Backtest Dashboard

Historical performance of past trading signals. Track win rates, average returns, and holding periods to evaluate signal quality and refine strategies.

Win Rate

67%

6W / 3L

Total Return

+62.7%

9 closed trades

Avg Return

+7.0%

per trade

Profit Factor

4.5x

avg win / avg loss

Avg Hold

30d

holding period

Open

active positions

Trade P&L Distribution

12 of 12 trades

Status	Signal	Sector	Entry	Exit	Target	Actual	Days
win	buy Long UST 10Y — Flight to Quality	Government Bonds	4.42%2026-01-15	4.28%2026-02-12	+2~4%	+3.2%	28d
win	sell Short EUR/USD — Dollar Strength	Foreign Exchange	1.08202026-01-20	1.06452026-02-18	+3~5%	+1.6%	29d
win	buy Long XLE — Energy Supercycle	Equity Markets	$88.502026-01-08	$96.202026-02-25	+8~12%	+8.7%	48d
loss	buy Long IG Credit — Spread Compression	Corporate Credit	OAS 118bp2026-01-25	OAS 132bp2026-02-20	+2~4%	-1.8%	26d
win	sell Short Russell 2000 — Quality Rotation	Equity Markets	$208.402026-02-03	$195.602026-02-28	+5~8%	+6.1%	25d
win	buy Long Gold — Geopolitical Hedge	Foreign Exchange	$2,6802026-01-10	$2,9202026-03-01	+5~10%	+8.9%	50d
win	buy Long VIX Calls — Vol Expansion	Equity Markets	VIX 18.52026-02-10	VIX 28.42026-02-24	+30~60%	+42%	14d
loss	buy Long USDJPY — Carry Trade	Foreign Exchange	152.802026-01-28	149.202026-02-15	+2~3%	-2.4%	18d
open	buy PE Secondary Fund Allocation	Private Markets	NAV -18%2026-02-01	—Open	+8~12%	Open	—
open	sell Short HY Credit — Default Cycle	Corporate Credit	HY Spread 365bp2026-02-05	—Open	+4~8%	Open	—
loss	buy Long Nikkei 225 — BOJ Normalization	Equity Markets	39,2002026-01-05	37,8002026-02-10	+5~10%	-3.6%	36d
open	buy S&P 500 Basis Trade — Futures Premium	Equity Markets	Basis 18bp2026-02-15	—Open	+1.5~3%	Open	—

Trade Notes

Long UST 10Y — Flight to Quality+3.2%

Yield decline captured as geopolitical risk emerged. Closed at target.

Short EUR/USD — Dollar Strength+1.6%

Dollar strengthened but EUR found support at 1.065. Partial target hit.

Long XLE — Energy Supercycle+8.7%

Energy rally driven by Middle East tensions and OPEC+ discipline. Hit lower target.

Long IG Credit — Spread Compression-1.8%

Credit spreads widened instead of compressing. Stopped out as geopolitical risk escalated.

Short Russell 2000 — Quality Rotation+6.1%

Small caps underperformed as credit conditions tightened. Quality factor outperformed.

Long Gold — Geopolitical Hedge+8.9%

Gold rallied to near all-time highs on persistent risk-off sentiment and central bank buying.

Long VIX Calls — Vol Expansion+42%

VIX exploded from 18.5 to 28.4 as geopolitical crisis escalated. Options delivered outsized return.

Long USDJPY — Carry Trade-2.4%

JPY strengthened as safe-haven flows overwhelmed carry trade logic. Stopped out.

PE Secondary Fund AllocationOpen

Position initiated at attractive NAV discount. Long-term hold. Monitoring secondary market pricing.

Short HY Credit — Default CycleOpen

HY spreads have widened to 412bp. Position in profit but holding for further widening.

Long Nikkei 225 — BOJ Normalization-3.6%

Japanese equities sold off on global risk-off despite BOJ policy support. Foreign selling overwhelmed.

S&P 500 Basis Trade — Futures PremiumOpen

Delta-neutral basis trade initiated. Monitoring roll dynamics ahead of quarter-end.