🎯 Advanced Backtest Report

Interactive Analysis & Performance Metrics

2025-01-01 00:00 UTC
2026-01-23 17:15 UTC
387 days
4,752

📊 Performance Summary

Total PnL

$365,035
73.0%

Sharpe Ratio

2.76

Max Drawdown

55.3%

Win Rate

46.4%

Profit Factor

1.34

Total Trades

1188

📈 Return Statistics

Sharpe Ratio

2.76
252 Trading Days

Sortino Ratio

5.28
Downside Risk Adjusted

Returns Volatility

73.49%
Annualized (252 days)

Profit Factor

1.34
Gross Profits / Gross Losses

Average Return

+0.290%
Per Trade

Average Loss

-1.66%
Losing Trades

Average Win

2.31%
Winning Trades

Risk Return Ratio

11.14%
Risk-Adjusted

🎯 Advanced Risk-Adjusted Metrics

JADE Index (λ=1.0)

0.177
Linear DD Penalty

JADE Index (λ=2.0)

0.114
Quadratic DD Penalty (Recommended)

JADE Index (λ=3.0)

0.074
Cubic DD Penalty (Conservative)

K-Ratio

56.006
Equity Curve Consistency

CAGR

12.51%
Compound Annual Growth

Downside σ

30.89%
Semi-Deviation (Annualized)

Max Drawdown

55.26%
Peak-to-Trough Decline

Equity Slope

$663.13/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 2100 1050 $855,504,876.06 525 224 301 42.7% $-266,639.97 $75,335.35 $-79,657.38 1
ETHUSDT-LINEAR.BYBIT 1816 907 $478,797,183.49 454 224 230 49.3% $356,047.61 $137,982.54 $-78,472.55 1
SOLUSDT-LINEAR.BYBIT 836 418 $155,733,978.22 209 103 106 49.3% $275,626.95 $107,975.23 $-91,043.38 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 FLAT 0.0000 $88,367.40 $90,938.80 N/A N/A N/A $15,291.82 OPEN
ETHUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-001 ETHUSDT-LINEAR.BYBIT FLAT 0.0000 $2,946.91 $2,844.99 N/A N/A N/A $11,615.65 OPEN
SOLUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-002 SOLUSDT-LINEAR.BYBIT FLAT 0.0000 $167.17 $162.22 N/A N/A N/A $-6,650.17 OPEN

🏆 Top Trades

Best Wins

Entry DateExit DateInstrumentSideQuantityEntry PriceExit PriceDurationPnLReturn %Exit Reason
2025-08-22 12:00 2025-08-22 14:00 ETHUSDT-LINEAR.BYBIT LONG 397.3948 $4,242.25 $4,594.77 2.0h $137,983 8.3% TP:ATR
2025-10-28 08:00 2025-10-28 20:15 SOLUSDT-LINEAR.BYBIT SHORT 12478.4180 $201.98 $193.09 12.2h $107,975 4.4% TP:ATR
2025-07-15 00:00 2025-07-15 23:00 ETHUSDT-LINEAR.BYBIT LONG 667.9830 $3,004.99 $3,124.59 23.0h $77,434 4.0% TP:ATR
2025-04-08 04:00 2025-04-08 17:00 ETHUSDT-LINEAR.BYBIT SHORT 671.2388 $1,588.52 $1,472.24 13.0h $76,819 7.3% TP:ATR
2025-10-18 00:00 2025-10-19 17:00 SOLUSDT-LINEAR.BYBIT LONG 8015.7562 $182.09 $191.87 41.0h $76,596 5.4% TP:ATR

Worst Losses

Entry DateExit DateInstrumentSideQuantityEntry PriceExit PriceDurationPnLReturn %Exit Reason
2025-10-29 00:00 2025-10-29 13:00 SOLUSDT-LINEAR.BYBIT SHORT 14056.1255 $194.49 $200.73 13.0h $-91,043 -3.2% SL:ATR
2025-12-01 04:00 2025-12-01 15:30 BTCUSDT-LINEAR.BYBIT LONG 36.1610 $86,011.70 $83,910.80 11.5h $-79,657 -2.4% SL:ATR
2025-11-03 04:00 2025-11-03 15:15 ETHUSDT-LINEAR.BYBIT LONG 798.4916 $3,726.92 $3,633.06 11.2h $-78,473 -2.5% SL:ATR
2025-11-05 00:00 2025-11-05 01:15 ETHUSDT-LINEAR.BYBIT LONG 791.4719 $3,270.45 $3,179.19 1.2h $-75,293 -2.8% SL:ATR
2025-11-14 08:00 2025-11-14 12:30 BTCUSDT-LINEAR.BYBIT LONG 30.9407 $96,864.40 $94,839.80 4.5h $-66,201 -2.1% SL:ATR

📊 Complete Trade History

Showing: 1188 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 12:00 BTCUSDT LONG $94,343.20 $93,400.00 3.2538 $-3,435 -1.00% 5.0x 1.30x -1.00% 🔄 Signal Reversal 12.0
2025-01-01 00:00 2025-01-01 12:00 SOLUSDT LONG $192.40 $190.76 1.8715 $-3 -0.85% 5.0x 1.50x -0.85% 🔄 Signal Reversal 12.0
2025-01-01 00:00 2025-01-02 14:30 ETHUSDT LONG $3,362.11 $3,479.00 2.5441 $287 +3.48% 5.0x 1.24x +3.48% 🎯 TP:Manual 38.5
2025-01-01 12:00 2025-01-01 16:00 BTCUSDT SHORT $93,400.00 $94,235.10 4.3901 $-4,160 -0.89% 5.0x 1.02x -0.89% 🔄 Signal Reversal 4.0
2025-01-01 12:00 2025-01-01 20:00 SOLUSDT SHORT $190.76 $193.64 580.0192 $-1,804 -1.51% 5.0x 1.49x -1.51% 🔄 Signal Reversal 8.0
2025-01-01 16:00 2025-01-03 16:15 BTCUSDT LONG $94,235.10 $98,032.70 5.5274 $20,353 +4.03% 5.0x 1.38x +4.03% 🎯 TP:Manual 48.2
2025-01-01 20:00 2025-01-02 04:30 SOLUSDT LONG $193.64 $204.15 1243.5254 $12,773 +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 $217.99 548.6977 $6,242 +5.64% 5.0x 1.50x +5.64% 🎯 TP:Manual 30.5
2025-01-03 16:00 2025-01-04 04:00 ETHUSDT LONG $3,586.50 $3,591.02 100.8971 $22 +0.13% 5.0x 0.84x +0.13% 🔄 Signal Reversal 12.0
2025-01-03 16:00 2025-01-05 12:00 SOLUSDT LONG $217.46 $213.39 3624.2428 $-15,688 -1.87% 5.0x 1.50x -1.87% 🔄 Signal Reversal 44.0