Showcase
Backtest job
Return Total return Equity growth over the whole test, as a percentage of starting equity. Learn more →
713.26%
Annualised Annualised return The total return converted to a constant yearly growth rate, so tests of different lengths compare fairly. Learn more →
41.64%
Sharpe Sharpe ratio Risk-adjusted return: excess return per unit of volatility. Higher is better; above 1 is good. Learn more →
1.7225
Sortino Sortino ratio Like Sharpe, but only downside volatility counts against you — upside swings are not penalised. Higher is better. Learn more →
1.3634
Calmar Calmar ratio Annualised return divided by maximum drawdown: reward earned per unit of worst pain. Learn more →
1.6943
Max DD Maximum drawdown The deepest peak-to-trough equity drop during the test. A core measure of how bad it got. Learn more →
24.58%
DD Duration Max drawdown duration The longest stretch, in days, spent below a previous equity peak before recovering. Learn more →
328.2d
Win rate Win rate Share of closed trades that ended profitable. A high win rate alone does not make a strategy profitable. Learn more →
33.56%
Profit factor Profit factor Gross profits divided by gross losses. Above 1 means wins outweigh losses overall. Learn more →
1.4759
Recovery factor Recovery factor Net profit divided by maximum drawdown: how many times over the strategy re-earned its worst dip. Learn more →
29.0
Trades Number of trades Closed trades in the test. More trades give the other statistics more weight. Learn more →
1636
Final equity Final equity Account value at the end of the test: starting equity plus net profit. Learn more →
81,326
Net profit Net profit Total gains minus losses and costs over the whole test, in account currency. Learn more →
71,326
Total swap Total swap Accumulated overnight financing charges across all positions held through rollover. Learn more →
0
Spread cost Total spread cost Total round-trip bid/ask spread paid across all trades. Learn more →
-6,708
SL slip cost Stop-loss slippage cost Extra loss from stop-loss orders filling at a worse price than their trigger. Learn more →
-735.35
Pyramid slip Pyramid slippage cost Slippage paid on pyramid upgrades, where the position size doubles on a trigger. Learn more →
-1,028
MC p95 max-DD Monte-Carlo p95 max drawdown Across 1,000 reshuffles of trade order, 95% of outcomes drew down no worse than this. A stress estimate of drawdown risk. Learn more →
65.8%
MAR ratio MAR ratio Annualised return over maximum drawdown for the full history. Above 1: the strategy out-earns its worst dip. Learn more →
1.69
Time ≥ 10% in DD Time in deep drawdown Share of bars spent more than 10% below the equity high-water mark. Long stretches are hard to sit through. Learn more →
22%
Max consec losses Max consecutive losses The longest losing streak in the test — a gut-check for whether you would survive it live. Learn more →
20
Per-symbol P&L (19)
Win rate by side
Long
34.68%
Short
32.22%