Strategy Backtester
Period
2000-01-01 — 2026-02-05
Final Equity
240,083
-20.0% total
CAGR
-0.88%
Compound annual growth
Max Drawdown
-44.3%
2002-07-30
Total Trades
1358
Win rate: 51%
Avg R-Multiple
+0.004R
Profit factor: 0.95
10x Goal
0.8x
Target: 10x
Performance by Signal Type
| Signal Type |
Trades |
Win Rate |
Avg R |
Avg P&L |
| scanner |
1345 |
50.8% |
+0.005R |
+0.0% |
| index_hedge |
5 |
60.0% |
-0.011R |
-0.3% |
| stock_shock |
8 |
25.0% |
-0.163R |
-2.8% |
Trade Log (1358 trades)
| Entry |
Exit |
Ticker |
Dir |
Type |
Lev |
Conv |
P&L |
R |
Exit Type |
Days |
| 2026-01-30 |
2026-02-02 |
GOOG |
LONG
|
scanner |
2x |
0.90 |
+3.8%
|
+0.31R
|
CIRCUIT_BREAKER |
3d |
| 2026-01-30 |
2026-02-02 |
AMD |
LONG
|
scanner |
2x |
0.91 |
+8.1%
|
+0.64R
|
CIRCUIT_BREAKER |
3d |
| 2026-01-30 |
2026-02-02 |
CRWD |
SHORT
|
scanner |
2x |
0.91 |
+1.2%
|
+0.10R
|
CIRCUIT_BREAKER |
3d |
| 2026-01-30 |
2026-02-02 |
AMZN |
LONG
|
scanner |
2x |
0.91 |
+3.1%
|
+0.26R
|
CIRCUIT_BREAKER |
3d |
| 2026-01-30 |
2026-02-02 |
NFLX |
SHORT
|
scanner |
2x |
0.91 |
+1.8%
|
+0.15R
|
CIRCUIT_BREAKER |
3d |
| 2026-01-30 |
2026-02-02 |
META |
LONG
|
scanner |
2x |
0.93 |
-2.8%
|
-0.23R
|
CIRCUIT_BREAKER |
3d |
| 2025-12-29 |
2025-12-30 |
PYPL |
SHORT
|
scanner |
2x |
0.92 |
+1.3%
|
+0.11R
|
CIRCUIT_BREAKER |
1d |
| 2025-12-29 |
2025-12-30 |
COST |
SHORT
|
scanner |
2x |
0.94 |
+0.5%
|
+0.04R
|
CIRCUIT_BREAKER |
1d |
| 2025-12-29 |
2025-12-30 |
ORCL |
SHORT
|
scanner |
2x |
0.94 |
-1.9%
|
-0.15R
|
CIRCUIT_BREAKER |
1d |
| 2025-12-29 |
2025-12-30 |
NFLX |
SHORT
|
scanner |
2x |
0.95 |
+0.8%
|
+0.07R
|
CIRCUIT_BREAKER |
1d |
| 2025-12-11 |
2025-12-12 |
GOOG |
LONG
|
scanner |
2x |
0.99 |
-2.0%
|
-0.17R
|
DAILY_LIMIT |
1d |
| 2025-12-11 |
2025-12-12 |
NFLX |
SHORT
|
scanner |
2x |
0.91 |
-2.3%
|
-0.19R
|
DAILY_LIMIT |
1d |
| 2025-12-11 |
2025-12-12 |
PANW |
SHORT
|
scanner |
2x |
0.91 |
-1.4%
|
-0.12R
|
DAILY_LIMIT |
1d |
| 2025-12-11 |
2025-12-12 |
AVGO |
LONG
|
scanner |
2x |
1.00 |
-22.9%
|
-1.91R
|
STOP |
1d |
| 2025-11-07 |
2025-11-10 |
GOOG |
LONG
|
scanner |
2x |
0.90 |
+7.8%
|
+0.65R
|
CIRCUIT_BREAKER |
3d |
| 2025-11-07 |
2025-11-10 |
NFLX |
SHORT
|
scanner |
2x |
0.91 |
-2.9%
|
-0.24R
|
CIRCUIT_BREAKER |
3d |
| 2025-11-07 |
2025-11-10 |
CRWD |
LONG
|
scanner |
2x |
0.91 |
+6.6%
|
+0.55R
|
CIRCUIT_BREAKER |
3d |
| 2025-11-07 |
2025-11-10 |
PYPL |
SHORT
|
scanner |
2x |
0.93 |
-0.1%
|
-0.01R
|
CIRCUIT_BREAKER |
3d |
| 2025-10-06 |
2025-10-07 |
QCOM |
LONG
|
scanner |
2x |
0.91 |
-3.8%
|
-0.31R
|
CIRCUIT_BREAKER |
1d |
| 2025-10-06 |
2025-10-07 |
SNOW |
LONG
|
scanner |
2x |
0.92 |
-6.4%
|
-0.53R
|
CIRCUIT_BREAKER |
1d |
| 2025-10-06 |
2025-10-07 |
PANW |
LONG
|
scanner |
2x |
0.93 |
-1.4%
|
-0.12R
|
CIRCUIT_BREAKER |
1d |
| 2025-10-06 |
2025-10-07 |
AMD |
LONG
|
scanner |
2x |
1.00 |
+7.7%
|
+0.64R
|
CIRCUIT_BREAKER |
1d |
| 2025-09-04 |
2025-09-05 |
GOOG |
LONG
|
scanner |
2x |
0.94 |
+2.2%
|
+0.18R
|
CIRCUIT_BREAKER |
1d |
| 2025-09-04 |
2025-09-05 |
SNOW |
LONG
|
scanner |
2x |
0.97 |
+3.3%
|
+0.28R
|
CIRCUIT_BREAKER |
1d |
| 2025-09-04 |
2025-09-05 |
AVGO |
LONG
|
scanner |
2x |
0.97 |
+18.8%
|
+1.57R
|
CIRCUIT_BREAKER |
1d |
| 2025-09-04 |
2025-09-05 |
AMZN |
LONG
|
scanner |
2x |
0.97 |
-2.8%
|
-0.24R
|
CIRCUIT_BREAKER |
1d |
| 2025-08-01 |
2025-08-04 |
ORCL |
LONG
|
scanner |
2x |
0.91 |
+6.6%
|
+0.55R
|
CIRCUIT_BREAKER |
3d |
| 2025-08-01 |
2025-08-04 |
NVDA |
LONG
|
scanner |
2x |
0.92 |
+7.2%
|
+0.60R
|
CIRCUIT_BREAKER |
3d |
| 2025-08-01 |
2025-08-04 |
AVGO |
LONG
|
scanner |
2x |
0.93 |
+6.3%
|
+0.52R
|
CIRCUIT_BREAKER |
3d |
| 2025-08-01 |
2025-08-04 |
AMD |
LONG
|
scanner |
2x |
0.93 |
+5.9%
|
+0.49R
|
CIRCUIT_BREAKER |
3d |
| 2025-08-01 |
2025-08-04 |
MSFT |
LONG
|
scanner |
2x |
0.95 |
+4.4%
|
+0.37R
|
CIRCUIT_BREAKER |
3d |
| 2025-06-30 |
2025-07-01 |
META |
LONG
|
scanner |
2x |
0.92 |
-5.1%
|
-0.43R
|
CIRCUIT_BREAKER |
1d |
| 2025-06-30 |
2025-07-01 |
AMZN |
LONG
|
scanner |
2x |
0.94 |
+1.0%
|
+0.08R
|
CIRCUIT_BREAKER |
1d |
| 2025-06-30 |
2025-07-01 |
MSFT |
LONG
|
scanner |
2x |
0.94 |
-2.2%
|
-0.18R
|
CIRCUIT_BREAKER |
1d |
| 2025-06-30 |
2025-07-01 |
ORCL |
LONG
|
scanner |
2x |
0.98 |
+0.3%
|
+0.03R
|
CIRCUIT_BREAKER |
1d |
| 2025-05-29 |
2025-05-30 |
CRWD |
LONG
|
scanner |
2x |
0.90 |
+5.5%
|
+0.46R
|
CIRCUIT_BREAKER |
1d |
| 2025-05-29 |
2025-05-30 |
AAPL |
SHORT
|
scanner |
2x |
0.91 |
-0.9%
|
-0.07R
|
CIRCUIT_BREAKER |
1d |
| 2025-05-29 |
2025-05-30 |
AVGO |
LONG
|
scanner |
2x |
0.91 |
+0.1%
|
+0.01R
|
CIRCUIT_BREAKER |
1d |
| 2025-05-29 |
2025-05-30 |
NVDA |
LONG
|
scanner |
2x |
0.97 |
-5.8%
|
-0.49R
|
CIRCUIT_BREAKER |
1d |
| 2025-04-25 |
2025-04-28 |
COST |
LONG
|
scanner |
2x |
0.86 |
+0.3%
|
+0.02R
|
CIRCUIT_BREAKER |
3d |
| 2025-04-25 |
2025-04-28 |
NFLX |
LONG
|
scanner |
2x |
0.87 |
+1.6%
|
+0.13R
|
CIRCUIT_BREAKER |
3d |
| 2025-04-25 |
2025-04-28 |
INTC |
SHORT
|
scanner |
2x |
0.87 |
-4.5%
|
-0.23R
|
CIRCUIT_BREAKER |
3d |
| 2025-04-25 |
2025-04-28 |
CRWD |
LONG
|
scanner |
2x |
0.88 |
-0.8%
|
-0.06R
|
CIRCUIT_BREAKER |
3d |
| 2025-03-24 |
2025-03-25 |
ADBE |
SHORT
|
scanner |
2x |
0.88 |
-4.5%
|
-0.38R
|
CIRCUIT_BREAKER |
1d |
| 2025-03-24 |
2025-03-25 |
AAPL |
SHORT
|
scanner |
2x |
0.92 |
-2.7%
|
-0.23R
|
CIRCUIT_BREAKER |
1d |
| 2025-03-24 |
2025-03-25 |
ORCL |
SHORT
|
scanner |
2x |
0.93 |
+1.2%
|
+0.10R
|
CIRCUIT_BREAKER |
1d |
| 2025-02-12 |
2025-02-13 |
META |
LONG
|
scanner |
2x |
0.87 |
+0.9%
|
+0.07R
|
CIRCUIT_BREAKER |
1d |
| 2025-02-12 |
2025-02-13 |
PANW |
LONG
|
scanner |
2x |
0.87 |
+5.2%
|
+0.44R
|
CIRCUIT_BREAKER |
1d |
| 2025-02-12 |
2025-02-13 |
COST |
LONG
|
scanner |
2x |
0.88 |
+2.2%
|
+0.18R
|
CIRCUIT_BREAKER |
1d |
| 2025-02-12 |
2025-02-13 |
SNOW |
LONG
|
scanner |
2x |
0.89 |
+5.8%
|
+0.48R
|
CIRCUIT_BREAKER |
1d |
| 2025-02-12 |
2025-02-13 |
MSFT |
SHORT
|
scanner |
2x |
0.91 |
-0.7%
|
-0.06R
|
CIRCUIT_BREAKER |
1d |
| 2025-02-12 |
2025-02-13 |
AMD |
SHORT
|
scanner |
2x |
0.94 |
-0.2%
|
-0.01R
|
CIRCUIT_BREAKER |
1d |
| 2025-01-24 |
2025-01-27 |
NFLX |
LONG
|
scanner |
2x |
1.00 |
-1.2%
|
-0.10R
|
DAILY_LIMIT |
3d |
| 2025-01-24 |
2025-01-27 |
META |
LONG
|
scanner |
2x |
1.00 |
+3.8%
|
+0.32R
|
DAILY_LIMIT |
3d |
| 2025-01-24 |
2025-01-27 |
AVGO |
LONG
|
scanner |
2x |
1.00 |
-34.8%
|
-2.90R
|
STOP |
3d |
| 2025-01-24 |
2025-01-27 |
ORCL |
LONG
|
scanner |
2x |
1.00 |
-27.6%
|
-2.30R
|
STOP |
3d |
| 2025-01-24 |
2025-01-27 |
NVDA |
LONG
|
scanner |
2x |
1.00 |
-33.9%
|
-2.83R
|
STOP |
3d |
| 2024-12-23 |
2024-12-24 |
AAPL |
LONG
|
scanner |
2x |
0.88 |
+2.3%
|
+0.19R
|
CIRCUIT_BREAKER |
1d |
| 2024-12-23 |
2024-12-24 |
AVGO |
LONG
|
scanner |
2x |
0.89 |
+6.3%
|
+0.42R
|
CIRCUIT_BREAKER |
1d |
| 2024-12-23 |
2024-12-24 |
ADBE |
SHORT
|
scanner |
2x |
0.93 |
-0.5%
|
-0.04R
|
CIRCUIT_BREAKER |
1d |
| 2024-12-23 |
2024-12-24 |
INTC |
SHORT
|
scanner |
2x |
0.93 |
-2.0%
|
-0.16R
|
CIRCUIT_BREAKER |
1d |
| 2024-11-21 |
2024-11-22 |
ORCL |
LONG
|
scanner |
2x |
0.97 |
-0.1%
|
-0.01R
|
CIRCUIT_BREAKER |
1d |
| 2024-11-21 |
2024-11-22 |
NVDA |
LONG
|
scanner |
2x |
0.98 |
-6.4%
|
-0.54R
|
CIRCUIT_BREAKER |
1d |
| 2024-11-21 |
2024-11-22 |
SNOW |
LONG
|
scanner |
2x |
1.00 |
-4.6%
|
-0.38R
|
CIRCUIT_BREAKER |
1d |
| 2024-11-21 |
2024-11-22 |
PANW |
LONG
|
scanner |
2x |
1.00 |
-7.2%
|
-0.60R
|
CIRCUIT_BREAKER |
1d |
| 2024-10-18 |
2024-10-21 |
PYPL |
LONG
|
scanner |
2x |
0.89 |
-0.9%
|
-0.08R
|
CIRCUIT_BREAKER |
3d |
| 2024-10-18 |
2024-10-21 |
AAPL |
LONG
|
scanner |
2x |
0.91 |
+1.3%
|
+0.10R
|
CIRCUIT_BREAKER |
3d |
| 2024-10-18 |
2024-10-21 |
ADBE |
SHORT
|
scanner |
2x |
0.93 |
-1.1%
|
-0.09R
|
CIRCUIT_BREAKER |
3d |
| 2024-10-18 |
2024-10-21 |
NFLX |
LONG
|
scanner |
2x |
1.00 |
+2.1%
|
+0.18R
|
CIRCUIT_BREAKER |
3d |
| 2024-09-16 |
2024-09-17 |
AMZN |
LONG
|
scanner |
2x |
0.88 |
+2.1%
|
+0.18R
|
CIRCUIT_BREAKER |
1d |
| 2024-09-16 |
2024-09-17 |
QCOM |
SHORT
|
scanner |
2x |
0.88 |
-2.5%
|
-0.21R
|
CIRCUIT_BREAKER |
1d |
| 2024-09-16 |
2024-09-17 |
MSFT |
LONG
|
scanner |
2x |
0.88 |
+1.8%
|
+0.15R
|
CIRCUIT_BREAKER |
1d |
| 2024-09-16 |
2024-09-17 |
COST |
LONG
|
scanner |
2x |
0.90 |
-2.3%
|
-0.20R
|
CIRCUIT_BREAKER |
1d |
| 2024-09-16 |
2024-09-17 |
SNOW |
SHORT
|
scanner |
2x |
0.93 |
+2.2%
|
+0.18R
|
CIRCUIT_BREAKER |
1d |
| 2024-09-16 |
2024-09-17 |
ORCL |
LONG
|
scanner |
2x |
1.00 |
-3.4%
|
-0.28R
|
CIRCUIT_BREAKER |
1d |
| 2024-08-13 |
2024-08-14 |
PYPL |
LONG
|
scanner |
2x |
0.86 |
+3.2%
|
+0.26R
|
CIRCUIT_BREAKER |
1d |
| 2024-08-13 |
2024-08-14 |
INTC |
SHORT
|
scanner |
2x |
0.91 |
+5.5%
|
+0.28R
|
CIRCUIT_BREAKER |
1d |
| 2024-08-13 |
2024-08-14 |
AMD |
SHORT
|
scanner |
2x |
0.93 |
+0.5%
|
+0.04R
|
CIRCUIT_BREAKER |
1d |
| 2024-08-13 |
2024-08-14 |
CRWD |
SHORT
|
scanner |
2x |
0.96 |
-6.3%
|
-0.50R
|
CIRCUIT_BREAKER |
1d |
| 2024-07-01 |
2024-07-02 |
AMZN |
LONG
|
scanner |
2x |
1.00 |
+2.8%
|
+0.24R
|
CIRCUIT_BREAKER |
1d |
| 2024-07-01 |
2024-07-02 |
MSFT |
LONG
|
scanner |
2x |
1.00 |
+1.1%
|
+0.09R
|
CIRCUIT_BREAKER |
1d |
| 2024-07-01 |
2024-07-02 |
PYPL |
SHORT
|
scanner |
2x |
0.91 |
-3.9%
|
-0.33R
|
CIRCUIT_BREAKER |
1d |
| 2024-07-01 |
2024-07-02 |
TSLA |
LONG
|
scanner |
2x |
1.00 |
+20.4%
|
+1.70R
|
CIRCUIT_BREAKER |
1d |
| 2024-05-30 |
2024-05-31 |
NVDA |
LONG
|
scanner |
2x |
1.00 |
-1.6%
|
-0.13R
|
CIRCUIT_BREAKER |
1d |
| 2024-05-30 |
2024-05-31 |
QCOM |
LONG
|
scanner |
2x |
1.00 |
-0.7%
|
-0.06R
|
CIRCUIT_BREAKER |
1d |
| 2024-05-30 |
2024-05-31 |
INTC |
SHORT
|
scanner |
2x |
0.92 |
-4.3%
|
-0.36R
|
CIRCUIT_BREAKER |
1d |
| 2024-05-30 |
2024-05-31 |
COST |
LONG
|
scanner |
2x |
1.00 |
-1.3%
|
-0.11R
|
CIRCUIT_BREAKER |
1d |
| 2024-04-26 |
2024-04-29 |
ADBE |
SHORT
|
scanner |
2x |
0.92 |
+1.9%
|
+0.16R
|
CIRCUIT_BREAKER |
3d |
| 2024-04-26 |
2024-04-29 |
AAPL |
SHORT
|
scanner |
2x |
0.92 |
-4.8%
|
-0.40R
|
CIRCUIT_BREAKER |
3d |
| 2024-04-26 |
2024-04-29 |
GOOG |
LONG
|
scanner |
2x |
1.00 |
-6.7%
|
-0.56R
|
CIRCUIT_BREAKER |
3d |
| 2024-03-25 |
2024-03-26 |
ADBE |
SHORT
|
scanner |
2x |
0.91 |
-0.1%
|
-0.01R
|
CIRCUIT_BREAKER |
1d |
| 2024-03-25 |
2024-03-26 |
TSLA |
SHORT
|
scanner |
2x |
0.92 |
-5.7%
|
-0.47R
|
CIRCUIT_BREAKER |
1d |
| 2024-03-25 |
2024-03-26 |
AAPL |
SHORT
|
scanner |
2x |
0.93 |
+1.3%
|
+0.11R
|
CIRCUIT_BREAKER |
1d |
| 2024-03-25 |
2024-03-26 |
SNOW |
SHORT
|
scanner |
2x |
0.97 |
+0.1%
|
+0.01R
|
CIRCUIT_BREAKER |
1d |
| 2024-03-07 |
2024-03-08 |
QCOM |
LONG
|
scanner |
5x |
1.00 |
-14.7%
|
-0.49R
|
DAILY_LIMIT |
1d |
| 2024-03-07 |
2024-03-08 |
CRWD |
LONG
|
scanner |
3x |
1.00 |
-6.2%
|
-0.30R
|
DAILY_LIMIT |
1d |
| 2024-03-07 |
2024-03-08 |
COST |
LONG
|
scanner |
5x |
1.00 |
-38.2%
|
-1.27R
|
STOP |
1d |
| 2024-03-07 |
2024-03-08 |
AVGO |
LONG
|
scanner |
5x |
1.00 |
-34.9%
|
-1.16R
|
STOP |
1d |
| 2024-02-16 |
2024-02-20 |
META |
LONG
|
scanner |
3x |
1.00 |
-1.0%
|
-0.06R
|
CIRCUIT_BREAKER |
4d |
| 2024-02-16 |
2024-02-20 |
PANW |
LONG
|
scanner |
5x |
1.00 |
-0.4%
|
-0.01R
|
CIRCUIT_BREAKER |
4d |