Backtest Configuration
Portfolio Summary
Symbols
Total Capital
Final Value
Combined Return
Total Trades
Overall Win Rate
Best Symbol
Worst Symbol
Worst Max DD
Results
Running backtest...
| Symbol | Return% | Trades | Win Rate | Max DD | Sharpe | P&L (βΉ) |
|---|---|---|---|---|---|---|
Initial
Final
Return
Trades
Won
Lost
Win Rate
Max DD
Sharpe
Sortino
Profit Factor
Volatility
VaR (95%)
Best Day
Worst Day
Strategy Criteria Used
Trades Executed
| # | Score | Entry Time | Entry βΉ | Qty | SL | TP1 | TP2 | Exit Time | Exit βΉ | Exit Reason | P&L | % |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| - | ||||||||||||
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Criteria Breakdown β Score: |
No criteria diagnostics available for this trade. |
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NEAR-MISS BARS (ALMOST TRIGGERED β 50%+ CRITERIA PASSED)
| # | SCORE | TIME | CLOSE βΉ | VOLUME | FAILED CRITERIA |
|---|---|---|---|---|---|
|
CRITERIA BREAKDOWN β SCORE: |
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ALL BARS CRITERIA (CLICK ANY BAR TO SEE FULL CRITERIA BREAKDOWN)
| # | SCORE | TIME | CLOSE | VOLUME | STATUS | FAILED CRITERIA |
|---|---|---|---|---|---|---|
| SIGNAL NEAR-MISS β | ||||||
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CRITERIA BREAKDOWN β SCORE: |
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No trades executed - Strategy criteria not met
Closest Near-Miss Bar:
|
The VmRsi signal was not triggered during this period. Possible reasons:
- RSI never entered the alert band (-)
- Volume did not exceed x the MA
- Previous RSI values were not all below
- Candle range was below MIN_CANDLE_RANGE ()
- Volume was below MIN_VOLUME ()
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ACTUAL VALUE
CONDITION
RAW VALUES FOR VERIFICATION