Backtest Report

BTCUSDC

ema_cross_with_market_phases1d

71.2Quality Score
Grade B

StrongestReturn Score

WeakestRisk Score

Main PenaltyFew Trades

Components

Return?94.6
Risk?60.7
Risk Adjusted?75.2
Trade Quality?85.8
Robustness?72.6

Penalties

Few Trades?4.8
Aggressive Drawdown?1.2
Total Return+1235.61%$10,000 -> $133,561 | B&H +628.65%
Max Drawdown-38.67%Worst peak-to-trough
Win Rate66.67%4 wins / 2 losses
Sharpe Ratio0.86Risk-adjusted return
Profit Factor28.00Gross profit / loss
Avg Trade+54.06%Mean return per trade
Equity Curvevs Buy & Hold
20202022202420260100k200k300k400k
Equity CurveBuy & Hold
DrawdownPeak-to-trough
2020202220242026−40%−30%−20%−10%0%

DETAILED STATISTICS

Period

Start2018-12-15 00:00:00
End2026-05-04 00:00:00
Duration2697 days 00:00:00
Exposure Time [%]39.41

Performance

Equity Final [$]133,560.56
Equity Peak [$]148,329.24
Return [%]1,235.61
Buy & Hold Return [%]628.65
Buy & Hold Start Modeindicator_warmup
Return (Ann.) [%]45.24
CAGR [%]42.02
Alpha [%]1,053.74
Beta0.29

Risk

Max. Drawdown [%]-38.67
Avg. Drawdown [%]-6.98
Max. Drawdown Duration1000 days 00:00:00
Volatility (Ann.) [%]52.65
Sharpe Ratio0.86
Sortino Ratio2.08
Calmar Ratio1.17

Trades

# Trades6
Win Rate [%]66.67
Best Trade [%]404.33
Worst Trade [%]-10.11
Avg. Trade [%]54.06
Max. Trade Duration382 days 00:00:00
Profit Factor28
Expectancy [%]91.01
SQN2.07
Kelly Criterion0.59

CONFIG

Backtest Settings

OptimizeEnabled
Optimize MetricSQN
Initial Cash10,000
Commission0.06%

Strategy Parameters

EMA Fast20
EMA Slow80
1D PhaseEnabled
SMA Fast50
SMA Slow200

Risk Management

Hard Stop10%
ATR TrailDisabled
ATR Period21
ATR Multiplier4
Activation PnL50%

Take Profits

TP1 PnL0%
TP1 Position25%
TP1 StatusDisabled
TP2 PnL0%
TP2 Position50%
TP2 StatusDisabled
TP3 PnL0%
TP3 Position50%
TP3 StatusDisabled
TP4 PnL0%
TP4 Position100%
TP4 StatusDisabled

TRADES