Quant ResearchSystematic Standard
Strategy Bench

Interactive Backtest Visualizer

Tune the parameters of a mean-reversion RSI strategy on mock SPY data. The equity curve and drawdown recompute as you run new simulations.

Total Return
6.50%
CAGR
1.06%
Sharpe Ratio
-0.14
Max Drawdown
-15.36%
Sortino Ratio
-0.18
VaR (95%)
0.69%
56
risk
Risk Gauge
ELEVATED
Triggers red when MaxDD > 20% or Sharpe < 1.0.
Trade Log
Total
29
Win Rate
72.4%
Profit Factor
1.34
Equity Curve
Final: $10650
Mock SPY
Drawdown
Cross-Asset Comparison · Re-indexed to 100
Strategy vs $SPY · $BTC
Risk-Adjusted Comparison
April 2026 institutional baseline
MetricStrategy$SPY$BTC
Sharpe Ratio
-0.140.67-0.64
Sortino Ratio
-0.18——
Volatility (ann.)
5.7%15.2%33.3%
Max Drawdown
-15.36%——
Beta
—-0.28-0.01
Alpha (Jensen)
—-0.20%-0.66%
Stress Test Engine
Black-Swan resilience · Historic crash replays
Pick a scenario above to inject a historic shock onto the mock series and re-run the strategy under stress.