QSREX Backtester — Strategy Testing

CRYPTO

SELECT PARAMS AND RUN BACKTEST

configure params on the left, then hit run

Past performance does not guarantee future results. Backtesting has inherent limitations including survivorship bias and curve fitting.

Win Rate

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Total P&L

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Max Drawdown

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Total Trades

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Best Trade

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Worst Trade

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Sharpe Ratio

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Good: > 1.0

Sortino Ratio

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Good: > 1.5

Calmar Ratio

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Good: > 1.0

Expectancy

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avg per trade %

Profit Factor

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Good: > 1.5

Avg Win

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Avg Loss

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Alpha

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vs Buy & Hold

TRADE LOG

No trades to display — run a backtest first

Probability of Profit

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Probability of Ruin (>50% DD)

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P5 Return (Worst)

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P50 Return (Median)

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P95 Return (Best)

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MONTE CARLO — 1000 SIMULATIONS (20 CURVES SHOWN)

Run a backtest first, then click "Run Monte Carlo"

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Run a backtest first, then click "Run Walk-Forward"

IN-SAMPLE vs OUT-OF-SAMPLE RETURN PER WINDOW

WINDOW DETAILS

Param 1

Param 2

Metric

PARAMETER HEATMAP

STRATEGY EQUITY vs BUY & HOLD

COMPARISON TABLE

Run a backtest first

Scanner Analyzer

Upload Telegram channel export JSON to analyze your bot's historical performance

Drop JSON file here or click to upload

BATCH BACKTEST

QSREX Scanner across multiple pairs

Interval

Days

Min Score: 65

HTF Filter ADX Filter

SYMBOLS

Max 10 pairs per batch · Filters: >$10M volume · 1–15% movement

SYMBOL

INTERVAL

HTF

START FROM

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HTF —

REPLAY TRADES

No trades marked yet.