Backtests
Hypothetical performance
Modelled on historical data with assumed fees and slippage. No capital was traded. Hypothetical results have inherent limitations and are not indicative of future performance.
statarbHypothetical
published 05 Aug 2026
- Return
- −15.75%
- Sharpe
- -1.18
- Max DD
- 31.34%
- Costs
- $0.41
momentumHypothetical
published 05 Aug 2026
- Return
- −23.14%
- Sharpe
- -4.44
- Max DD
- 27.14%
- Costs
- $32.45
gridHypothetical
published 05 Aug 2026
- Return
- +1.68%
- Sharpe
- 0.50
- Max DD
- 9.51%
- Costs
- $1.28
dcaHypothetical
published 05 Aug 2026
- Return
- −16.85%
- Sharpe
- -1.23
- Max DD
- 33.24%
- Costs
- $0.94