Backtesting
Historical strategy performance analysis
Backtest Configuration
Strategy
AI Momentum Alpha
Period
2025-06-01 to 2026-05-31
Initial Capital
$100,000
Tickers
NVDAAMDMSFTAMZNMETAGOOGL
Total Return
+42.8%
$42,800
Sharpe Ratio
2.15
Max Drawdown
-12.3%
Win Rate
72.4%
156 trades
Profit Factor
2.85
Avg Win
+$1,850
Avg Loss
-$820
Equity Curve
Drawdown
Monthly Returns
Jun 25
+2.1%
Jul 25
+5.2%
Aug 25
-2.3%
Sep 25
+5.5%
Oct 25
+3.9%
Nov 25
+5%
Dec 25
-1.9%
Jan 26
+5.7%
Feb 26
+5.1%
Mar 26
+1.9%
Apr 26
+4.3%
May 26
+4.3%
Trade Log
| Ticker | Side | Entry | Exit | P&L | P&L % | Exit Reason |
|---|---|---|---|---|---|---|
| NVDA | buy | 2025-07-15 @ $92.50 | 2025-08-28 @ $118.40 | +$5,180 | +28% | Signal |
| AMD | buy | 2025-09-22 @ $128.40 | 2025-10-30 @ $148.90 | +$2,050 | +16% | Signal |
| MSFT | buy | 2025-11-08 @ $398.20 | 2025-12-15 @ $430.80 | +$1,630 | +8.2% | Take Profit |
| AMZN | buy | 2026-01-14 @ $168.90 | 2026-02-20 @ $188.50 | +$1,568 | +11.6% | Signal |
| META | buy | 2026-03-20 @ $472.30 | 2026-04-15 @ $510.80 | +$1,155 | +8.2% | Signal |
| NVDA | buy | 2025-10-05 @ $110.20 | 2025-10-22 @ $105.80 | $-660 | -4% | Stop Loss |
| GOOGL | buy | 2026-02-10 @ $162.40 | 2026-03-12 @ $175.80 | +$1,072 | +8.3% | Signal |
| AMD | buy | 2026-04-01 @ $155.60 | 2026-04-18 @ $149.20 | $-640 | -4.1% | Stop Loss |
| MSFT | buy | 2026-04-20 @ $425.80 | 2026-05-15 @ $442.60 | +$672 | +3.9% | Signal |
| NVDA | buy | 2026-05-05 @ $128.60 | 2026-05-30 @ $135.24 | +$1,328 | +5.2% | End of Test |