📈 Backtest Results
Historical strategy performance validation
Symbols
10
Total Trades
115
Total P&L
$-419.90
Win Rate
46.1%
Edge Symbols
5
Per-Symbol Performance
| Symbol | Return | Trades | Win Rate | Profit Factor | Sharpe | Sortino | Max DD | SQN | Expectancy | Avg Hold | Edge |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NVDA ✦ | +2.26% | 9 | 55.6% | 2.14 | 1.62 | 2.20 | -1.4% | 0.99 | $25.11 | 4.0d | 25% |
| TSLA ✦ | +1.38% | 10 | 50.0% | 1.70 | 0.95 | 1.33 | -1.5% | 0.70 | $13.81 | 4.4d | 18% |
| AAPL ✦ | +0.45% | 12 | 41.7% | 1.15 | 0.46 | 0.53 | -1.0% | 0.22 | $3.74 | 3.2d | 5% |
| META | +0.36% | 12 | 50.0% | 1.09 | 0.32 | 0.50 | -1.8% | 0.13 | $2.97 | 3.6d | — |
| MSFT ✦ | +0.17% | 14 | 57.1% | 1.04 | 0.16 | 0.20 | -3.4% | 0.07 | $1.24 | 3.4d | 5% |
| AMD ✦ | +0.02% | 12 | 41.7% | 1.00 | 0.05 | 0.07 | -5.0% | 0.01 | $0.19 | 3.7d | 5% |
| AMZN | -0.47% | 11 | 63.6% | 0.86 | -0.38 | -0.48 | -2.2% | -0.22 | $-4.28 | 4.2d | — |
| GOOGL | -1.39% | 11 | 45.5% | 0.67 | -1.26 | -1.73 | -1.6% | -0.62 | $-12.60 | 3.3d | — |
| CRM | -2.87% | 12 | 41.7% | 0.60 | -1.76 | -2.26 | -5.7% | -0.83 | $-23.90 | 3.3d | — |
| NFLX | -4.12% | 12 | 16.7% | 0.12 | -3.62 | -4.33 | -4.8% | -2.90 | $-34.30 | 4.2d | — |
⚡ Edge Positioning — Capital Allocation
Based on historical performance, allocate capital to symbols with proven positive edge.
AMD
5%
Win Rate
41.7%
Profit Factor
1.0
Edge
+0.224
SQN
0.01
Trades
12
AAPL
5%
Win Rate
41.7%
Profit Factor
1.15
Edge
+0.244
SQN
0.22
Trades
12
MSFT
5%
Win Rate
57.1%
Profit Factor
1.04
Edge
+0.104
SQN
0.07
Trades
14
NVDA
25%
Win Rate
55.6%
Profit Factor
2.14
Edge
+1.341
SQN
0.99
Trades
9
TSLA
18%
Win Rate
50.0%
Profit Factor
1.7
Edge
+0.475
SQN
0.70
Trades
10
How Edge Positioning works:
Symbols with higher historical win rates and profit factors get more capital allocated.
Only symbols with positive edge (expected profit > expected loss) are included.
Allocation is capped at 25% per symbol.
📊 Metrics Guide
Sharpe Ratio — Risk-adjusted return. >1.0 is good, >2.0 is excellent.
Sortino Ratio — Like Sharpe but only penalizes downside volatility. Higher is better.
Profit Factor — Gross profit / gross loss. >1.5 is solid, >2.0 is great.
Max Drawdown — Largest peak-to-trough drop. Lower is better. <-10% is concerning.
SQN — System Quality Number. >2 = good system, >3 = excellent, >5 = superb.
Expectancy — Average $ per trade. Must be positive for a viable strategy.