Backtest Report
Generated 2026-05-15 06:24 UTC
Overall
- Trades
- 1159
- Win rate
- 28.3%
- KO rate
- 0.0%
- ROI
- -0.1%
- Total PnL
- -322
- Avg PnL
- -0
- Profit factor
- 0.39
- Avg days held
- 1.0
- Best trade
- +5
- Worst trade
- -4
- Max consec wins
- 6
- Max consec losses
- 19
Strategy Comparison
| group | trades | win_rate | ko_rate | total_pnl | avg_pnl | roi_pct | avg_days | profit_factor | max_consec_wins | max_consec_losses | best_trade | worst_trade |
|---|
| PDHL Breakout | 1156 | +28.4 | +0.0 | -320.9 | -0.3 | -0.1 | 1.0 | 0.4 | 6 | 19 | 4.7 | -3.8 |
| ORB Breakout | 3 | +0.0 | +0.0 | -1.3 | -0.4 | -0.1 | 1.0 | 0.0 | 0 | 3 | -0.2 | -0.8 |
Performance by Regime
| group | trades | win_rate | ko_rate | total_pnl | avg_pnl | roi_pct | avg_days | profit_factor | max_consec_wins | max_consec_losses | best_trade | worst_trade |
|---|
| Healthy Expansion | 718 | +32.0 | +0.0 | -167.7 | -0.2 | -0.0 | 1.0 | 0.4 | 6 | 13 | 4.7 | -3.8 |
| Expansion | 441 | +22.2 | +0.0 | -154.5 | -0.4 | -0.1 | 1.0 | 0.3 | 5 | 28 | 4.6 | -2.6 |
Strategy x Regime ROI%
| Regime | ORB Breakout | PDHL Breakout |
|---|
| Expansion | --- | -0.1% |
| Healthy Expansion | -0.1% | -0.0% |
Best Strategy per Regime
| regime | best_strategy | roi_pct | trades |
|---|
| Expansion | PDHL Breakout | -0.1 | 441 |
| Healthy Expansion | PDHL Breakout | -0.0 | 715 |