🎯 Advanced Backtest Report

Interactive Analysis & Performance Metrics

2025-01-01 00:00 UTC
2025-12-10 20:45 UTC
343 days
2,543

📊 Performance Summary

Total PnL

$1,033,377
206.7%

Sharpe Ratio

0.33

Max Drawdown

51.1%

Win Rate

46.7%

Profit Factor

1.30

Total Trades

1268

📈 Return Statistics

Sharpe Ratio

0.33
252 Trading Days

Sortino Ratio

0.67
Downside Risk Adjusted

Returns Volatility

10.94%
Annualized (252 days)

Profit Factor

1.30
Gross Profits / Gross Losses

Average Return

+0.266%
Per Trade

Average Loss

-1.76%
Losing Trades

Average Win

2.34%
Winning Trades

Risk Return Ratio

9.80%
Risk-Adjusted

🎯 Advanced Risk-Adjusted Metrics

JADE Index (λ=1.0)

0.464
Linear DD Penalty

JADE Index (λ=2.0)

0.307
Quadratic DD Penalty (Recommended)

JADE Index (λ=3.0)

0.203
Cubic DD Penalty (Conservative)

K-Ratio

70.070
Equity Curve Consistency

CAGR

24.89%
Compound Annual Growth

Downside σ

29.77%
Semi-Deviation (Annualized)

Max Drawdown

51.10%
Peak-to-Trough Decline

Equity Slope

$1,713.35/day
Average Daily Growth
📖 Metric Interpretation:
JADE (λ=2.0) > 3.0: Excellent risk-adjusted performance (Deploy confidently)
JADE (λ=2.0) 2.0-3.0: Good performance (Deploy with monitoring)
JADE (λ=2.0) < 1.0: Poor risk-adjusted returns (Reject or redesign)
K-Ratio > 2.0: Excellent consistency (Smooth equity curve)
K-Ratio < 1.0: Erratic growth (Investigate causes)

📈 Performance Analytics

Portfolio Balance Evolution

Cumulative PnL by Instrument

📊 Trading Summary by Instrument

Instrument Total Orders Filled Orders Total Volume Est. Trades Winning Losing Win Rate Total PnL Max Win Max Loss Current Pos
BTCUSDT-LINEAR.BYBIT 863 861 $1,222,084,971.46 431 176 255 40.8% $-726,565.06 $140,111.93 $-132,624.91 1
ETHUSDT-LINEAR.BYBIT 1060 1055 $1,135,702,472.39 529 272 257 51.4% $461,794.12 $202,646.04 $-165,261.59 1
SOLUSDT-LINEAR.BYBIT 620 605 $403,854,919.91 308 147 161 47.7% $1,298,678.67 $232,197.00 $-144,868.26 1

Final Open Positions

Position ID Instrument Side Quantity Open Price Close Price Opened Time Closed Time Duration (Hours) Realized PnL Status
BTCUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-000 BTCUSDT-LINEAR.BYBIT SHORT 9.3878 $94,237.30 N/A N/A N/A N/A $-530.81 OPEN
ETHUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-001 ETHUSDT-LINEAR.BYBIT FLAT 0.0000 $3,441.26 $3,353.99 N/A N/A N/A $-28,286.04 OPEN
SOLUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-002 SOLUSDT-LINEAR.BYBIT FLAT 0.0000 $153.21 $148.17 N/A N/A N/A $-18,740.74 OPEN

🏆 Top Trades

Best Wins

Entry DateExit DateInstrumentSideQuantityEntry PriceExit PriceDurationPnLReturn %Exit Reason
2025-10-13 12:00 2025-10-13 17:45 SOLUSDT-LINEAR.BYBIT LONG 20154.0583 $193.20 $204.96 5.8h $232,197 6.1% TP:ATR
2025-08-11 04:00 2025-08-11 19:45 SOLUSDT-LINEAR.BYBIT SHORT 24786.1835 $185.93 $176.53 15.8h $227,600 5.1% TP:ATR
2025-04-22 00:00 2025-04-22 15:00 ETHUSDT-LINEAR.BYBIT LONG 1441.9683 $1,575.14 $1,717.65 15.0h $202,646 9.0% TP:ATR
2025-10-28 08:00 2025-10-28 20:15 SOLUSDT-LINEAR.BYBIT SHORT 22194.8500 $201.98 $193.09 12.2h $192,051 4.4% TP:ATR
2025-10-17 12:00 2025-10-19 14:15 SOLUSDT-LINEAR.BYBIT LONG 17507.2301 $181.30 $191.26 50.2h $170,459 5.5% TP:ATR

Worst Losses

Entry DateExit DateInstrumentSideQuantityEntry PriceExit PriceDurationPnLReturn %Exit Reason
2025-10-30 16:00 2025-10-30 19:30 ETHUSDT-LINEAR.BYBIT LONG 1779.6390 $3,787.87 $3,699.50 3.5h $-165,262 -2.3% SL:ATR
2025-11-05 00:00 2025-11-05 01:15 ETHUSDT-LINEAR.BYBIT LONG 1649.8047 $3,270.45 $3,179.19 1.2h $-156,946 -2.8% SL:ATR
2025-11-03 04:00 2025-11-03 15:15 ETHUSDT-LINEAR.BYBIT LONG 1594.2394 $3,726.92 $3,633.06 11.2h $-156,675 -2.5% SL:ATR
2025-07-24 08:00 2025-07-24 15:00 SOLUSDT-LINEAR.BYBIT SHORT 25123.4352 $185.78 $191.32 7.0h $-144,868 -3.0% SL:ATR
2025-07-25 00:00 2025-07-26 16:00 SOLUSDT-LINEAR.BYBIT SHORT 22339.2204 $181.96 $187.98 40.0h $-139,356 -3.3% Signal Reversal

📊 Complete Trade History

Showing: 1268 trades
📅 Entry Date 📅 Exit Date 🏷️ Instrument Side Entry Price Exit Price Qty PnL ($) Price Return % Leverage RL Mult Account Return % Exit Reason Duration (h)
2025-01-01 00:00 2025-01-01 04:00 BTCUSDT SHORT $94,343.20 $93,670.10 3.2595 $1,826 +0.71% 5.0x 1.30x +0.71% 🔄 Signal Reversal 4.0
2025-01-01 00:00 2025-01-01 16:00 ETHUSDT LONG $3,362.11 $3,345.93 2.5781 $-52 -0.48% 5.0x 1.18x -0.48% 🔄 Signal Reversal 16.0
2025-01-01 00:00 2025-01-01 16:00 SOLUSDT LONG $192.40 $191.09 2.1042 $-3 -0.68% 5.0x 1.50x -0.68% 🔄 Signal Reversal 16.0
2025-01-01 04:00 2025-01-01 12:00 BTCUSDT LONG $93,670.10 $93,400.00 3.2361 $-1,237 -0.29% 5.0x 1.30x -0.29% 🔄 Signal Reversal 8.0
2025-01-01 12:00 2025-01-01 16:00 BTCUSDT SHORT $93,400.00 $94,235.10 1.6497 $-1,563 -0.89% 5.0x 1.02x -0.89% 🔄 Signal Reversal 4.0
2025-01-01 16:00 2025-01-01 20:00 SOLUSDT SHORT $191.09 $193.64 713.2676 $-1,983 -1.33% 5.0x 1.49x -1.33% 🔄 Signal Reversal 4.0
2025-01-01 16:00 2025-01-03 16:00 BTCUSDT LONG $94,235.10 $97,584.70 5.8917 $19,057 +3.55% 5.0x 1.38x +3.55% 🔄 Signal Reversal 48.0
2025-01-01 20:00 2025-01-02 04:30 SOLUSDT LONG $193.64 $204.15 1147.0818 $11,782 +5.43% 5.0x 1.49x +5.43% 🎯 TP:Manual 8.5
2025-01-02 08:00 2025-01-03 14:30 SOLUSDT LONG $206.36 $217.99 554.1342 $6,303 +5.64% 5.0x 1.50x +5.64% 🎯 TP:Manual 30.5
2025-01-03 12:00 2025-01-03 18:30 ETHUSDT LONG $3,470.94 $3,611.36 339.4796 $46,227 +4.05% 5.0x 1.08x +4.05% 🎯 TP:Manual 6.5