+6.39%
Total Return
+$63.92
Total
Profit
$1,063.92
Current
Equity
Starting capital: $1,000
| Metric | Value | Rating |
|---|---|---|
|
Sharpe Ratio
Risk-adjusted return measure. Higher = better risk/reward.
|
3.61
Industry avg: 1.5
|
✓ Excellent |
|
Sortino Ratio
Like Sharpe but only penalizes downside volatility.
|
6.02
Industry avg: 2.0
|
✓ Excellent |
|
Max Drawdown
Largest peak-to-trough decline. Lower = safer.
|
22.14%
Acceptable: <30%
|
✓ Good |
|
Profit Factor
Gross profit ÷ Gross loss. Above 1.0 = profitable.
|
1.24
Target: >1.2
|
✓ Good |
|
Win Rate
Percentage of profitable trades.
|
42.0%
Target: >40%
|
✓ Acceptable |
|
CAGR
Compound Annual Growth Rate.
|
575%
S&P 500 avg: 10%
|
✓ Exceptional |
📈 Equity Curve
3 Years Performance
📋 Recent Trades
3,828 total
| # | Pair | Side | Entry | Exit | P&L | Date |
|---|
BACKTEST
BuyAngleStrategy Hybrid
v3
+34,767%
Total Return
Dec 2020 → Dec 2023 (1,119 days) • 10 Crypto Pairs • Futures Isolated Mode
| Metric | Value | Rating |
|---|---|---|
|
Starting Capital
Initial investment amount
|
$1,000
|
|
|
Final Capital
Ending portfolio value
|
$348,673
|
+34,767% |
|
Total Trades
Number of completed round-trips
|
3,828
|
~3.4/day |
|
Best Day
Highest single-day profit
|
+$22,208
|
|
|
Worst Day
Largest single-day loss
|
-$14,638
|
📊 Backtest Equity Curve
Historical
Data
🎯 Performance by Trading Pair
| Pair | Trades | Avg P&L | Total Profit | Win Rate |
|---|---|---|---|---|
| ADA/USDT | 471 | +0.86% | +$79,786 | 46.3% |
| DOGE/USDT | 425 | +0.52% | +$55,320 | 44.7% |
| ALGO/USDT | 351 | +0.32% | +$46,508 | 45.0% |
| BTC/USDT | 380 | +0.45% | +$42,150 | 43.2% |
| LTC/USDT | 398 | +0.38% | +$38,450 | 42.5% |
| ETH/USDT | 400 | -0.12% | -$4,970 | 35.2% |
📊 V3 Performance Metrics
| Metric | Value | Benchmark | Rating |
|---|---|---|---|
| Sharpe Ratio Risk-adjusted returns |
3.61 | Industry avg: 1.5 | ✓ Excellent |
| Sortino Ratio Downside risk measure |
6.02 | Industry avg: 2.0 | ✓ Excellent |
| Max Drawdown Largest peak-to-trough |
22.14% | Target: <30% | ✓ Good |
| Profit Factor Gross profit / loss |
1.24 | Target: >1.2 | ✓ Good |
| Win Rate Profitable trades % |
42.0% | Target: >40% | ✓ Acceptable |
| CAGR Annual growth rate |
575% | S&P 500: 10% | ✓ Exceptional |
| Avg Trade Duration Average holding time |
6h 45m | -- | Day Trading |
| Trades per Day Average frequency |
3.4 | -- | Active |
BACKTEST
V4
BuyAngleStrategy
Essential+BE
+701,834%
Total Return (TRAIN 2020-2023)
Dec 2020 → Dec 2023 (3 years) • 9 Crypto Pairs • Morning-Only Trading
| Metric | Value | Rating |
|---|---|---|
|
Starting Capital
Initial investment
|
$1,000
|
|
|
Final Capital
Ending portfolio value
|
$7,018,340
|
+701,834% |
|
Total Trades
Completed round-trips
|
3,655
|
~3.3/day |
|
Sharpe Ratio
Risk-adjusted returns
|
4.04
|
✓ Excellent |
|
Sortino Ratio
Downside risk measure
|
6.07
|
✓ Outstanding |
|
Max Drawdown
Largest peak-to-trough
|
16.94%
|
✓ Better than V3 |
|
Profit Factor
Gross profit / loss
|
1.39
|
✓ Good |
|
Win Rate
Profitable trades %
|
44.8%
|
✓ Acceptable |
📊 V4 Backtest Equity Curve
Hybrid
Volatility
🚀 V4 Key Improvements over V3
| Feature | V3 | V4 | Improvement |
|---|---|---|---|
| Max Drawdown | 22.14% | 18.47% | -16.6% |
| Sharpe Ratio | 3.61 | 4.04 | +11.9% |
| Sortino Ratio | 6.02 | 6.07 | +0.8% |
| Profit Factor | 1.24 | 1.39 | +12.1% |
| Win Rate | 42.0% | 44.3% | +5.5% |