24h PnL: +$2,847.32 (+3.42%)

Backtesting & Analytics

Historical strategy performance analysis

Backtest Configuration
Performance Metrics
Total Return+45.2%
Sharpe Ratio2.34
Sortino Ratio3.12
Max Drawdown-12.4%
Win Rate68.5%
Profit Factor2.18
Avg Trade+1.24%
Total Trades156
Equity Curve
Portfolio performance over time
Strategy Comparison
Performance across different strategies
Momentum
+45.2%Sharpe: 2.34-12.4%
Squeeze
+38.7%Sharpe: 2.12-9.8%
Arbitrage
+22.3%Sharpe: 4.56-3.2%
Narrative
+28.9%Sharpe: 1.78-18.5%
Monte Carlo Simulation
1,000 scenarios distribution

5th Percentile

-52.2%

Median

35.7%

95th Percentile

128.6%

Trade History
156 trades executed
DateSymbolSideEntryExitPnLDuration
2026-03-29LINK/USDTshort$3971.74$3875.31$-368.77 (-2.43%)33h 21m
2026-03-28ARB/USDTshort$1049.61$1104.37+$134.98 (5.22%)14h 20m
2026-03-28LINK/USDTshort$5101.89$5114.74+$62.4 (0.25%)0h 44m
2026-03-27LINK/USDTlong$1489.84$1571.39+$236.93 (5.47%)3h 20m
2026-03-27LINK/USDTshort$5482.56$5353.99$-737.87 (-2.35%)35h 20m
2026-03-27ETH/USDTshort$2621.06$2738.17+$239.46 (4.47%)3h 40m
2026-03-25LINK/USDTlong$4663.75$4887.53+$428.69 (4.8%)5h 12m
2026-03-24SOL/USDTlong$4346.92$4572.65+$278.51 (5.19%)30h 31m
2026-03-24BTC/USDTshort$4238.73$4449.91+$571 (4.98%)43h 46m
2026-03-24SOL/USDTshort$5596.48$5532.67$-193.09 (-1.14%)35h 25m
2026-03-24LINK/USDTlong$3051.68$3226.61+$795.64 (5.73%)21h 52m
2026-03-23BTC/USDTshort$4597.67$4610.67+$31.49 (0.28%)38h 5m
2026-03-23ARB/USDTshort$5272.47$5590.29+$608.63 (6.03%)26h 48m
2026-03-22LINK/USDTlong$3039.82$3060.84+$78.74 (0.69%)19h 27m
2026-03-22SOL/USDTlong$1911.62$1999.07+$510.04 (4.57%)31h 45m
2026-03-21BTC/USDTshort$4024.15$4085.61+$304.46 (1.53%)11h 37m
2026-03-20BTC/USDTshort$4210.73$4338.74+$460.01 (3.04%)41h 48m
2026-03-14BTC/USDTlong$5217.35$5410.9+$890.19 (3.71%)5h 40m
2026-03-14BTC/USDTshort$1835.85$1832.58$-13.45 (-0.18%)13h 21m
2026-03-13ETH/USDTshort$1757.44$1789.21+$114.39 (1.81%)35h 37m
2026-03-13ETH/USDTlong$1030.86$1073.1+$109.92 (4.1%)41h 36m
2026-03-12LINK/USDTshort$4750.41$4945.99+$1161.19 (4.12%)26h 38m
2026-03-11BTC/USDTshort$5810.68$5885+$225.37 (1.28%)37h 58m
2026-03-10SOL/USDTlong$5723.61$5943.38+$472.06 (3.84%)19h 49m
2026-03-09BTC/USDTlong$5435.68$5488.39+$60.22 (0.97%)15h 41m
2026-03-09SOL/USDTshort$3384.27$3419.08+$101.55 (1.03%)33h 2m
2026-03-08BTC/USDTlong$4521.99$4777.96+$1365.63 (5.66%)42h 14m
2026-03-07LINK/USDTlong$1752.45$1754.83+$7.3 (0.14%)17h 43m
2026-03-06BTC/USDTshort$2271.46$2277.45+$31.34 (0.26%)39h 17m
2026-03-06BTC/USDTshort$3043.77$3233.61+$352.96 (6.24%)14h 35m
2026-03-06BTC/USDTlong$4655.68$4803.46+$728.66 (3.17%)0h 55m
2026-03-06BTC/USDTlong$3092.11$3074.55$-94.31 (-0.57%)11h 32m
2026-03-06BTC/USDTlong$2565.45$2640.88+$272.26 (2.94%)34h 17m
2026-03-06SOL/USDTlong$1569.26$1613.8+$181.9 (2.84%)4h 44m
2026-03-06SOL/USDTshort$5272.29$5354.48+$261.62 (1.56%)26h 41m
2026-03-06ARB/USDTshort$2820.38$2841.63+$61.8 (0.75%)6h 27m
2026-03-05BTC/USDTshort$3760.2$3991.83+$1365.78 (6.16%)33h 27m
2026-03-05ETH/USDTshort$2121.8$2146.95+$141.05 (1.18%)17h 26m
2026-03-05ARB/USDTshort$5371.88$5257.27$-318.8 (-2.13%)27h 30m
2026-03-04LINK/USDTlong$4572.08$4423.29$-585.39 (-3.25%)12h 37m
2026-03-04LINK/USDTshort$5619.04$5816.62+$890.08 (3.52%)36h 56m
2026-03-04ETH/USDTlong$5139.66$5171.42+$145.17 (0.62%)44h 34m
2026-03-04ETH/USDTshort$2499.7$2577.2+$219.45 (3.1%)44h 44m
2026-03-03ETH/USDTshort$5766.02$5721.36$-216.33 (-0.77%)0h 58m
2026-03-02LINK/USDTlong$3769.06$3876.29+$593.29 (2.84%)6h 33m
2026-03-01SOL/USDTshort$4596.52$4746.51+$463.12 (3.26%)40h 50m
2026-02-28ARB/USDTshort$3188.18$3160.75$-152.65 (-0.86%)47h 55m
2026-02-28ARB/USDTlong$5226.05$5092.95$-494.55 (-2.55%)16h 46m
2026-02-25LINK/USDTlong$2862.69$2795.39$-192.74 (-2.35%)25h 54m
2026-02-25SOL/USDTlong$2541.67$2664.59+$466.78 (4.84%)31h 49m