Strategy Backtester

Period
2000-01-01 — 2026-02-05
Final Equity
130,309
-56.6% total
CAGR
-3.24%
Compound annual growth
Max Drawdown
-69.7%
2014-09-22
Total Trades
2222
Win rate: 48%
Avg R-Multiple
-0.010R
Profit factor: 0.86
10x Goal
0.4x
Target: 10x

Equity Curve

Drawdown

Annual Returns

Performance by Signal Type

Signal Type Trades Win Rate Avg R Avg P&L
scanner 2197 48.4% -0.009R -0.2%
index_hedge 10 40.0% -0.016R -0.3%
stock_shock 15 33.3% -0.105R -2.2%

Trade Log (2222 trades)

Entry Exit Ticker Dir Type Lev Conv P&L R Exit Type Days
2026-02-02 2026-02-03 CRM SHORT scanner 3x 0.92 +22.0% +1.23R CIRCUIT_BREAKER 1d
2026-02-02 2026-02-03 NFLX SHORT scanner 3x 0.92 +10.6% +0.59R CIRCUIT_BREAKER 1d
2026-02-02 2026-02-03 PANW SHORT scanner 3x 0.92 +16.6% +0.92R CIRCUIT_BREAKER 1d
2026-02-02 2026-02-03 CRWD SHORT scanner 3x 0.92 +12.2% +0.68R CIRCUIT_BREAKER 1d
2026-01-14 2026-01-15 PYPL SHORT scanner 3x 0.90 +4.9% +0.27R CIRCUIT_BREAKER 1d
2026-01-14 2026-01-15 COST LONG scanner 3x 0.90 +1.8% +0.10R CIRCUIT_BREAKER 1d
2026-01-14 2026-01-15 AMZN LONG scanner 3x 0.91 +1.9% +0.11R CIRCUIT_BREAKER 1d
2026-01-14 2026-01-15 INTC LONG scanner 3x 0.97 -2.5% -0.14R CIRCUIT_BREAKER 1d
2025-12-26 2025-12-29 NVDA LONG scanner 3x 0.98 -3.6% -0.20R CIRCUIT_BREAKER 3d
2025-12-26 2025-12-29 NFLX SHORT scanner 3x 0.95 +1.0% +0.06R CIRCUIT_BREAKER 3d
2025-12-26 2025-12-29 COST SHORT scanner 3x 0.96 +1.9% +0.11R CIRCUIT_BREAKER 3d
2025-12-26 2025-12-29 ORCL SHORT scanner 3x 0.97 +4.0% +0.22R CIRCUIT_BREAKER 3d
2025-12-08 2025-12-09 COST SHORT scanner 3x 0.90 -0.3% -0.02R CIRCUIT_BREAKER 1d
2025-12-08 2025-12-09 INTC LONG scanner 3x 0.91 +1.5% +0.08R CIRCUIT_BREAKER 1d
2025-12-08 2025-12-09 PYPL SHORT scanner 3x 0.92 +1.7% +0.09R CIRCUIT_BREAKER 1d
2025-12-08 2025-12-09 AVGO LONG scanner 3x 0.93 +3.9% +0.22R CIRCUIT_BREAKER 1d
2025-11-20 2025-11-21 ADBE SHORT scanner 2x 0.89 -7.3% -0.61R CIRCUIT_BREAKER 1d
2025-11-20 2025-11-21 COST SHORT scanner 2x 0.89 -1.3% -0.11R CIRCUIT_BREAKER 1d
2025-11-20 2025-11-21 PYPL SHORT scanner 2x 0.90 -8.1% -0.68R CIRCUIT_BREAKER 1d
2025-11-20 2025-11-21 NFLX SHORT scanner 2x 0.91 +2.6% +0.22R CIRCUIT_BREAKER 1d
2025-11-20 2025-11-21 META SHORT scanner 2x 0.92 -1.7% -0.14R CIRCUIT_BREAKER 1d
2025-11-20 2025-11-21 GOOG LONG scanner 2x 0.94 +6.7% +0.56R CIRCUIT_BREAKER 1d
2025-11-03 2025-11-04 TSLA LONG scanner 3x 0.90 -15.4% -0.86R CIRCUIT_BREAKER 1d
2025-11-03 2025-11-04 AAPL LONG scanner 3x 0.90 +1.1% +0.06R CIRCUIT_BREAKER 1d
2025-11-03 2025-11-04 PANW LONG scanner 3x 0.91 -6.5% -0.36R CIRCUIT_BREAKER 1d
2025-11-03 2025-11-04 AMZN LONG scanner 3x 0.97 -5.5% -0.31R CIRCUIT_BREAKER 1d
2025-10-16 2025-10-17 INTC LONG scanner 2x 0.86 +0.9% +0.07R CIRCUIT_BREAKER 1d
2025-10-16 2025-10-17 AMD LONG scanner 2x 0.89 -1.3% -0.08R CIRCUIT_BREAKER 1d
2025-10-16 2025-10-17 ADBE SHORT scanner 2x 0.89 -2.4% -0.20R CIRCUIT_BREAKER 1d
2025-10-16 2025-10-17 COST SHORT scanner 2x 0.91 -2.3% -0.19R CIRCUIT_BREAKER 1d
2025-10-16 2025-10-17 SNOW LONG scanner 2x 0.98 +0.6% +0.05R CIRCUIT_BREAKER 1d
2025-10-16 2025-10-17 ORCL LONG scanner 2x 0.88 -13.9% -1.16R STOP 1d
2025-09-29 2025-09-30 PANW LONG scanner 3x 0.89 -0.5% -0.03R CIRCUIT_BREAKER 1d
2025-09-29 2025-09-30 QCOM LONG scanner 3x 0.90 +1.9% +0.11R CIRCUIT_BREAKER 1d
2025-09-29 2025-09-30 INTC LONG scanner 2x 0.92 -5.4% -0.42R CIRCUIT_BREAKER 1d
2025-09-29 2025-09-30 CRM SHORT scanner 3x 0.94 +10.2% +0.57R CIRCUIT_BREAKER 1d
2025-09-11 2025-09-12 AVGO LONG scanner 3x 1.00 +0.2% +0.01R CIRCUIT_BREAKER 1d
2025-09-11 2025-09-12 QCOM LONG scanner 3x 1.00 +0.6% +0.03R CIRCUIT_BREAKER 1d
2025-09-11 2025-09-12 TSLA LONG scanner 3x 1.00 +22.1% +1.23R CIRCUIT_BREAKER 1d
2025-09-11 2025-09-12 ORCL LONG scanner 2x 1.00 -10.2% -0.83R CIRCUIT_BREAKER 1d
2025-08-25 2025-08-26 NVDA LONG scanner 3x 1.00 +3.3% +0.18R CIRCUIT_BREAKER 1d
2025-08-25 2025-08-26 TSLA LONG scanner 3x 1.00 +4.4% +0.24R CIRCUIT_BREAKER 1d
2025-08-25 2025-08-26 INTC LONG scanner 3x 1.00 -2.4% -0.12R CIRCUIT_BREAKER 1d
2025-08-25 2025-08-26 GOOG LONG scanner 3x 1.00 -1.7% -0.10R CIRCUIT_BREAKER 1d
2025-08-07 2025-08-08 NVDA LONG scanner 2x 0.89 +2.1% +0.18R CIRCUIT_BREAKER 1d
2025-08-07 2025-08-08 AVGO LONG scanner 2x 0.90 +0.8% +0.07R CIRCUIT_BREAKER 1d
2025-08-07 2025-08-08 ORCL LONG scanner 2x 0.92 +0.5% +0.04R CIRCUIT_BREAKER 1d
2025-08-07 2025-08-08 QCOM SHORT scanner 2x 0.92 -2.2% -0.19R CIRCUIT_BREAKER 1d
2025-08-07 2025-08-08 PYPL SHORT scanner 2x 0.92 +1.7% +0.14R CIRCUIT_BREAKER 1d
2025-08-07 2025-08-08 AMD LONG scanner 2x 0.94 +0.4% +0.04R CIRCUIT_BREAKER 1d
2025-07-21 2025-07-22 AVGO LONG scanner 3x 0.89 -10.0% -0.56R CIRCUIT_BREAKER 1d
2025-07-21 2025-07-22 AMZN LONG scanner 3x 0.89 -2.4% -0.13R CIRCUIT_BREAKER 1d
2025-07-21 2025-07-22 COST SHORT scanner 3x 0.92 +1.9% +0.10R CIRCUIT_BREAKER 1d
2025-07-21 2025-07-22 ADBE SHORT scanner 3x 0.93 -4.2% -0.23R CIRCUIT_BREAKER 1d
2025-07-02 2025-07-03 QCOM LONG scanner 3x 0.90 -0.2% -0.01R CIRCUIT_BREAKER 1d
2025-07-02 2025-07-03 NFLX LONG scanner 3x 0.90 +2.9% +0.16R CIRCUIT_BREAKER 1d
2025-07-02 2025-07-03 ORCL LONG scanner 3x 0.92 +9.6% +0.53R CIRCUIT_BREAKER 1d
2025-07-02 2025-07-03 INTC LONG scanner 3x 0.94 +8.4% +0.47R CIRCUIT_BREAKER 1d
2025-06-13 2025-06-16 NVDA LONG scanner 2x 0.88 +3.8% +0.32R CIRCUIT_BREAKER 3d
2025-06-13 2025-06-16 INTC SHORT scanner 2x 0.89 -5.8% -0.48R CIRCUIT_BREAKER 3d
2025-06-13 2025-06-16 MSFT LONG scanner 2x 0.89 +1.8% +0.15R CIRCUIT_BREAKER 3d
2025-06-13 2025-06-16 AAPL SHORT scanner 2x 0.90 -2.0% -0.17R CIRCUIT_BREAKER 3d
2025-06-13 2025-06-16 CRM SHORT scanner 2x 0.91 -4.2% -0.35R CIRCUIT_BREAKER 3d
2025-06-13 2025-06-16 ORCL LONG scanner 2x 1.00 -3.8% -0.32R CIRCUIT_BREAKER 3d
2025-05-27 2025-05-28 COST LONG scanner 3x 0.90 -1.4% -0.08R CIRCUIT_BREAKER 1d
2025-05-27 2025-05-28 TSLA LONG scanner 3x 0.91 -5.0% -0.28R CIRCUIT_BREAKER 1d
2025-05-27 2025-05-28 CRWD LONG scanner 3x 0.92 -2.1% -0.12R CIRCUIT_BREAKER 1d
2025-05-27 2025-05-28 SNOW LONG scanner 3x 0.97 -2.8% -0.16R CIRCUIT_BREAKER 1d
2025-05-08 2025-05-09 COST LONG scanner 3x 0.89 +0.1% +0.01R CIRCUIT_BREAKER 1d
2025-05-08 2025-05-09 MSFT LONG scanner 3x 0.90 +0.4% +0.02R CIRCUIT_BREAKER 1d
2025-05-08 2025-05-09 SNOW LONG scanner 3x 0.90 +0.3% +0.02R CIRCUIT_BREAKER 1d
2025-05-08 2025-05-09 CRWD LONG scanner 3x 0.90 -12.6% -0.70R CIRCUIT_BREAKER 1d
2025-04-21 2025-04-22 INTC SHORT scanner 2x 0.93 -6.9% -0.31R CIRCUIT_BREAKER 1d
2025-04-21 2025-04-22 AVGO SHORT scanner 2x 0.94 -4.0% -0.20R CIRCUIT_BREAKER 1d
2025-04-21 2025-04-22 GOOG SHORT scanner 2x 0.94 -5.2% -0.44R CIRCUIT_BREAKER 1d
2025-04-21 2025-04-22 AAPL SHORT scanner 2x 0.94 -6.6% -0.40R CIRCUIT_BREAKER 1d
2025-04-21 2025-04-22 PYPL SHORT scanner 2x 0.94 -3.7% -0.27R CIRCUIT_BREAKER 1d
2025-04-02 2025-04-03 GOOG SHORT scanner 2x 0.92 +8.2% +0.68R CIRCUIT_BREAKER 1d
2025-04-02 2025-04-03 PANW SHORT scanner 2x 0.93 +9.7% +0.81R CIRCUIT_BREAKER 1d
2025-04-02 2025-04-03 MSFT SHORT scanner 2x 0.93 +4.8% +0.40R CIRCUIT_BREAKER 1d
2025-04-02 2025-04-03 ADBE SHORT scanner 2x 0.94 +10.1% +0.84R CIRCUIT_BREAKER 1d
2025-04-02 2025-04-03 AVGO SHORT scanner 2x 0.94 +23.5% +1.96R CIRCUIT_BREAKER 1d
2025-03-10 2025-03-11 CRM SHORT scanner 2x 0.87 -3.0% -0.25R CIRCUIT_BREAKER 1d
2025-03-10 2025-03-11 QCOM SHORT scanner 2x 0.88 +2.5% +0.20R CIRCUIT_BREAKER 1d
2025-03-10 2025-03-11 PYPL SHORT scanner 2x 0.89 +0.5% +0.04R CIRCUIT_BREAKER 1d
2025-03-10 2025-03-11 AMD SHORT scanner 2x 0.89 -0.3% -0.02R CIRCUIT_BREAKER 1d
2025-03-10 2025-03-11 PANW SHORT scanner 2x 0.90 -5.7% -0.47R CIRCUIT_BREAKER 1d
2025-03-10 2025-03-11 TSLA SHORT stock_shock 2x 0.85 -7.3% -0.32R STOP 1d
2025-02-13 2025-02-14 AMD SHORT scanner 3x 0.90 -3.4% -0.19R CIRCUIT_BREAKER 1d
2025-02-13 2025-02-14 CRWD LONG scanner 3x 0.91 -1.3% -0.07R CIRCUIT_BREAKER 1d
2025-02-13 2025-02-14 SNOW LONG scanner 3x 0.91 -7.9% -0.44R CIRCUIT_BREAKER 1d
2025-02-13 2025-02-14 PANW LONG scanner 3x 1.00 -2.8% -0.15R CIRCUIT_BREAKER 1d
2025-01-27 2025-01-28 NFLX LONG scanner 2x 0.91 -0.0% -0.00R CIRCUIT_BREAKER 1d
2025-01-27 2025-01-28 CRWD LONG scanner 2x 0.93 +18.7% +1.56R CIRCUIT_BREAKER 1d
2025-01-27 2025-01-28 SNOW LONG scanner 2x 0.96 +14.2% +1.19R CIRCUIT_BREAKER 1d
2025-01-27 2025-01-28 AMZN LONG scanner 2x 0.96 +2.3% +0.19R CIRCUIT_BREAKER 1d
2025-01-27 2025-01-28 META LONG scanner 2x 1.00 +4.4% +0.36R CIRCUIT_BREAKER 1d
2025-01-08 2025-01-10 GOOG LONG scanner 2x 0.87 -2.3% -0.19R CIRCUIT_BREAKER 2d
2025-01-08 2025-01-10 AMD SHORT scanner 2x 0.89 +10.0% +0.83R CIRCUIT_BREAKER 2d
2025-01-08 2025-01-10 INTC SHORT scanner 2x 0.92 +7.6% +0.64R CIRCUIT_BREAKER 2d
Run Another Backtest
agent-trading-v2 — Conviction-driven leveraged trading system