🎯 Advanced Backtest Report

Interactive Analysis & Performance Metrics

2025-01-01 00:00 UTC
2025-12-10 20:45 UTC
343 days
2,554

📊 Performance Summary

Total PnL

$1,316,701
263.3%

Sharpe Ratio

0.35

Max Drawdown

47.8%

Win Rate

46.8%

Profit Factor

1.32

Total Trades

1274

📈 Return Statistics

Sharpe Ratio

0.35
252 Trading Days

Sortino Ratio

0.71
Downside Risk Adjusted

Returns Volatility

11.08%
Annualized (252 days)

Profit Factor

1.32
Gross Profits / Gross Losses

Average Return

+0.280%
Per Trade

Average Loss

-1.75%
Losing Trades

Average Win

2.35%
Winning Trades

Risk Return Ratio

10.31%
Risk-Adjusted

🎯 Advanced Risk-Adjusted Metrics

JADE Index (λ=1.0)

0.618
Linear DD Penalty

JADE Index (λ=2.0)

0.418
Quadratic DD Penalty (Recommended)

JADE Index (λ=3.0)

0.283
Cubic DD Penalty (Conservative)

K-Ratio

80.879
Equity Curve Consistency

CAGR

29.03%
Compound Annual Growth

Downside σ

27.39%
Semi-Deviation (Annualized)

Max Drawdown

47.83%
Peak-to-Trough Decline

Equity Slope

$2,099.33/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 861 861 $1,189,825,510.29 430 176 254 40.9% $-549,459.73 $167,466.18 $-154,568.72 1
ETHUSDT-LINEAR.BYBIT 1064 1058 $1,146,785,648.61 532 274 258 51.5% $608,858.24 $276,242.38 $-194,932.47 1
SOLUSDT-LINEAR.BYBIT 629 619 $370,154,843.34 312 148 164 47.4% $1,257,931.20 $239,775.14 $-123,307.88 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 11.1224 $94,237.30 N/A N/A N/A N/A $-628.89 OPEN
ETHUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-001 ETHUSDT-LINEAR.BYBIT FLAT 0.0000 $3,441.26 $3,353.99 N/A N/A N/A $-33,512.49 OPEN
SOLUSDT-LINEAR.BYBIT-MLRLIntegratedStrategy-002 SOLUSDT-LINEAR.BYBIT FLAT 0.0000 $153.21 $148.17 N/A N/A N/A $-22,219.05 OPEN

🏆 Top Trades

Best Wins

Entry DateExit DateInstrumentSideQuantityEntry PriceExit PriceDurationPnLReturn %Exit Reason
2025-04-22 00:00 2025-04-22 15:00 ETHUSDT-LINEAR.BYBIT LONG 1965.6577 $1,575.14 $1,717.65 15.0h $276,242 9.0% TP:ATR
2025-08-11 04:00 2025-08-11 19:45 SOLUSDT-LINEAR.BYBIT SHORT 26112.1165 $185.93 $176.53 15.8h $239,775 5.1% TP:ATR
2025-10-13 12:00 2025-10-13 17:45 SOLUSDT-LINEAR.BYBIT LONG 18910.5155 $193.20 $204.96 5.8h $217,870 6.1% 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
2025-10-29 12:00 2025-10-29 18:30 ETHUSDT-LINEAR.BYBIT SHORT 1286.9125 $4,010.13 $3,862.00 6.5h $184,552 3.7% TP:ATR

Worst Losses

Entry DateExit DateInstrumentSideQuantityEntry PriceExit PriceDurationPnLReturn %Exit Reason
2025-11-03 04:00 2025-11-03 15:15 ETHUSDT-LINEAR.BYBIT LONG 1983.5208 $3,726.92 $3,633.06 11.2h $-194,932 -2.5% SL:ATR
2025-11-05 00:00 2025-11-05 01:15 ETHUSDT-LINEAR.BYBIT LONG 2021.8963 $3,270.45 $3,179.19 1.2h $-192,343 -2.8% SL:ATR
2025-10-30 16:00 2025-10-30 19:30 ETHUSDT-LINEAR.BYBIT LONG 1665.4758 $3,787.87 $3,699.50 3.5h $-154,660 -2.3% SL:ATR
2025-11-14 08:00 2025-11-14 12:30 BTCUSDT-LINEAR.BYBIT LONG 72.2411 $96,864.40 $94,839.80 4.5h $-154,569 -2.1% SL:ATR
2025-11-04 00:00 2025-11-04 05:45 BTCUSDT-LINEAR.BYBIT LONG 66.7530 $106,270.00 $104,153.10 5.8h $-149,737 -2.0% SL:ATR

📊 Complete Trade History

Showing: 1274 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 2.6076 $1,461 +0.71% 5.0x 1.04x +0.71% 🔄 Signal Reversal 4.0
2025-01-01 00:00 2025-01-01 16:00 ETHUSDT LONG $3,362.11 $3,345.93 2.0626 $-42 -0.48% 5.0x 0.94x -0.48% 🔄 Signal Reversal 16.0
2025-01-01 00:00 2025-01-01 16:00 SOLUSDT LONG $192.40 $191.09 1.6835 $-3 -0.68% 5.0x 1.20x -0.68% 🔄 Signal Reversal 16.0
2025-01-01 04:00 2025-01-01 12:00 BTCUSDT LONG $93,670.10 $93,400.00 2.5891 $-990 -0.29% 5.0x 1.04x -0.29% 🔄 Signal Reversal 8.0
2025-01-01 12:00 2025-01-01 16:00 BTCUSDT SHORT $93,400.00 $94,235.10 1.3189 $-1,250 -0.89% 5.0x 0.82x -0.89% 🔄 Signal Reversal 4.0
2025-01-01 16:00 2025-01-01 20:00 SOLUSDT SHORT $191.09 $193.64 570.9262 $-1,588 -1.33% 5.0x 1.19x -1.33% 🔄 Signal Reversal 4.0
2025-01-01 16:00 2025-01-03 16:00 BTCUSDT LONG $94,235.10 $97,584.70 4.7125 $15,243 +3.55% 5.0x 1.10x +3.55% 🔄 Signal Reversal 48.0
2025-01-01 20:00 2025-01-02 04:30 SOLUSDT LONG $193.64 $204.15 918.1986 $9,431 +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 $217.99 441.8410 $5,026 +5.64% 5.0x 1.20x +5.64% 🎯 TP:Manual 30.5
2025-01-03 12:00 2025-01-03 18:30 ETHUSDT LONG $3,470.94 $3,611.36 270.6927 $36,860 +4.05% 5.0x 0.86x +4.05% 🎯 TP:Manual 6.5