Strategy Lab Overview
ENفارسی
Live
Total Strategies
0+12.5%
Running Tests
0+25%
Completed Tests
0+8.3%
Best Sharpe Ratio
0.00+0.15
Best CAGR
0.0%+3.2%
Lowest Max DD
0.0%-1.2%
Performance Overview
Recent Backtests
Momentum Alpha v3Backtest Complete
AAPL1D2024-12-15
Total Return: +32.4%Sharpe Ratio: 2.34Max Drawdown: -8.3%
Trend Following EMABacktest Complete
SPY4H2024-12-14
Total Return: +18.7%Sharpe Ratio: 1.89Max Drawdown: -12.1%
Mean Reversion BBRunning Backtest
MSFT1D2024-12-14
Breakout ATR v2Backtest Complete
TSLA1H2024-12-13
Total Return: +45.2%Sharpe Ratio: 1.56Max Drawdown: -22.4%
RSI DivergenceBacktest Failed
NVDA4H2024-12-13
Volume Profile S/RBacktest Complete
AMZN1D2024-12-12
Total Return: +12.8%Sharpe Ratio: 1.12Max Drawdown: -6.7%
Monthly Returns
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
2023
+3.2
-1.5
+4.1
+2.3
-0.8
+1.9
+3.5
-2.1
+0.7
+4.8
+2.1
-0.3
2024
+1.8
+2.5
-1.2
+3.7
+0.4
-0.5
+2.9
+1.3
-1.8
+3.1
+0.6
+2.4
Total Return > 0Total Return < 0
Strategy Distribution
Momentum 35%
Trend 25%
Mean Reversion 20%
Breakout 12%
Other 8%
Team Activity
AK
AK completed backtest for Momentum Alpha v3
5m ago
SM
SM created strategy Mean Reversion Bollinger
12m ago
JD
JD shared strategy Trend Following EMA
28m ago
LP
LP started optimization on Breakout ATR v2
1h ago
MR
MR exported report Q4 Performance Analysis
2h ago
Educational / Research Use Only — Past performance does not guarantee future results. This is not financial advice.