🎯 Advanced Backtest Report

Interactive Analysis & Performance Metrics

2025-01-01 00:00 UTC
2025-11-07 19:45 UTC
310 days
5,852

📊 Performance Summary

Total PnL

$433,150
86.6%

Sharpe Ratio

2.96

Max Drawdown

26.6%

Win Rate

46.3%

Profit Factor

1.34

Total Trades

1463

📈 Return Statistics

Sharpe Ratio

2.96
252 Trading Days

Sortino Ratio

5.80
Downside Risk Adjusted

Returns Volatility

1.01%
Annualized (252 days)

Profit Factor

1.34
Gross Profits / Gross Losses

Average Return

+0.292%
Per Trade

Average Loss

-1.72%
Losing Trades

Average Win

2.30%
Winning Trades

Risk Return Ratio

10.40%
Risk-Adjusted

🎯 Advanced Risk-Adjusted Metrics

JADE Index (λ=1.0)

0.495
Linear DD Penalty

JADE Index (λ=2.0)

0.391
Quadratic DD Penalty (Recommended)

JADE Index (λ=3.0)

0.309
Cubic DD Penalty (Conservative)

K-Ratio

74.001
Equity Curve Consistency

CAGR

11.41%
Compound Annual Growth

Downside σ

11.83%
Semi-Deviation (Annualized)

Max Drawdown

26.60%
Peak-to-Trough Decline

Equity Slope

$461.40/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

Mar 2025May 2025Jul 2025Sep 2025Nov 202500.2M0.4M0.6M0.8M1M
Portfolio Balance EvolutionDate/TimeUSD Balance

Cumulative PnL by Instrument

Jan 2025Mar 2025May 2025Jul 2025Sep 2025Nov 2025−100k0100k200k300k400k
BTCUSDT-LINEAR.BYBITSOLUSDT-LINEAR.BYBITETHUSDT-LINEAR.BYBITPortfolio TotalCumulative PnL by InstrumentDateCumulative PnL (USD)

📊 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 2312 1156 $381,474,727.49 578 245 333 42.4% $-140,783.17 $40,073.34 $-19,353.33 1
ETHUSDT-LINEAR.BYBIT 2044 1022 $279,076,326.60 511 253 258 49.5% $318,107.25 $50,519.14 $-39,123.56 1
SOLUSDT-LINEAR.BYBIT 1496 748 $114,367,940.08 374 179 195 47.9% $255,825.73 $43,980.80 $-25,844.01 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 $101,245.10 $103,228.20 N/A N/A N/A $-7,310.61 OPEN
ETHUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-001 ETHUSDT-LINEAR.BYBIT FLAT 0.0000 $3,246.79 $3,377.14 N/A N/A N/A $4,051.56 OPEN
SOLUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-002 SOLUSDT-LINEAR.BYBIT FLAT 0.0000 $154.47 $164.04 N/A N/A N/A $8,853.48 OPEN

🏆 Top Trades

Best Wins

Entry DateExit DateInstrumentSideQuantityEntry PriceExit PriceDurationPnLReturn %Exit Reason
2025-03-28 04:00 2025-03-28 08:00 ETHUSDT-LINEAR.BYBIT SHORT 572.5801 $2,003.04 $1,912.46 4.0h $50,519 4.5% Signal Reversal
2025-04-22 00:00 2025-04-22 15:00 ETHUSDT-LINEAR.BYBIT LONG 338.0497 $1,575.14 $1,717.65 15.0h $47,508 9.0% TP:ATR
2025-07-15 00:00 2025-07-15 23:00 ETHUSDT-LINEAR.BYBIT LONG 405.9647 $3,004.99 $3,124.59 23.0h $47,060 4.0% TP:ATR
2025-08-11 04:00 2025-08-11 19:45 SOLUSDT-LINEAR.BYBIT SHORT 4789.6201 $185.93 $176.53 15.8h $43,981 5.1% TP:ATR
2025-04-09 12:00 2025-04-09 17:15 BTCUSDT-LINEAR.BYBIT LONG 9.3547 $76,429.70 $80,807.80 5.2h $40,073 5.7% TP:ATR

Worst Losses

Entry DateExit DateInstrumentSideQuantityEntry PriceExit PriceDurationPnLReturn %Exit Reason
2025-06-05 20:00 2025-06-05 20:30 ETHUSDT-LINEAR.BYBIT LONG 433.2925 $2,505.04 $2,417.70 0.5h $-39,124 -3.5% SL:ATR
2025-11-05 00:00 2025-11-05 01:15 ETHUSDT-LINEAR.BYBIT LONG 338.5931 $3,270.45 $3,179.19 1.2h $-32,210 -2.8% SL:ATR
2025-06-22 00:00 2025-06-22 13:15 ETHUSDT-LINEAR.BYBIT LONG 319.8940 $2,278.19 $2,194.27 13.2h $-27,704 -3.7% SL:ATR
2025-11-03 04:00 2025-11-03 15:15 SOLUSDT-LINEAR.BYBIT LONG 2673.4298 $177.22 $167.76 11.2h $-25,844 -5.3% SL:ATR
2025-10-30 16:00 2025-10-30 19:30 ETHUSDT-LINEAR.BYBIT LONG 274.9319 $3,787.87 $3,699.50 3.5h $-25,531 -2.3% SL:ATR

📊 Complete Trade History

Showing: 10 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 1.2500 $-1,320 -1.00% 5.0x -0.17x -1.00% 🔄 Signal Reversal 12.0
2025-01-01 00:00 2025-01-01 12:00 SOLUSDT LONG $192.40 $190.76 0.7948 $-1 -0.85% 5.0x -0.18x -0.85% 🔄 Signal Reversal 12.0
2025-01-01 00:00 2025-01-01 16:00 ETHUSDT LONG $3,362.11 $3,345.93 1.0354 $-21 -0.48% 5.0x -0.10x -0.48% 🔄 Signal Reversal 16.0
2025-01-01 12:00 2025-01-01 16:00 BTCUSDT SHORT $93,400.00 $94,235.10 2.1817 $-2,068 -0.89% 5.0x -0.20x -0.89% 🔄 Signal Reversal 4.0
2025-01-01 12:00 2025-01-01 20:00 SOLUSDT SHORT $190.76 $193.64 195.5223 $-608 -1.51% 5.0x -0.18x -1.51% 🔄 Signal Reversal 8.0
2025-01-01 16:00 2025-01-01 20:00 ETHUSDT SHORT $3,345.93 $3,356.64 91.0261 $-1,341 -0.32% 5.0x -0.07x -0.32% 🔄 Signal Reversal 4.0
2025-01-01 16:00 2025-01-03 16:15 BTCUSDT LONG $94,235.10 $98,032.70 1.9791 $7,288 +4.03% 5.0x -0.24x +4.03% 🎯 TP:Manual 48.2
2025-01-01 20:00 2025-01-02 04:00 ETHUSDT LONG $3,356.64 $3,391.01 18.9033 $573 +1.02% 5.0x -0.07x +1.02% 🔄 Signal Reversal 8.0
2025-01-01 20:00 2025-01-02 04:30 SOLUSDT LONG $193.64 $204.15 435.5167 $4,473 +5.43% 5.0x -0.20x +5.43% 🎯 TP:Manual 8.5
2025-01-02 04:00 2025-01-02 14:30 ETHUSDT SHORT $3,391.01 $3,479.00 27.4418 $-2,528 -2.59% 5.0x -0.06x -2.59% 🛑 SL:Manual 10.5