Every backtest comes back as a real report.
Not just a single number. A full report with an equity curve, monthly heatmap, drawdown tables, and every trade, built to look and feel like something a fund would send its investors.
The strategy, made clear.
See the return, drawdown, Sharpe, portfolio value, and benchmark comparison, along with the exact buy and sell rules that drove the backtest.
Your capital over time.
Track monthly returns, drawdowns, and the full equity curve so you can see how the strategy moved through winning stretches, pullbacks, and recoveries.
Where it came under pressure.
Review the toughest periods in the backtest, including the deepest drawdowns, time to recover, and the market sentiment around them.
What the trades really show.
Break down wins, losses, hold time, payoff, and seasonality to understand whether the edge is consistent and where the results are coming from.
Proof in the trade log.
Inspect every trade with entry, exit, size, duration, return, and P&L so you can verify the backtest line by line.
Golden Cross Strategy on HOOD, NVDA, TSLA, PLTR
Strategy Rules
The “Golden Cross Strategy on HOOD, NVDA, TSLA, PLTR” Backtest with 4 assets uses 2 trading rules to generate buy and sell signals. Enters on bullish momentum, exits on reversal.
Performance
Monthly Returns
Best month was Nov 2024 (15.2%). Worst was Sep 2022 (8.6%). The strategy was profitable in 37 of 49 months (76% hit rate).
Risk Analysis
The strategy spent 57% of the backtest in drawdown. The deepest drop of −38.90% began in Aug 2022 and took 85 days to recover. 2 other drawdowns exceeded −10%, but all recovered within 60 days.
Drawdown from peak
TOP DRAWDOWN PERIODS
Market Sentiment
Sentiment analysis of 4,820 news articles shows an overall positive tone (avg score: 0.32). The most bearish period was 2022-09.
Daily news sentiment score
Trade Analysis
Each dot represents one trade. Vertical position is the return, dot size is hold duration. Wins cluster between 213% and 481%, while losses are shallower and more tightly grouped. The largest dots (longest holds) tend to be winners.
Individual trade returns (9 trades)
SUMMARY
The strategy trades more frequently in volatile months. Jun generated the most signals(avg. 0.8 per month) while Apr was quietest (avg. 0.2). Profitability doesn't correlate with frequency: Jul has high trade count but negative returns.
SEASONALITY
Average return by month