Initial UI, BE under development
Strategy Backtester
Modify your the strategy preconditions and scope
Add/Remove
Initial Capital
Tue Oct 21 2025
Tue Oct 21 2025
Indicators
Add or Remove Indicators to build your strategy
to be made muhohaha
Statistics
Mean Reversion Strategy - SPY
Profit: $9,500
Test Period: Jan 2020 – Dec 2024
Initial Capital: $10,000
Final Capital: $18,450
Total Return: 84.5%
CAGR: 13.1%
Sharpe Ratio: 1.42
Sortino Ratio: 1.95
Max Drawdown: -18.6%
Win Rate: 57.3%
Total Trades: 142
Avg Trade Return: 0.62%
Profit Factor: 1.78
Volatility: 9.5%
Avg Holding Period: 4.3 days
Best Trade: 12.4%
Worst Trade: -7.1%