Backtesting Engine
Test strategies against historical data — validate before deploying
Pair:
Strategy:
Period:
+3.2%
82.7%
Win Rate
4,287
Total Trades
+0.3
2.78
Profit Factor
1.2%
9.3%
Max Drawdown
+0.15
2.45
Sharpe Ratio
+42%
+215.6%
Total Return
Backtest Equity Curve
+29.2%Monthly Returns
Backtest Results by Strategy
| Pair | Strategy | Period | Trades | Win Rate | Profit Factor | Max DD | Sharpe | Return |
|---|---|---|---|---|---|---|---|---|
| BTC/USD | Trend Following | 6M | 342 | 87.1% | 3.42 | 8.2% | 2.84 | +142.5% |
| EUR/USD | Mean Reversion | 6M | 518 | 83.6% | 2.87 | 5.4% | 2.31 | +67.8% |
| ETH/USD | Breakout | 6M | 287 | 85.4% | 3.15 | 11.7% | 2.56 | +118.3% |
| GBP/USD | Trend Following | 1Y | 891 | 81.2% | 2.54 | 7.8% | 2.12 | +89.4% |
| USD/JPY | Ensemble Adaptive | 6M | 445 | 84.9% | 3.01 | 6.1% | 2.67 | +94.2% |
| All Pairs | Multi-Asset Ensemble | 1Y | 4,287 | 82.7% | 2.78 | 9.3% | 2.45 | +215.6% |