-0.1	1.69	-0.15	0.23	0.44
2022	-0.58	0.78	-1.09	1.28	-1.32	0.57	0.12	-1.09	-1.23	0.94	2.41	0.27
2021	0.86	1.1	0.38	-0.06	0.82	-0.17	-0.05	-0.24	-1.19	3.79	-0.99	-0.05
2020	-0.39	0.59	1.76	0.77	2.42	1.54	-1.36	-0.3	-0.51	0.36	0.64	-0.49
2019	0.0	0.0	2.79	-0.52	5.32	2.03	3.58	-3.54	-0.84	1.83	-0.88	-0.08

Trade Distribution

Winning Trades 8 (53.33%)

Losing Trades 7 (38.69%)

Breakeven 0 (0.00%)

Total Trades: 15

Trade Return Distribution

Rolling Performance (252 Periods)

— Rolling Sharpe — Rolling CAGR — Rolling Volatility

Risk / Return Radar

Key Risk Metrics

Value at Risk (95%)-2.35%

Expected Shortfall (95%)+3.85%

Calmar Ratio2.12

Ulcer Index6.21

Omega Ratio1.72

Tail Ratio (95%)1.29

Recovery Factor1.89

Kelly Criterion18.43%

Exposure Time92.14%

Performance vs Benchmarks

Recent Trades

Entry Time	Exit Time	Symbol	Side	Qty	Entry Price	Exit Price	P/L (USDT)	Return %	Duration
2022-03-16	2022-07-12	BTCUSDT	Short	0.282835	$7071.2619	$7554.1695	$-138.72	-6.829%	340h
2022-07-12	2022-09-29	BTCUSDT	Long	0.264754	$7554.1695	$7619.8039	+$15.36	+0.869%	228h
2022-09-29	2023-03-04	BTCUSDT	Short	0.262474	$7619.8039	$7781.8473	$-44.57	-2.127%	452h
2023-03-04	2023-04-12	BTCUSDT	Long	0.257008	$7781.8473	$6540.6536	$-320.68	-15.95%	112h
2023-04-12	2024-07-05	BTCUSDT	Short	0.30578	$6540.6536	$4207.8489	+$712.04	+35.666%	1300h
2024-07-05	2024-07-28	BTCUSDT	Long	0.475302	$4207.8489	$3658.5107	$-262.84	-13.055%	68h
2024-07-28	2024-11-22	BTCUSDT	Short	0.546671	$3658.5107	$3541.7043	+$61.92	+3.193%	336h
2024-11-22	2025-06-13	BTCUSDT	Long	0.5647	$3541.7043	$4075.6969	+$299.24	+15.077%	588h
2025-06-13	2025-08-31	BTCUSDT	Short	0.490714	$4075.6969	$5165.7955	$-537.46	-26.746%	228h
2025-08-31	2025-12-29	BTCUSDT	Long	0.387162	$5165.7955	$5672.1559	+$193.85	+9.802%	348h

View All Trades

Walk Forward Analysis

Segment 1

Segment 2

Segment 3

Segment 4

Segment 5

Train

Test

+7.26%

Sharpe 1.5

Train

Test

+2.58%

Sharpe 1.5

Train

Test

-4.72%

Sharpe -1.5

Train

Test

+3.45%

Sharpe 1.5

Train

Test

-3.48%

Sharpe -1.5

Monte Carlo Simulation

2,000 Runs

Best

95%

75%

Median

25%

Worst

Median Return: +172.45%

Best Case: +612.34%

Worst Case: -28.45%

95% Confidence: +401.23%

5% Confidence: -12.36%

Total Return

+26.26%

+$2625.77

CAGR

3.12%

Annualized

Sharpe Ratio

0.558

Excellent

Sortino Ratio

0.82

Excellent

Max Drawdown

-9.806%

-$-980.6

Win Rate

53.33%

8 Wins / 15 Trades

Profit Factor

2.309

Excellent

Expectancy

1.40R

Per Trade

Equity Curve

Performance Statistics

Total Return+26.26%

Profit Factor2.309

CAGR3.12%

Expectancy1.40R

Annualized Volatility17.23%

Win Rate53.33%

Sharpe Ratio0.558

Loss Rate38.69%

Sortino Ratio0.82

Total Trades15

Calmar Ratio2.12

Winning Trades8

Omega Ratio1.72

Losing Trades7

Max Drawdown-9.806%

Breakeven Trades0

Max Drawdown Duration78 days

Avg Trade+2.80%

Recovery Factor1.89

Best Trade+11.42%

Worst Trade-4.85%

Return Summary

Total Net Profit$27,845.00

Gross Profit$46,312.00

Gross Loss-$18,467.00

Average Win$353.52

Average Loss-$222.50

Largest Win$1,142.00

Largest Loss-$485.00

Profit Factor2.43

Drawdown Analysis

Max Drawdown: -9.806% Max Duration: 78 days

Rolling Sharpe Ratio (252 Periods)

Distribution of Returns

Skewness0.67

Kurtosis-0.52

Mean+6.84%

Std Dev21.87%

Monthly Returns (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2026	0.12	2.22	0.3	0.74	-0.05	0.04	1.44	0.0	0.0	0.0	0.0	0.0	+0.0%
2025	0.37	1.33	-0.03	0.39	0.9	-4.51	-1.37	-2.71	1.96	1.87	-1.27	-0.02	+0.0%
2024	1.78	-0.45	0.39	-0.42	0.62	-1.42	-2.02	-0.69	3.96	-1.21	-0.11	1.87	+0.0%
2023	-1.05	-1.4	-0.54	-2.45	0.56	1.64	1.75	-0.1	1.69	-0.15	0.23	0.44	+0.0%
2022	-0.58	0.78	-1.09	1.28	-1.32	0.57	0.12	-1.09	-1.23	0.94	2.41	0.27	+0.0%
2021	0.86	1.1	0.38	-0.06	0.82	-0.17	-0.05	-0.24	-1.19	3.79	-0.99	-0.05	+0.0%
2020	-0.39	0.59	1.76	0.77	2.42	1.54	-1.36	-0.3	-0.51	0.36	0.64	-0.49	+0.0%
2019	0.0	0.0	2.79	-0.52	5.32	2.03	3.58	-3.54	-0.84	1.83	-0.88	-0.08	+0.0%

R-Multiple Distribution

Expectancy: 1.40R

Winning vs Losing Trades P/L

Total P/L

$27,845.00

Winning P/L

$46,312.00

(62.40%)

Losing P/L

-$18,467.00

(37.60%)

Total Trades

Winning Trades

(53.33%)

Losing Trades

(38.69%)

Breakeven Trades

(0.00%)

Win Rate

53.33%

Avg Trade

+2.80%

Best Trade

+11.42%

Worst Trade

-4.85%

Price Chart with Trades

— BTCUSDT Price ▲ Buy ▼ Sell

Trade P/L Distribution (%)

Skewness0.67

Kurtosis-0.52

Mean+6.84%

Std Dev21.87%

#	Entry Time	Exit Time	Symbol	Side	Entry Price	Exit Price	Qty	P/L (USDT)	P/L (%)	R-Multiple	Duration	Exit Reason
1	2019-03-09	2019-08-28	BTCUSDT	Long	$7949.777	$11854.0427	0.251579	$979.25	49.112%	+49.11R	496h	Take Profit
2	2019-08-28	2019-12-03	BTCUSDT	Short	$11854.0427	$12399.7173	0.168719	$-94.16	-4.603%	-4.6R	280h	Stop Loss
3	2019-12-03	2020-01-12	BTCUSDT	Long	$12399.7173	$11501.8129	0.161294	$-146.68	-7.241%	-7.24R	116h	Stop Loss
4	2020-01-12	2021-09-05	BTCUSDT	Short	$11501.8129	$6009.0499	0.173886	$954.07	47.756%	+47.76R	1740h	Take Profit
5	2021-09-05	2022-03-16	BTCUSDT	Long	$6009.0499	$7071.2619	0.332831	$351.18	17.677%	+17.68R	556h	Take Profit
6	2022-03-16	2022-07-12	BTCUSDT	Short	$7071.2619	$7554.1695	0.282835	$-138.72	-6.829%	-6.83R	340h	Stop Loss
7	2022-07-12	2022-09-29	BTCUSDT	Long	$7554.1695	$7619.8039	0.264754	$15.36	0.869%	+0.87R	228h	Take Profit
8	2022-09-29	2023-03-04	BTCUSDT	Short	$7619.8039	$7781.8473	0.262474	$-44.57	-2.127%	-2.13R	452h	Stop Loss
9	2023-03-04	2023-04-12	BTCUSDT	Long	$7781.8473	$6540.6536	0.257008	$-320.68	-15.95%	-15.95R	112h	Stop Loss
10	2023-04-12	2024-07-05	BTCUSDT	Short	$6540.6536	$4207.8489	0.30578	$712.04	35.666%	+35.67R	1300h	Take Profit
11	2024-07-05	2024-07-28	BTCUSDT	Long	$4207.8489	$3658.5107	0.475302	$-262.84	-13.055%	-13.06R	68h	Stop Loss
12	2024-07-28	2024-11-22	BTCUSDT	Short	$3658.5107	$3541.7043	0.546671	$61.92	3.193%	+3.19R	336h	Take Profit
13	2024-11-22	2025-06-13	BTCUSDT	Long	$3541.7043	$4075.6969	0.5647	$299.24	15.077%	+15.08R	588h	Take Profit
14	2025-06-13	2025-08-31	BTCUSDT	Short	$4075.6969	$5165.7955	0.490714	$-537.46	-26.746%	-26.75R	228h	Stop Loss
15	2025-08-31	2025-12-29	BTCUSDT	Long	$5165.7955	$5672.1559	0.387162	$193.85	9.802%	+9.8R	348h	Take Profit

Showing 1 to 10 of 15 trades

Average Trade Duration

1d 8h

Best & Worst Trades

Best Trade

May 10, 2024

+11.42%

Worst Trade

Apr 16, 2025

-4.85%

Max Consecutive Wins 8

Max Consecutive Losses 5

Trade Summary

Total Trades: 15

Value at Risk (95%)

-$68.18

-12.86%

Expected Shortfall

-$99.74

-19.42%

Max Drawdown

--9.806%

-$-980.6

Ulcer Index

6.21

Moderate

Calmar Ratio

0.318

Good

Omega Ratio

1.72

Good

Sortino Ratio

0.82

Excellent

Profit Factor

2.309

Good

Recovery Factor

1.89

Good

Risk Heat Map (Monthly Returns %)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2026	0.12	2.22	0.3	0.74	-0.05	0.04	1.44	0.0	0.0	0.0	0.0	0.0
2025	0.37	1.33	-0.03	0.39	0.9	-4.51	-1.37	-2.71	1.96	1.87	-1.27	-0.02
2024	1.78	-0.45	0.39	-0.42	0.62	-1.42	-2.02	-0.69	3.96	-1.21	-0.11	1.87
2023	-1.05	-1.4	-0.54	-2.45	0.56	1.64	1.75	-0.1	1.69	-0.15	0.23	0.44
2022	-0.58	0.78	-1.09	1.28	-1.32	0.57	0.12	-1.09	-1.23	0.94	2.41	0.27
2021	0.86	1.1	0.38	-0.06	0.82	-0.17	-0.05	-0.24	-1.19	3.79	-0.99	-0.05
2020	-0.39	0.59	1.76	0.77	2.42	1.54	-1.36	-0.3	-0.51	0.36	0.64	-0.49
2019	0.0	0.0	2.79	-0.52	5.32	2.03	3.58	-3.54	-0.84	1.83	-0.88	-0.08

<-5% -5% to -2% -2% to 0% 0% to 2% 2% to 5% >5%

Risk Contribution (Sunburst)

Risk Word Cloud

volatility drawdown market trend liquidity tail-risk exposure leverage correlation regime slippage-risk uncertainty shocks macro

Capital Flow (Sankey Diagram)

Winning Trades

53.33%

Gross Profit

$3,566.91

Losing Trades

46.67%

Gross Loss

-$1,545.11

Net Profit$2,625.77 (+26.26%)

Fees-$150.00 (1.5%)

Slippage-$30.00 (0.3%)

Risk Contribution Over Time (ThemeRiver)

Drawdown Regime Gantt Chart

Low Mod High

Risk Metrics Trend

Monte Carlo: Max Drawdown Distribution

Median (50%): -15.2% 95% VaR: -28.6% Worst Case: -46.3%

Scenario Stress Test (Return Impact)

Scenario	Description	Impact Return	Max DD	Prob
Flash Crash	-30% market in 1 day	-15.75%	-13.73%	5%
Bear Market	-20% over 2 months	-10.5%	-11.77%	15%
High Volatility	Volatility +50%	-5.25%	-10.79%	25%
Liquidity Crisis	Liquidity -40%	-7.88%	-12.75%	10%
All Good	Normal conditions	+26.26%	-9.806%	45%

All risk metrics are calculated based on daily returns and current backtest settings. Last updated: Aug 1, 2026, 6:00 AM

Total R

102.6

Total R Score

Expectancy (R)

6.84

Per Trade Avg

Win Rate (R > 1)

53.33%

Winning Trades

Profit Factor (R)

2.309

R Gain / R Loss

Average Win (R)

+22.395

Avg Gain

Average Loss (R)

-10.937

Avg Loss

Max R (Win)

+49.11

Best Trade R

Worst R (Loss)

-26.75

Worst Trade R

R Skew / Consistency

0.665

53.3%

R-Multiple Over Time

— Strategy (R) --- Rolling Mean (250 Trades)

R-Multiple Distribution

-- Mean 0.42 -- Median 0.38 -- +1R -- -1R

R-Multiple By Trade Outcome

● R > 1 (Win)63.6%

● -1 ≤ R ≤ 132.7%

● R < -1 (Loss)3.7%

R-Multiple Summary

Total R102.6

Expectancy (R)6.84

Median R0.38

Std Dev (R)1.29

Skewness0.665

Kurtosis2.84

R-Multiple Heatmap (Year x Month)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2026	0.12	2.22	0.3	0.74	-0.05	0.04	1.44	0.0	0.0	0.0	0.0	0.0
2025	0.37	1.33	-0.03	0.39	0.9	-4.51	-1.37	-2.71	1.96	1.87	-1.27	-0.02
2024	1.78	-0.45	0.39	-0.42	0.62	-1.42	-2.02	-0.69	3.96	-1.21	-0.11	1.87
2023	-1.05	-1.4	-0.54	-2.45	0.56	1.64	1.75	-0.1	1.69	-0.15	0.23	0.44
2022	-0.58	0.78	-1.09	1.28	-1.32	0.57	0.12	-1.09	-1.23	0.94	2.41	0.27
2021	0.86	1.1	0.38	-0.06	0.82	-0.17	-0.05	-0.24	-1.19	3.79	-0.99	-0.05
2020	-0.39	0.59	1.76	0.77	2.42	1.54	-1.36	-0.3	-0.51	0.36	0.64	-0.49
2019	0.0	0.0	2.79	-0.52	5.32	2.03	3.58	-3.54	-0.84	1.83	-0.88	-0.08

Low (-3R) High (+3R)

R-Multiple Sunburst (By Components)

R-Multiple Word Cloud (Top Contributors)

ema rsi momentum trend confirmation bullish support resistance strong sizing

R-Multiple Summary (Flow of R)

R > 1 (Win) 91 (42.9%)

-1 ≤ R ≤ 1 70 (32.7%)

R < -1 (Loss) 53 (24.4%)

Total R Risk 2.87

ThemeRiver (R-Multiple Over Time)

Gantt (R-Multiple by Strategy Phase)

R-Multiple Scatter (R vs Expectancy)

R-Multiple Metrics (Histogram)

Max Drawdown (Abs.)

-$980.60

-14.80%

Max Drawdown (Rel.)

-9.806%

From peak to trough

Longest Drawdown Period

56 days

2022-05-05 → 2022-06-30

Avg Drawdown

-3.1%

Average of all drawdowns

Avg Drawdown Duration

18 days

Average length

Drawdown Frequency

Total drawdown periods

Recovery Factor

2.68

Net Profit / Max DD

Calmar Ratio

0.318

CAGR / Max DD

Equity Curve & Drawdown

— Equity Curve — Drawdown — Drawdown (%)

Drawdown Depth Over Time

Drawdown (%)

0%-5%-10%-15%-20%-25%

Drawdown Duration Distribution

Drawdown Depth Distribution

Drawdown vs Time (Scatter)

Correlation -0.38

Underwater Chart

— Underwater -- Recovery %

Top 10 Drawdowns

#	Start Date	End Date	Duration	Depth	Recovery Date	Recovery Time
1	2022-05-05	2022-06-30	56 days	-9.806%	2022-07-28	28 days
2	2021-11-10	2021-12-04	24 days	-7.45%	2021-12-21	17 days
3	2020-03-12	2020-04-25	44 days	-6.47%	2020-05-18	23 days
4	2023-02-18	2023-03-19	29 days	-5.39%	2023-04-02	14 days
5	2024-04-01	2024-04-22	21 days	-5.1%	2024-05-03	11 days
6	2019-06-26	2019-07-17	21 days	-4.51%	2019-08-02	16 days
7	2023-09-01	2023-09-16	15 days	-4.02%	2023-09-28	12 days
8	2025-02-03	2025-02-17	14 days	-3.82%	2025-02-28	11 days
9	2020-08-17	2020-08-30	13 days	-3.24%	2020-09-11	12 days
10	2024-11-05	2024-11-15	10 days	-2.75%	2024-11-24	9 days

Showing 1 to 10 of 23 drawdowns

Drawdown Heatmap (Year x Month)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2026	0.12	2.22	0.3	0.74	-0.05	0.04	1.44	0.0	0.0	0.0	0.0	0.0
2025	0.37	1.33	-0.03	0.39	0.9	-4.51	-1.37	-2.71	1.96	1.87	-1.27	-0.02
2024	1.78	-0.45	0.39	-0.42	0.62	-1.42	-2.02	-0.69	3.96	-1.21	-0.11	1.87
2023	-1.05	-1.4	-0.54	-2.45	0.56	1.64	1.75	-0.1	1.69	-0.15	0.23	0.44
2022	-0.58	0.78	-1.09	1.28	-1.32	0.57	0.12	-1.09	-1.23	0.94	2.41	0.27
2021	0.86	1.1	0.38	-0.06	0.82	-0.17	-0.05	-0.24	-1.19	3.79	-0.99	-0.05
2020	-0.39	0.59	1.76	0.77	2.42	1.54	-1.36	-0.3	-0.51	0.36	0.64	-0.49
2019	0.0	0.0	2.79	-0.52	5.32	2.03	3.58	-3.54	-0.84	1.83	-0.88	-0.08

Drawdown (%) 0%

Drawdown Regime Timeline (ThemeRiver)

No Drawdown (0%)

Mild (0% to -5%)

Moderate (-5% to -15%)

Severe (<-15%)

Key Takeaways

The strategy experienced 23 drawdown periods over 7.5 years of backtesting.

Max Drawdown

The maximum drawdown of -14.80% occurred between May 05, 2022 and June 30, 2022.

Recovery Time

Average recovery time from drawdowns was 18 days.

Drawdown Control

The strategy shows good drawdown control with Calmar Ratio of 2.12 and Recovery Factor of 1.89.

Gross Exposure

100.0%

Avg: 70.0%

Net Exposure

33.32%

Avg: 25.0%

Long Exposure

53.33%

Avg: 34.7%

Short Exposure

46.67%

Avg: 37.3%

Leverage (Max)

1.53x

Avg: 1.0x

Exposure Time

10.0%

% of total time

Concentration

0.48

Herfindahl Index

1. Exposure Over Time

— Gross Exposure — Net Exposure -- Long Exposure — Short Exposure

2. Exposure by Asset (Net Exposure %)

BTCUSDT 33.32%

ETHUSDT 18.35%

BNBUSDT 6.21%

SOLUSDT 3.48%

XRPUSDT 2.12%

3. Sector Exposure (Net Exposure %)

Layer 146.21%

DeFi21.37%

Exchange Token13.24%

Layer 29.81%

Exposure Summary

Average Exposure33.32%

Median Exposure31.7%

Max Exposure115.0%

Min Exposure-37.3%

Exposure Std Dev4.44%

Average Holding3.24 days

Average Leverage1.0x

Portfolio Turnover187.5% / yr

Cash Utilization83.3%

Exposure ScoreGood

Diversification Score58 / 100

Concentration RiskModerate

4. Exposure Heatmap (Net Exposure %)

Asset	H1	H2	H3	H4	D1	W1
BTCUSDT	68%	65%	54%	48%	72%	70%
ETHUSDT	18%	20%	14%	12%	22%	19%
BNBUSDT	6%	7%	5%	4%	8%	6%
SOLUSDT	3%	4%	3%	-2%	5%	3%
XRPUSDT	-5%	-3%	-8%	-12%	-4%	-2%

-100%+100%

5. Exposure by Position Size (Net Exposure %)

6. Rolling Exposure

Top Holdings by Exposure

BTCUSDT33.32%

ETHUSDT8.33%

BNBUSDT3.0%

SOLUSDT1.67%

Total100%

7. Leverage Over Time (Actual)

-- Max (2.35x) -- Avg (1.32x)

8. Exposure Timeline (Gantt)

● Long ● Short ● Flat

9. Exposure vs Returns (Scatter)

Correlation 0.42

10. Idle Cash (Not Invested) Over Time

11. Rolling Beta (vs BTCUSDT)

-- Avg (0.82)

12. Capital Allocation Waterfall (All Period)

Net Profit

$2,625.77 USDT

+26.26%

Total Return

26.26%

+3.12% (Annualized)

Max Drawdown

-9.806%

-$980.60 USDT

Sharpe Ratio

0.558

Very Good

Sortino Ratio

0.82

Excellent

Calmar Ratio

0.318

Good

Profit Factor

2.309

Good

Win Rate

53.33%

Good

Equity Curve

— Equity --- Buy & Hold

Performance Overview

Initial Capital$10,000.00 USDT

Net Profit$2,625.77 USDT

Total Return26.26%

Annualized Return+3.12% (Annualized)

Max Drawdown-9.806%

Max Drawdown (USDT)-$980.60 USDT

Average Drawdown-3.1%

Recovery Factor2.68

Sharpe Ratio0.558

Sortino Ratio0.82

Calmar Ratio0.318

Profit Factor2.309

Win Rate53.33%

Avg Win+$0.00 USDT

Avg Loss-$0.00 USDT

Expectancy$134.79 USDT

Trade Summary

Total Trades 15

Best Trade$979.25 USDT

Worst Trade-$537.46 USDT

Avg Trade$134.79 USDT

Avg Trade Duration3.24 days

Monthly Returns (Net %)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD

Returns Distribution

R-Multiple Distribution

■ Losses ■ Wins

Top 10 Winning Trades

#	Entry Date	Direction	R-Multiple	Profit (USDT)
1	2019-03-09	Long	49.11R	+$979.25
2	2020-01-12	Short	47.76R	+$954.07
3	2023-04-12	Short	35.67R	+$712.04
4	2021-09-05	Long	17.68R	+$351.18
5	2024-11-22	Long	15.08R	+$299.24
6	2025-08-31	Long	9.80R	+$193.85
7	2024-07-28	Short	3.19R	+$61.92
8	2022-07-12	Long	0.87R	+$15.36

Top 10 Losing Trades

#	Entry Date	Direction	R-Multiple	Loss (USDT)
1	2025-06-13	Short	-26.75R	-$537.46
2	2023-03-04	Long	-15.95R	-$320.68
3	2024-07-05	Long	-13.06R	-$262.84
4	2019-12-03	Long	-7.24R	-$146.68
5	2022-03-16	Short	-6.83R	-$138.72
6	2019-08-28	Short	-4.60R	-$94.16
7	2022-09-29	Short	-2.13R	-$44.57

Equity Curve Drawdowns

Max Drawdown-9.806%

Max Drawdown (USDT)-$980.60 USDT

Avg Drawdown-3.1%

Longest Drawdown56 days

Report Export

Performance Summary (PDF)

Overview of key metrics

Trade Analysis (PDF)

Detailed trade statistics

Risk Analysis (PDF)

Drawdown & risk distribution

Complete Report (PDF)

Full backtest report

Run Summary

Completed

StatusCompleted

Start TimeJul 31, 2026 10:15 AM

End TimeJul 31, 2026 10:17 AM

Duration00:02:34

Data Range2019-01-01 → 2026-07-31

Total Trades15

Winning Trades8 (53.33%)

Losing Trades7 (38.69%)

Data Points15,768

Initial Capital$10000.00

Final Equity$12625.77

System Resources

CPU Usage

24%

Memory Usage

1.2 GB / 4 GB

Disk Usage

2.4 GB / 20 GB

Executing Quantitative Simulation...

Equity Curve

Drawdown

Monthly Returns (%)

Trade Distribution

Trade Return Distribution

Rolling Performance (252 Periods)

Risk / Return Radar

Key Risk Metrics

Performance vs Benchmarks

Recent Trades

Walk Forward Analysis

Monte Carlo Simulation

Equity Curve

Performance Statistics

Return Summary

Drawdown Analysis

Rolling Sharpe Ratio (252 Periods)

Distribution of Returns

Monthly Returns (%)

R-Multiple Distribution

Winning vs Losing Trades P/L

Price Chart with Trades

Trade P/L Distribution (%)

Average Trade Duration

Best & Worst Trades

Trade Summary

Risk Heat Map (Monthly Returns %)

Risk Contribution (Sunburst)

Risk Word Cloud

Capital Flow (Sankey Diagram)

Risk Contribution Over Time (ThemeRiver)

Drawdown Regime Gantt Chart

Risk Metrics Trend

Monte Carlo: Max Drawdown Distribution

Scenario Stress Test (Return Impact)

R-Multiple Over Time

R-Multiple Distribution

R-Multiple By Trade Outcome

R-Multiple Summary

R-Multiple Heatmap (Year x Month)

R-Multiple Sunburst (By Components)

R-Multiple Word Cloud (Top Contributors)

R-Multiple Summary (Flow of R)

ThemeRiver (R-Multiple Over Time)

Gantt (R-Multiple by Strategy Phase)

R-Multiple Scatter (R vs Expectancy)

R-Multiple Metrics (Histogram)

Equity Curve & Drawdown

Drawdown Depth Over Time

Drawdown Duration Distribution

Drawdown Depth Distribution

Drawdown vs Time (Scatter)

Underwater Chart

Top 10 Drawdowns

Drawdown Heatmap (Year x Month)

Drawdown Regime Timeline (ThemeRiver)

Key Takeaways

Max Drawdown

Recovery Time

Drawdown Control

1. Exposure Over Time

2. Exposure by Asset (Net Exposure %)

3. Sector Exposure (Net Exposure %)

Exposure Summary

4. Exposure Heatmap (Net Exposure %)

5. Exposure by Position Size (Net Exposure %)

6. Rolling Exposure

Top Holdings by Exposure

7. Leverage Over Time (Actual)

8. Exposure Timeline (Gantt)

9. Exposure vs Returns (Scatter)

10. Idle Cash (Not Invested) Over Time

11. Rolling Beta (vs BTCUSDT)

12. Capital Allocation Waterfall (All Period)

Equity Curve

Performance Overview

Trade Summary

Monthly Returns (Net %)

Returns Distribution