QUANT PORTFOLIO BACKTESTER

CONFIGURATION

Capital & Risk

Initial Balance$1,500

Base Position $$28

Leverage25x

TP / SL

Take Profit %2.0%

Stop Loss %1.5%

Max Daily Loss %5%

RSI Thresholds

Overbought60

Oversold40

Strategy Filters

Vol Factor Min1.5x

Trend Str Min %0.5%

Max Daily Trades200

TP Streak Block3

Backtest Period

Days60d

Timeframe

Execution Mode

TP/SL checked at bar close only — matches live bot

Symbols 17 selected

⚠ Uses real Binance Futures OHLCV data. Dynamic slippage + 0.04% fee. Past perf ≠ future results.

Portfolio Balance

$1,500.00

Initial: $1,500

Total Return

—

0 trades

Win Rate

—

W/L —/—

Profit Factor

—

gross W/L ratio

Max Drawdown

—

peak → trough

Sharpe Ratio

—

annualised

Avg Trade PnL

—

incl. fees+slip

Data Source

—

0 stop losses

Portfolio Equity Curve

SYMBOL P&L

Run backtest

TRADE LOG REAL BINANCE DATA

Awaiting run...

#	SYMBOL	SIDE	ENTRY TIME	EXIT TIME	ENTRY	TP	SL	EXIT	REASON	POS $	NOTIONAL	PNL	BAL AFTER
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