🎯 Advanced Backtest Report

Interactive Analysis & Performance Metrics

2025-01-01 00:00 UTC
2026-01-23 17:15 UTC
387 days
4,804

📊 Performance Summary

Total PnL

$272,684
54.5%

Sharpe Ratio

2.59

Max Drawdown

51.5%

Win Rate

46.3%

Profit Factor

1.32

Total Trades

1201

📈 Return Statistics

Sharpe Ratio

2.59
252 Trading Days

Sortino Ratio

4.86
Downside Risk Adjusted

Returns Volatility

74.36%
Annualized (252 days)

Profit Factor

1.32
Gross Profits / Gross Losses

Average Return

+0.273%
Per Trade

Average Loss

-1.67%
Losing Trades

Average Win

2.30%
Winning Trades

Risk Return Ratio

10.52%
Risk-Adjusted

🎯 Advanced Risk-Adjusted Metrics

JADE Index (λ=1.0)

0.129
Linear DD Penalty

JADE Index (λ=2.0)

0.085
Quadratic DD Penalty (Recommended)

JADE Index (λ=3.0)

0.056
Cubic DD Penalty (Conservative)

K-Ratio

46.039
Equity Curve Consistency

CAGR

9.70%
Compound Annual Growth

Downside σ

29.11%
Semi-Deviation (Annualized)

Max Drawdown

51.55%
Peak-to-Trough Decline

Equity Slope

$710.31/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 2124 1062 $802,230,971.82 531 226 305 42.6% $-366,579.75 $67,979.96 $-76,140.31 1
ETHUSDT-LINEAR.BYBIT 1840 920 $456,726,275.78 460 227 233 49.3% $331,734.73 $186,747.13 $-92,331.49 1
SOLUSDT-LINEAR.BYBIT 840 420 $132,881,982.90 210 103 107 49.0% $307,528.54 $113,611.40 $-84,679.26 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 FLAT 0.0000 $88,367.40 $90,938.80 N/A N/A N/A $10,966.18 OPEN
ETHUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-001 ETHUSDT-LINEAR.BYBIT FLAT 0.0000 $2,946.91 $2,844.99 N/A N/A N/A $8,515.07 OPEN
SOLUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-002 SOLUSDT-LINEAR.BYBIT FLAT 0.0000 $167.17 $162.22 N/A N/A N/A $-6,180.09 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 537.8386 $4,242.25 $4,594.77 2.0h $186,747 8.3% TP:ATR
2025-10-28 08:00 2025-10-28 20:15 SOLUSDT-LINEAR.BYBIT SHORT 13129.7754 $201.98 $193.09 12.2h $113,611 4.4% TP:ATR
2025-04-10 04:00 2025-04-10 15:30 ETHUSDT-LINEAR.BYBIT SHORT 719.8474 $1,612.51 $1,501.20 11.5h $78,781 6.9% TP:ATR
2025-07-15 00:00 2025-07-15 23:00 ETHUSDT-LINEAR.BYBIT LONG 653.9580 $3,004.99 $3,124.59 23.0h $75,808 4.0% TP:ATR
2025-10-18 00:00 2025-10-19 17:00 SOLUSDT-LINEAR.BYBIT LONG 7423.1152 $182.09 $191.87 41.0h $70,932 5.4% TP:ATR

Worst Losses

Entry DateExit DateInstrumentSideQuantityEntry PriceExit PriceDurationPnLReturn %Exit Reason
2025-11-05 00:00 2025-11-05 01:15 ETHUSDT-LINEAR.BYBIT LONG 970.5845 $3,270.45 $3,179.19 1.2h $-92,331 -2.8% SL:ATR
2025-10-29 00:00 2025-10-29 13:00 SOLUSDT-LINEAR.BYBIT SHORT 13073.5732 $194.49 $200.73 13.0h $-84,679 -3.2% SL:ATR
2025-11-03 04:00 2025-11-03 15:15 ETHUSDT-LINEAR.BYBIT LONG 815.1526 $3,726.92 $3,633.06 11.2h $-80,110 -2.5% SL:ATR
2025-12-01 04:00 2025-12-01 15:30 BTCUSDT-LINEAR.BYBIT LONG 34.5644 $86,011.70 $83,910.80 11.5h $-76,140 -2.4% SL:ATR
2025-11-14 08:00 2025-11-14 12:30 BTCUSDT-LINEAR.BYBIT LONG 35.3930 $96,864.40 $94,839.80 4.5h $-75,728 -2.1% SL:ATR

📊 Complete Trade History

Showing: 1201 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 2.6030 $-2,748 -1.00% 5.0x 1.04x -1.00% 🔄 Signal Reversal 12.0
2025-01-01 00:00 2025-01-01 12:00 SOLUSDT LONG $192.40 $190.76 1.4973 $-3 -0.85% 5.0x 1.20x -0.85% 🔄 Signal Reversal 12.0
2025-01-01 00:00 2025-01-02 14:30 ETHUSDT LONG $3,362.11 $3,479.00 2.0354 $230 +3.48% 5.0x 0.99x +3.48% 🎯 TP:Manual 38.5
2025-01-01 12:00 2025-01-01 16:00 BTCUSDT SHORT $93,400.00 $94,235.10 3.5124 $-3,329 -0.89% 5.0x 0.81x -0.89% 🔄 Signal Reversal 4.0
2025-01-01 12:00 2025-01-01 20:00 SOLUSDT SHORT $190.76 $193.64 464.7047 $-1,446 -1.51% 5.0x 1.19x -1.51% 🔄 Signal Reversal 8.0
2025-01-01 16:00 2025-01-03 16:15 BTCUSDT LONG $94,235.10 $98,032.70 4.4286 $16,307 +4.03% 5.0x 1.10x +4.03% 🎯 TP:Manual 48.2
2025-01-01 20:00 2025-01-02 04:30 SOLUSDT LONG $193.64 $204.15 998.0473 $10,251 +5.43% 5.0x 1.19x +5.43% 🎯 TP:Manual 8.5
2025-01-02 08:00 2025-01-03 14:30 SOLUSDT LONG $206.36 $217.99 438.4522 $4,988 +5.64% 5.0x 1.20x +5.64% 🎯 TP:Manual 30.5
2025-01-03 16:00 2025-01-04 04:00 ETHUSDT LONG $3,586.50 $3,591.02 80.4179 $17 +0.13% 5.0x 0.67x +0.13% 🔄 Signal Reversal 12.0
2025-01-03 16:00 2025-01-05 12:00 SOLUSDT LONG $217.46 $213.39 2888.8734 $-12,505 -1.87% 5.0x 1.20x -1.87% 🔄 Signal Reversal 44.0