Portfolio Backtesting
Test your strategies with historical data, analyze your performance
Backtest Settings
Backtest Results
Total Profit
+$2,450
+24.5%
Total Trades
47
32 Wins / 15 Losses
Win Rate
68.1%
Success Rate
Max Drawdown
-8.2%
Maximum decline
Sharpe Ratio
2.34
Risk-adjusted return
Average Profit
+$52.1
Per trade
Tips for a Good Backtest
• Use at least 100 trade samples • Lookback period should match strategy • Test in different market conditions • Avoid overfitting • Simulate real trading conditions
Performance Analysis
Profitable Trades
68.1%
Loss Trades
31.9%
Risk Metrics
| Max Drawdown | -8.2% |
| Sharpe Ratio | 2.34 |
| Sortino Ratio | 3.12 |
| Calmar Ratio | 2.99 |
| Profit Factor | 2.45 |
| Date | Symbol | Direction | Entry | Exit | PnL | Duration |
|---|---|---|---|---|---|---|
| 2024-02-28 | BTCUSDT | LONG | 43,250 | 44,100 | +$850 | 2d 4h |
| 2024-02-27 | ETHUSDT | LONG | 2,240 | 2,310 | +$700 | 1d 8h |
| 2024-02-26 | SOLUSDT | SHORT | 98.50 | 96.20 | -$230 | 12h |
| 2024-02-25 | BNBUSDT | LONG | 310 | 325 | +$1,500 | 3d |
| 2024-02-24 | ADAUSDT | LONG | 0.58 | 0.62 | +$400 | 3d |
Equity Curve
Equity chart will be displayed here
Chart will be generated when backtest is runBacktest History
| Date | Strategy | Symbol | Result | Trades |
|---|---|---|---|---|
| 2024-02-28 | Majority Consensus | BTCUSDT | +24.5% | 47 |
| 2024-02-25 | Scoring System | ETHUSDT | +18.2% | 35 |
| 2024-02-20 | Full Consensus | SOLUSDT | +12.8% | 22 |