🎯 Advanced Backtest Report

Interactive Analysis & Performance Metrics

2025-01-01 00:00 UTC
2026-01-23 17:15 UTC
387 days
4,732

📊 Performance Summary

Total PnL

$463,834
92.8%

Sharpe Ratio

2.73

Max Drawdown

55.9%

Win Rate

46.5%

Profit Factor

1.34

Total Trades

1183

📈 Return Statistics

Sharpe Ratio

2.73
252 Trading Days

Sortino Ratio

5.16
Downside Risk Adjusted

Returns Volatility

72.51%
Annualized (252 days)

Profit Factor

1.34
Gross Profits / Gross Losses

Average Return

+0.284%
Per Trade

Average Loss

-1.65%
Losing Trades

Average Win

2.28%
Winning Trades

Risk Return Ratio

11.04%
Risk-Adjusted

🎯 Advanced Risk-Adjusted Metrics

JADE Index (λ=1.0)

0.212
Linear DD Penalty

JADE Index (λ=2.0)

0.136
Quadratic DD Penalty (Recommended)

JADE Index (λ=3.0)

0.087
Cubic DD Penalty (Conservative)

K-Ratio

59.718
Equity Curve Consistency

CAGR

15.24%
Compound Annual Growth

Downside σ

33.94%
Semi-Deviation (Annualized)

Max Drawdown

55.90%
Peak-to-Trough Decline

Equity Slope

$689.87/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 2108 1053 $1,028,392,320.86 527 227 300 43.1% $-216,735.38 $100,926.00 $-77,574.19 1
ETHUSDT-LINEAR.BYBIT 1800 897 $558,243,850.45 450 221 229 49.1% $443,984.81 $116,896.33 $-68,083.92 1
SOLUSDT-LINEAR.BYBIT 824 410 $198,961,348.23 206 102 104 49.5% $236,584.88 $111,391.48 $-93,786.19 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 $22,033.03 OPEN
ETHUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-001 ETHUSDT-LINEAR.BYBIT FLAT 0.0000 $2,946.91 $2,844.99 N/A N/A N/A $16,512.95 OPEN
SOLUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-002 SOLUSDT-LINEAR.BYBIT FLAT 0.0000 $167.17 $162.22 N/A N/A N/A $-9,086.91 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 336.6657 $4,242.25 $4,594.77 2.0h $116,896 8.3% TP:ATR
2025-10-28 08:00 2025-10-28 20:15 SOLUSDT-LINEAR.BYBIT SHORT 12873.2260 $201.98 $193.09 12.2h $111,391 4.4% TP:ATR
2025-04-08 04:00 2025-04-08 17:00 ETHUSDT-LINEAR.BYBIT SHORT 971.4752 $1,588.52 $1,472.24 13.0h $111,179 7.3% TP:ATR
2025-10-29 00:00 2025-10-29 18:30 BTCUSDT-LINEAR.BYBIT SHORT 35.3213 $112,684.80 $109,694.00 18.5h $100,926 2.7% TP:ATR
2025-10-18 00:00 2025-10-19 17:00 SOLUSDT-LINEAR.BYBIT LONG 10436.3192 $182.09 $191.87 41.0h $99,726 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 14479.5862 $194.49 $200.73 13.0h $-93,786 -3.2% SL:ATR
2025-12-01 04:00 2025-12-01 15:30 BTCUSDT-LINEAR.BYBIT LONG 35.2153 $86,011.70 $83,910.80 11.5h $-77,574 -2.4% SL:ATR
2025-07-25 00:00 2025-07-26 08:45 SOLUSDT-LINEAR.BYBIT SHORT 11992.5629 $181.96 $188.06 32.8h $-75,817 -3.4% SL:ATR
2025-07-24 08:00 2025-07-24 15:00 SOLUSDT-LINEAR.BYBIT SHORT 12856.8164 $185.78 $191.32 7.0h $-74,136 -3.0% SL:ATR
2025-11-05 00:00 2025-11-05 01:15 BTCUSDT-LINEAR.BYBIT LONG 33.1544 $101,060.00 $99,067.70 1.2h $-70,035 -2.0% SL:ATR

📊 Complete Trade History

Showing: 1183 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 4.2299 $-4,466 -1.00% 5.0x 1.69x -1.00% 🔄 Signal Reversal 12.0
2025-01-01 00:00 2025-01-01 12:00 SOLUSDT LONG $192.40 $190.76 2.4327 $-5 -0.85% 5.0x 1.95x -0.85% 🔄 Signal Reversal 12.0
2025-01-01 00:00 2025-01-02 14:30 ETHUSDT LONG $3,362.11 $3,479.00 3.3069 $373 +3.48% 5.0x 1.61x +3.48% 🎯 TP:Manual 38.5
2025-01-01 12:00 2025-01-01 16:00 BTCUSDT SHORT $93,400.00 $94,235.10 5.7065 $-5,408 -0.89% 5.0x 1.32x -0.89% 🔄 Signal Reversal 4.0
2025-01-01 12:00 2025-01-01 20:00 SOLUSDT SHORT $190.76 $193.64 752.3446 $-2,340 -1.51% 5.0x 1.94x -1.51% 🔄 Signal Reversal 8.0
2025-01-01 16:00 2025-01-03 16:15 BTCUSDT LONG $94,235.10 $98,032.70 7.1693 $26,399 +4.03% 5.0x 1.79x +4.03% 🎯 TP:Manual 48.2
2025-01-01 20:00 2025-01-02 04:30 SOLUSDT LONG $193.64 $204.15 1608.7195 $16,524 +5.43% 5.0x 1.94x +5.43% 🎯 TP:Manual 8.5
2025-01-02 08:00 2025-01-03 14:30 SOLUSDT LONG $206.36 $217.99 714.5001 $8,128 +5.64% 5.0x 1.95x +5.64% 🎯 TP:Manual 30.5
2025-01-03 16:00 2025-01-04 04:00 ETHUSDT LONG $3,586.50 $3,591.02 131.8908 $28 +0.13% 5.0x 1.09x +0.13% 🔄 Signal Reversal 12.0
2025-01-03 16:00 2025-01-05 12:00 SOLUSDT LONG $217.46 $213.39 4715.1855 $-20,410 -1.87% 5.0x 1.95x -1.87% 🔄 Signal Reversal 44.0