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

+-12.25%

+$-1225.25

CAGR

-1.71%

Annualized

Sharpe Ratio

-0.072

Excellent

Sortino Ratio

-0.102

Excellent

Max Drawdown

-44.785%

-$-4478.5

Win Rate

23.81%

5 Wins / 21 Trades

Profit Factor

0.823

Excellent

Expectancy

1.40R

Per Trade

Equity Curve

Strategy Buy & Hold Drawdown

Drawdown

Max Drawdown: -44.785% Max Duration: 78 days

Monthly Returns (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2026	-1.81	0.2	1.16	-1.13	2.87	2.51	-6.6	0.0	0.0	0.0	0.0	0.0
2025	9.08	-0.99	7.74	-2.85	0.25	-1.12	0.31	-5.36	-1.94	-2.64	1.48	0.81
2024	-8.42	-8.88	-0.69	-1.46	4.13	1.65	-3.28	2.05	0.24	-1.41	1.12	1.05
2023	2.74	1.5	2.51	7.14	13.62	-2.33	9.27	2.18	4.34	10.34	4.56	3.88
2022	2.64	2.29	-2.28	-0.0	-3.72	-1.8	-8.89	-11.27	-2.97	-4.77	2.77	2.31
2021	-2.25	-2.16	-1.24	2.78	-1.93	-3.1	-1.04	0.75	3.29	-2.13	-1.92	-0.88
2020	0.29	-2.21	0.37	0.52	1.06	-2.08	-1.77	-1.8	0.73	2.86	1.57	-2.36
2019	0.0	0.0	1.81	0.87	-1.19	-4.27	-0.43	-1.94	-0.47	-0.19	-1.89	0.11

Trade Distribution

Winning Trades 5 (23.81%)

Losing Trades 16 (38.69%)

Breakeven 0 (0.00%)

Total Trades: 21

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
2022-08-03	2022-08-17	BTCUSDT	Long	0.114103	$17527.9464	$13334.5536	$-480.0	-23.924%	40h
2022-08-17	2022-10-27	BTCUSDT	Short	0.149986	$13334.5536	$17396.274	$-611.81	-30.46%	204h
2022-10-27	2024-01-30	BTCUSDT	Long	0.114967	$17396.274	$47717.5631	+$3480.47	+174.298%	1332h
2024-01-30	2024-02-20	BTCUSDT	Short	0.041913	$47717.5631	$64612.6282	$-710.84	-35.406%	60h
2024-02-20	2024-03-15	BTCUSDT	Long	0.030954	$64612.6282	$48908.9594	$-487.6	-24.304%	68h
2024-03-15	2024-11-11	BTCUSDT	Short	0.040892	$48908.9594	$39485.1605	+$383.75	+19.268%	696h
2024-11-11	2025-06-20	BTCUSDT	Long	0.050652	$39485.1605	$62299.0372	+$1152.41	+57.778%	640h
2025-06-20	2025-08-16	BTCUSDT	Short	0.032103	$62299.0372	$66438.6599	$-135.03	-6.645%	164h
2025-08-16	2025-09-03	BTCUSDT	Long	0.030103	$66438.6599	$56964.0032	$-286.93	-14.261%	52h
2025-09-03	2026-07-24	BTCUSDT	Short	0.03511	$56964.0032	$69869.4343	$-455.56	-22.655%	936h

View All Trades

Walk Forward Analysis

Segment 1

Segment 2

Segment 3

Segment 4

Segment 5

Train

Test

-10.57%

Sharpe -1.5

Train

Test

+0.8%

Sharpe 1.2

Train

Test

-19.57%

Sharpe -1.5

Train

Test

-5.31%

Sharpe -1.5

Train

Test

-5.97%

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

+-12.25%

+$-1225.25

CAGR

-1.71%

Annualized

Sharpe Ratio

-0.072

Excellent

Sortino Ratio

-0.102

Excellent

Max Drawdown

-44.785%

-$-4478.5

Win Rate

23.81%

5 Wins / 21 Trades

Profit Factor

0.823

Excellent

Expectancy

1.40R

Per Trade

Equity Curve

Performance Statistics

Total Return+-12.25%

Profit Factor0.823

CAGR-1.71%

Expectancy1.40R

Annualized Volatility17.23%

Win Rate23.81%

Sharpe Ratio-0.072

Loss Rate38.69%

Sortino Ratio-0.102

Total Trades21

Calmar Ratio2.12

Winning Trades5

Omega Ratio1.72

Losing Trades16

Max Drawdown-44.785%

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: -44.785% Max Duration: 78 days

Rolling Sharpe Ratio (252 Periods)

Distribution of Returns

Skewness3.08

Kurtosis9.3

Mean-2.52%

Std Dev44.29%

Monthly Returns (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2026	-1.81	0.2	1.16	-1.13	2.87	2.51	-6.6	0.0	0.0	0.0	0.0	0.0	+0.0%
2025	9.08	-0.99	7.74	-2.85	0.25	-1.12	0.31	-5.36	-1.94	-2.64	1.48	0.81	+0.0%
2024	-8.42	-8.88	-0.69	-1.46	4.13	1.65	-3.28	2.05	0.24	-1.41	1.12	1.05	+0.0%
2023	2.74	1.5	2.51	7.14	13.62	-2.33	9.27	2.18	4.34	10.34	4.56	3.88	+0.0%
2022	2.64	2.29	-2.28	-0.0	-3.72	-1.8	-8.89	-11.27	-2.97	-4.77	2.77	2.31	+0.0%
2021	-2.25	-2.16	-1.24	2.78	-1.93	-3.1	-1.04	0.75	3.29	-2.13	-1.92	-0.88	+0.0%
2020	0.29	-2.21	0.37	0.52	1.06	-2.08	-1.77	-1.8	0.73	2.86	1.57	-2.36	+0.0%
2019	0.0	0.0	1.81	0.87	-1.19	-4.27	-0.43	-1.94	-0.47	-0.19	-1.89	0.11	+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

(23.81%)

Losing Trades

(38.69%)

Breakeven Trades

(0.00%)

Win Rate

23.81%

Avg Trade

+2.80%

Best Trade

+11.42%

Worst Trade

-4.85%

Price Chart with Trades

— BTCUSDT Price ▲ Buy ▼ Sell

Trade P/L Distribution (%)

Skewness3.08

Kurtosis9.3

Mean-2.52%

Std Dev44.29%

#	Entry Time	Exit Time	Symbol	Side	Entry Price	Exit Price	Qty	P/L (USDT)	P/L (%)	R-Multiple	Duration	Exit Reason
1	2019-03-16	2019-06-23	BTCUSDT	Short	$8161.6047	$9130.5224	0.24505	$-239.67	-11.872%	-11.87R	284h	Stop Loss
2	2019-06-23	2019-08-15	BTCUSDT	Long	$9130.5224	$7855.8025	0.219046	$-280.94	-13.961%	-13.96R	156h	Stop Loss
3	2019-08-15	2019-11-07	BTCUSDT	Short	$7855.8025	$8954.4282	0.254589	$-281.98	-13.985%	-13.98R	240h	Stop Loss
4	2019-11-07	2020-02-10	BTCUSDT	Long	$8954.4282	$8341.5983	0.223353	$-138.74	-6.844%	-6.84R	276h	Stop Loss
5	2020-02-10	2020-03-10	BTCUSDT	Short	$8341.5983	$9313.9996	0.239762	$-235.38	-11.657%	-11.66R	84h	Stop Loss
6	2020-03-10	2020-06-09	BTCUSDT	Long	$9313.9996	$9585.7054	0.214731	$56.29	2.917%	+2.92R	264h	Take Profit
7	2020-06-09	2020-09-02	BTCUSDT	Short	$9585.7054	$11942.6138	0.208644	$-494.25	-24.588%	-24.59R	244h	Stop Loss
8	2020-09-02	2021-01-02	BTCUSDT	Long	$11942.6138	$12415.8318	0.167468	$77.17	3.962%	+3.96R	352h	Take Profit
9	2021-01-02	2022-05-31	BTCUSDT	Short	$12415.8318	$15717.6206	0.161085	$-534.4	-26.593%	-26.59R	1488h	Stop Loss
10	2022-05-31	2022-07-15	BTCUSDT	Long	$15717.6206	$13503.3793	0.127246	$-283.47	-14.088%	-14.09R	128h	Stop Loss
11	2022-07-15	2022-08-03	BTCUSDT	Short	$13503.3793	$17527.9464	0.148111	$-598.68	-29.804%	-29.8R	56h	Stop Loss
12	2022-08-03	2022-08-17	BTCUSDT	Long	$17527.9464	$13334.5536	0.114103	$-480.0	-23.924%	-23.92R	40h	Stop Loss
13	2022-08-17	2022-10-27	BTCUSDT	Short	$13334.5536	$17396.274	0.149986	$-611.81	-30.46%	-30.46R	204h	Stop Loss
14	2022-10-27	2024-01-30	BTCUSDT	Long	$17396.274	$47717.5631	0.114967	$3480.47	174.298%	+174.3R	1332h	Take Profit
15	2024-01-30	2024-02-20	BTCUSDT	Short	$47717.5631	$64612.6282	0.041913	$-710.84	-35.406%	-35.41R	60h	Stop Loss
16	2024-02-20	2024-03-15	BTCUSDT	Long	$64612.6282	$48908.9594	0.030954	$-487.6	-24.304%	-24.3R	68h	Stop Loss
17	2024-03-15	2024-11-11	BTCUSDT	Short	$48908.9594	$39485.1605	0.040892	$383.75	19.268%	+19.27R	696h	Take Profit
18	2024-11-11	2025-06-20	BTCUSDT	Long	$39485.1605	$62299.0372	0.050652	$1152.41	57.778%	+57.78R	640h	Take Profit
19	2025-06-20	2025-08-16	BTCUSDT	Short	$62299.0372	$66438.6599	0.032103	$-135.03	-6.645%	-6.64R	164h	Stop Loss
20	2025-08-16	2025-09-03	BTCUSDT	Long	$66438.6599	$56964.0032	0.030103	$-286.93	-14.261%	-14.26R	52h	Stop Loss
21	2025-09-03	2026-07-24	BTCUSDT	Short	$56964.0032	$69869.4343	0.03511	$-455.56	-22.655%	-22.66R	936h	Stop Loss

Showing 1 to 10 of 21 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: 21

Value at Risk (95%)

-$103.54

-12.86%

Expected Shortfall

-$158.82

-19.42%

Max Drawdown

--44.785%

-$-4478.5

Ulcer Index

6.21

Moderate

Calmar Ratio

0.038

Good

Omega Ratio

1.72

Good

Sortino Ratio

-0.102

Excellent

Profit Factor

0.823

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	-1.81	0.2	1.16	-1.13	2.87	2.51	-6.6	0.0	0.0	0.0	0.0	0.0
2025	9.08	-0.99	7.74	-2.85	0.25	-1.12	0.31	-5.36	-1.94	-2.64	1.48	0.81
2024	-8.42	-8.88	-0.69	-1.46	4.13	1.65	-3.28	2.05	0.24	-1.41	1.12	1.05
2023	2.74	1.5	2.51	7.14	13.62	-2.33	9.27	2.18	4.34	10.34	4.56	3.88
2022	2.64	2.29	-2.28	-0.0	-3.72	-1.8	-8.89	-11.27	-2.97	-4.77	2.77	2.31
2021	-2.25	-2.16	-1.24	2.78	-1.93	-3.1	-1.04	0.75	3.29	-2.13	-1.92	-0.88
2020	0.29	-2.21	0.37	0.52	1.06	-2.08	-1.77	-1.8	0.73	2.86	1.57	-2.36
2019	0.0	0.0	1.81	0.87	-1.19	-4.27	-0.43	-1.94	-0.47	-0.19	-1.89	0.11

<-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

23.81%

Gross Profit

$5,150.09

Losing Trades

76.19%

Gross Loss

-$6,255.28

Net Profit$-1,225.25 (-12.25%)

Fees-$210.00 (2.1%)

Slippage-$42.00 (0.42%)

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	7.35%	-62.7%	5%
Bear Market	-20% over 2 months	4.9%	-53.74%	15%
High Volatility	Volatility +50%	2.45%	-49.26%	25%
Liquidity Crisis	Liquidity -40%	3.68%	-58.22%	10%
All Good	Normal conditions	+-12.25%	-44.785%	45%

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

Total R

-52.8

Total R Score

Expectancy (R)

-2.514

Per Trade Avg

Win Rate (R > 1)

23.81%

Winning Trades

Profit Factor (R)

0.823

R Gain / R Loss

Average Win (R)

+51.646

Avg Gain

Average Loss (R)

-19.439

Avg Loss

Max R (Win)

+174.3

Best Trade R

Worst R (Loss)

-35.41

Worst Trade R

R Skew / Consistency

3.079

23.8%

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 R-52.8

Expectancy (R)-2.514

Median R0.38

Std Dev (R)1.29

Skewness3.079

Kurtosis2.84

R-Multiple Heatmap (Year x Month)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2026	-1.81	0.2	1.16	-1.13	2.87	2.51	-6.6	0.0	0.0	0.0	0.0	0.0
2025	9.08	-0.99	7.74	-2.85	0.25	-1.12	0.31	-5.36	-1.94	-2.64	1.48	0.81
2024	-8.42	-8.88	-0.69	-1.46	4.13	1.65	-3.28	2.05	0.24	-1.41	1.12	1.05
2023	2.74	1.5	2.51	7.14	13.62	-2.33	9.27	2.18	4.34	10.34	4.56	3.88
2022	2.64	2.29	-2.28	-0.0	-3.72	-1.8	-8.89	-11.27	-2.97	-4.77	2.77	2.31
2021	-2.25	-2.16	-1.24	2.78	-1.93	-3.1	-1.04	0.75	3.29	-2.13	-1.92	-0.88
2020	0.29	-2.21	0.37	0.52	1.06	-2.08	-1.77	-1.8	0.73	2.86	1.57	-2.36
2019	0.0	0.0	1.81	0.87	-1.19	-4.27	-0.43	-1.94	-0.47	-0.19	-1.89	0.11

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.)

-$4,478.50

-14.80%

Max Drawdown (Rel.)

-44.785%

From peak to trough

Longest Drawdown Period

56 days

2022-05-05 → 2022-06-30

Avg Drawdown

-17.35%

Average of all drawdowns

Avg Drawdown Duration

18 days

Average length

Drawdown Frequency

Total drawdown periods

Recovery Factor

-0.27

Net Profit / Max DD

Calmar Ratio

0.038

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	-44.785%	2022-07-28	28 days
2	2021-11-10	2021-12-04	24 days	-34.04%	2021-12-21	17 days
3	2020-03-12	2020-04-25	44 days	-29.56%	2020-05-18	23 days
4	2023-02-18	2023-03-19	29 days	-24.63%	2023-04-02	14 days
5	2024-04-01	2024-04-22	21 days	-23.29%	2024-05-03	11 days
6	2019-06-26	2019-07-17	21 days	-20.6%	2019-08-02	16 days
7	2023-09-01	2023-09-16	15 days	-18.36%	2023-09-28	12 days
8	2025-02-03	2025-02-17	14 days	-17.47%	2025-02-28	11 days
9	2020-08-17	2020-08-30	13 days	-14.78%	2020-09-11	12 days
10	2024-11-05	2024-11-15	10 days	-12.54%	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	-1.81	0.2	1.16	-1.13	2.87	2.51	-6.6	0.0	0.0	0.0	0.0	0.0
2025	9.08	-0.99	7.74	-2.85	0.25	-1.12	0.31	-5.36	-1.94	-2.64	1.48	0.81
2024	-8.42	-8.88	-0.69	-1.46	4.13	1.65	-3.28	2.05	0.24	-1.41	1.12	1.05
2023	2.74	1.5	2.51	7.14	13.62	-2.33	9.27	2.18	4.34	10.34	4.56	3.88
2022	2.64	2.29	-2.28	-0.0	-3.72	-1.8	-8.89	-11.27	-2.97	-4.77	2.77	2.31
2021	-2.25	-2.16	-1.24	2.78	-1.93	-3.1	-1.04	0.75	3.29	-2.13	-1.92	-0.88
2020	0.29	-2.21	0.37	0.52	1.06	-2.08	-1.77	-1.8	0.73	2.86	1.57	-2.36
2019	0.0	0.0	1.81	0.87	-1.19	-4.27	-0.43	-1.94	-0.47	-0.19	-1.89	0.11

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

16.67%

Avg: 12.5%

Long Exposure

47.62%

Avg: 31.0%

Short Exposure

52.38%

Avg: 41.9%

Leverage (Max)

1.24x

Avg: 1.0x

Exposure Time

10.0%

% of total time

Concentration

0.38

Herfindahl Index

1. Exposure Over Time

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

2. Exposure by Asset (Net Exposure %)

BTCUSDT 16.67%

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 Exposure16.67%

Median Exposure15.8%

Max Exposure115.0%

Min Exposure-41.9%

Exposure Std Dev9.86%

Average Holding3.24 days

Average Leverage1.0x

Portfolio Turnover262.5% / yr

Cash Utilization91.7%

Exposure ScoreGood

Diversification Score45 / 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

BTCUSDT16.67%

ETHUSDT4.17%

BNBUSDT1.5%

SOLUSDT0.83%

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

$-1,225.25 USDT

+-12.25%

Total Return

-12.25%

+-1.71% (Annualized)

Max Drawdown

-44.785%

-$4,478.50 USDT

Sharpe Ratio

-0.072

Very Good

Sortino Ratio

-0.102

Excellent

Calmar Ratio

0.038

Good

Profit Factor

0.823

Good

Win Rate

23.81%

Good

Equity Curve

— Equity --- Buy & Hold

Performance Overview

Initial Capital$10,000.00 USDT

Net Profit$-1,225.25 USDT

Total Return-12.25%

Annualized Return+-1.71% (Annualized)

Max Drawdown-44.785%

Max Drawdown (USDT)-$4,478.50 USDT

Average Drawdown-17.35%

Recovery Factor-0.27

Sharpe Ratio-0.072

Sortino Ratio-0.102

Calmar Ratio0.038

Profit Factor0.823

Win Rate23.81%

Avg Win+$0.00 USDT

Avg Loss-$0.00 USDT

Expectancy$-52.63 USDT

Trade Summary

Total Trades 21

Best Trade$3,480.47 USDT

Worst Trade-$710.84 USDT

Avg Trade$-52.63 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	2022-10-27	Long	174.30R	+$3,480.47
2	2024-11-11	Long	57.78R	+$1,152.41
3	2024-03-15	Short	19.27R	+$383.75
4	2020-09-02	Long	3.96R	+$77.17
5	2020-03-10	Long	2.92R	+$56.29

Top 10 Losing Trades

#	Entry Date	Direction	R-Multiple	Loss (USDT)
1	2024-01-30	Short	-35.41R	-$710.84
2	2022-08-17	Short	-30.46R	-$611.81
3	2022-07-15	Short	-29.80R	-$598.68
4	2021-01-02	Short	-26.59R	-$534.40
5	2020-06-09	Short	-24.59R	-$494.25
6	2024-02-20	Long	-24.30R	-$487.60
7	2022-08-03	Long	-23.92R	-$480.00
8	2025-09-03	Short	-22.66R	-$455.56
9	2025-08-16	Long	-14.26R	-$286.93
10	2022-05-31	Long	-14.09R	-$283.47

Equity Curve Drawdowns

Max Drawdown-44.785%

Max Drawdown (USDT)-$4,478.50 USDT

Avg Drawdown-17.35%

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 Trades21

Winning Trades5 (23.81%)

Losing Trades16 (38.69%)

Data Points15,768

Initial Capital$10000.00

Final Equity$8774.75

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