Demo · Backtest preview · 6 months
A look at how the system behaved across volatile markets.
Sample backtest results from a validated 3-strategy portfolio on BTC and US tech index. Strategy details are intentionally abstracted — the audit trail is what matters.
Indicative · backtest results · forward results may differ
Aggregate metrics · 3 strategies · 2 instruments
Trades
247
Win rate
58.3%
Profit factor
1.92
Sharpe
1.47
Max drawdown
8.4%
Total return
+23.6%
Equity curve · indexed to 100
Drawdowns included · no smoothing
Start · 100.0Trough · 97.4End · 123.6
Sample decisions · audit trail preview
Asset
Strategy
Dir
Days
Outcome
PnL %
Verdict
BTC
α-7
LONG
3d
TP
+2.4%
approve
BTCα-7LONG
+2.4%3d heldTPapprove
NDX
β-12
SHORT
2d
TP
+1.8%
approve
NDXβ-12SHORT
+1.8%2d heldTPapprove
BTC
γ-3
LONG
1d
SL
-0.8%
half_lot
BTCγ-3LONG
-0.8%1d heldSLhalf_lot
NDX
α-7
LONG
4d
TP
+2.1%
approve
NDXα-7LONG
+2.1%4d heldTPapprove
BTC
β-12
LONG
5d
TP
+3.2%
approve
BTCβ-12LONG
+3.2%5d heldTPapprove
NDX
γ-3
SHORT
2d
SL
-0.9%
half_lot
NDXγ-3SHORT
-0.9%2d heldSLhalf_lot
Strategy codes (α, β, γ) abstract the underlying logic. Full strategy implementations are intentionally not disclosed.
What this shows · and what it doesn't
This shows
- · System architecture, decision flow, and audit trail design
- · Backtest behavior across BTC and US tech index over 6 months
- · Realistic drawdowns — not curve-fitted smooth uptrend
This doesn't show
- · Live trading results — backtest only
- · Strategy logic — kept proprietary
- · Forward performance guarantees — past doesn't predict future
See the system reasoning in real time