Backtesting Engine
Institutional-grade pair analytics, risk metrics, and PM accuracy tracking
Live
All of 80 pairs selected
Total Return
+15.89%
$158.9M
Ann. Return
+26.29%
Ann. Volatility
+7.58%
Sharpe Ratio
2.80
Sortino Ratio
5.09
Max Drawdown
-5.02%
Calmar Ratio
5.24
Win Rate
+58.04%
Profit Factor
1.86
VaR 95%
-0.65%
$6.5M
VaR 99%
-0.99%
$9.9M
CVaR 95%
-0.81%
$8.1M
Cumulative P&L — 80 Pairs, 143 Days
Range:
Drag to zoom
Period: Aug 1, 2025 — Feb 17, 2026
Spread P&L: +15.89%
Period Δ: +15.24%
143 days
Aug 1Feb 17
Spread
Long (dashed)
Short (dashed)
Skewness: 0.65
Kurtosis: 1.40
Best Day: +1.77%
Underwater Chart (Drawdown)
2025-08-01Drawdown: -0.47%2026-02-17
Individual Pair Performance
| PAIR | TOTAL RETURN | P&L ($1B) | SHARPE | MAX DD | WIN RATE | ANN VOL | DAYS |
|---|---|---|---|---|---|---|---|
| ARM/MCHP | +134.51% | $16.8M | 2.83 | -42.30% | +57.45% | +57.98% | 141 |
| CCJ/SMR | +133.72% | $16.7M | 2.49 | -38.17% | +58.87% | +68.52% | 141 |
| AMD/INTC | +102.99% | $12.9M | 2.93 | -29.30% | +56.03% | +44.90% | 141 |
| VST/OKLO | +64.27% | $8.0M | 1.65 | -43.47% | +53.90% | +62.71% | 141 |
| AVGO/CSCO | +54.92% | $6.9M | 2.07 | -23.77% | +58.87% | +39.15% | 141 |
| LULU/EL | +51.38% | $6.4M | 1.61 | -43.79% | +57.45% | +51.05% | 141 |
| 0700.HK/PDD | +47.48% | $5.9M | 1.69 | -37.93% | +53.90% | +43.59% | 141 |
| GOOGL/META | +41.49% | $5.2M | 3.82 | -15.56% | +57.14% | +29.59% | 77 |
| BILI/BIDU | +36.69% | $4.6M | 1.31 | -24.72% | +54.61% | +47.17% | 141 |
| LVMH.PA/KER.PA | +35.72% | $4.5M | 3.10 | -13.37% | +62.34% | +32.30% | 77 |
| NFLX/RBLX | +32.16% | $4.0M | 1.14 | -40.56% | +53.19% | +50.39% | 141 |
| JPM/GS | +28.12% | $3.5M | 2.36 | -13.31% | +51.95% | +34.84% | 77 |
| ASML.AS/IFX.DE | +27.45% | $3.4M | 2.69 | -10.34% | +57.14% | +29.26% | 77 |
| ANET/DELL | +26.87% | $3.4M | 1.04 | -44.56% | +51.06% | +46.16% | 141 |
| GOOGL/CRM | +25.73% | $3.2M | 1.27 | -19.44% | +58.87% | +32.35% | 141 |
| 600519.SS/000858.SZ | +24.56% | $3.1M | 2.65 | -7.78% | +58.44% | +26.55% | 77 |
| 8035.T/7203.T | +23.65% | $3.0M | 1.20 | -13.07% | +51.06% | +31.45% | 141 |
| 0700.HK/9988.HK | +21.25% | $2.7M | 2.00 | -9.14% | +58.44% | +31.57% | 77 |
| 7203.T/6902.T | +20.44% | $2.6M | 2.06 | -20.85% | +61.04% | +29.22% | 77 |
| IBE.MC/ENEL.MI | +18.59% | $2.3M | 1.89 | -13.42% | +49.35% | +29.17% | 77 |
| AMZN/SE | +16.82% | $2.1M | 0.69 | -65.99% | +50.35% | +52.88% | 141 |
| 2020.HK/2331.HK | +15.92% | $2.0M | 1.72 | -9.95% | +51.95% | +27.37% | 77 |
| META/SNAP | +15.18% | $1.9M | 0.63 | -33.98% | +51.77% | +57.45% | 141 |
| COST/NKE | +15.02% | $1.9M | 0.71 | -28.05% | +54.61% | +38.63% | 141 |
| SHEL.L/TTE.PA | +14.79% | $1.8M | 1.48 | -17.72% | +51.95% | +30.13% | 77 |
| 373220.KS/006400.KS | +14.78% | $1.8M | 1.61 | -10.47% | +55.84% | +27.19% | 77 |
| 6758.T/4661.T | +14.46% | $1.8M | 0.74 | -25.34% | +48.94% | +33.56% | 141 |
| 9984.T/9432.T | +13.29% | $1.7M | 1.35 | -14.21% | +50.65% | +29.71% | 77 |
| LLY/PFE | +13.17% | $1.6M | 1.36 | -10.01% | +49.35% | +29.15% | 77 |
| KLAC/LRCX | +12.27% | $1.5M | 0.80 | -16.56% | +50.35% | +22.68% | 141 |
| 051910.KS/011170.KS | +8.96% | $1.1M | 1.01 | -10.63% | +48.05% | +26.16% | 77 |
| 005380.KS/000270.KS | +8.53% | $1.1M | 0.91 | -13.46% | +51.95% | +28.15% | 77 |
| VRT/HPE | +8.48% | $1.1M | 0.44 | -94.84% | +50.35% | +49.49% | 141 |
| 000333.SZ/000651.SZ | +7.85% | $981K | 0.80 | -13.73% | +48.05% | +30.26% | 77 |
| 8035.T/4063.T | +6.92% | $866K | 0.70 | -19.90% | +45.45% | +31.14% | 77 |
| 8306.T/8316.T | +5.06% | $632K | 0.54 | -15.36% | +48.05% | +27.10% | 77 |
| DASH/UBER | +3.24% | $405K | 0.21 | -31.52% | +48.94% | +39.47% | 141 |
| 207940.KS/068270.KS | +3.14% | $393K | 0.32 | -13.03% | +51.95% | +28.86% | 77 |
| ABNB/LYFT | +2.57% | $321K | 0.25 | -49.94% | +51.06% | +52.20% | 141 |
| 600276.SS/603259.SS | +1.88% | $235K | 0.20 | -14.16% | +48.05% | +33.06% | 77 |
| SAP.DE/DSY.PA | +0.87% | $109K | 0.05 | -10.66% | +49.35% | +27.25% | 77 |
| V/PYPL | -0.36% | $-45K | -0.10 | -22.45% | +44.16% | +27.12% | 77 |
| EQIX/DLR | -1.50% | $-187K | -0.29 | -18.43% | +44.68% | +19.92% | 141 |
| 005490.KS/004020.KS | -2.83% | $-354K | -0.38 | -18.43% | +54.55% | +27.97% | 77 |
| 0941.HK/0762.HK | -3.09% | $-387K | -0.40 | -11.28% | +49.35% | +28.22% | 77 |
| NOVO-B.CO/AZN.L | -3.18% | $-397K | -0.38 | -23.98% | +46.75% | +29.59% | 77 |
| CEG/NRG | -3.60% | $-450K | -0.14 | -31.69% | +51.77% | +36.26% | 141 |
| BNP.PA/SAN.MC | -3.65% | $-457K | -0.41 | -20.05% | +46.75% | +30.81% | 77 |
| 055550.KS/105560.KS | -3.94% | $-492K | -0.41 | -24.17% | +49.35% | +32.23% | 77 |
| ASML/AMAT | -4.81% | $-601K | -0.31 | -25.80% | +48.23% | +29.97% | 141 |
| 9618.HK/3690.HK | -6.07% | $-759K | -0.65 | -11.82% | +49.35% | +31.62% | 77 |
| 300059.SZ/600030.SS | -6.25% | $-782K | -0.78 | -16.28% | +46.75% | +28.41% | 77 |
| AMZN/SHOP | -6.39% | $-799K | -0.80 | -17.09% | +46.75% | +28.45% | 77 |
| 9888.HK/1024.HK | -6.61% | $-826K | -0.76 | -21.36% | +48.05% | +30.10% | 77 |
| MRVL/ON | -8.03% | $-1.0M | -0.17 | -41.12% | +49.65% | +48.76% | 141 |
| 601318.SS/601628.SS | -8.22% | $-1.0M | -1.08 | -22.24% | +50.65% | +27.33% | 77 |
| 300750.SZ/002594.SZ | -8.26% | $-1.0M | -0.87 | -23.27% | +51.95% | +32.28% | 77 |
| XOM/CVX | -9.01% | $-1.1M | -1.04 | -20.04% | +46.75% | +30.15% | 77 |
| 6861.T/6954.T | -10.89% | $-1.4M | -1.40 | -24.82% | +46.75% | +27.79% | 77 |
| 1810.HK/2382.HK | -11.38% | $-1.4M | -1.39 | -21.59% | +50.65% | +29.03% | 77 |
| 4568.T/4502.T | -13.08% | $-1.6M | -1.57 | -30.38% | +46.75% | +29.63% | 77 |
| MSFT/CRM | -13.59% | $-1.7M | -1.46 | -20.06% | +45.45% | +32.50% | 77 |
| 6758.T/6501.T | -14.45% | $-1.8M | -1.95 | -14.45% | +42.86% | +26.96% | 77 |
| 600036.SS/601398.SS | -16.15% | $-2.0M | -1.99 | -17.02% | +41.56% | +29.28% | 77 |
| PLTR/SNOW | -16.17% | $-2.0M | -0.33 | -60.80% | +47.52% | +59.03% | 141 |
| SIE.DE/SCHN.PA | -16.72% | $-2.1M | -1.97 | -21.37% | +49.35% | +30.63% | 77 |
| AIR.PA/SAF.PA | -16.86% | $-2.1M | -2.11 | -16.86% | +42.86% | +28.99% | 77 |
| MC.PA/RMS.PA | -17.35% | $-2.2M | -1.80 | -24.13% | +42.86% | +34.14% | 77 |
| 005930.KS/000660.KS | -17.51% | $-2.2M | -1.88 | -19.33% | +46.75% | +33.24% | 77 |
| COIN/PINS | -19.24% | $-2.4M | -0.29 | -55.25% | +54.61% | +68.70% | 141 |
| 035420.KS/035720.KS | -20.25% | $-2.5M | -2.57 | -22.51% | +41.56% | +29.08% | 77 |
| 2318.HK/2628.HK | -21.40% | $-2.7M | -2.80 | -29.06% | +49.35% | +28.46% | 77 |
| BABA/JD | -21.60% | $-2.7M | -1.18 | -34.64% | +46.81% | +35.72% | 141 |
| NVDA/AMD | -23.62% | $-3.0M | -3.02 | -29.46% | +45.45% | +29.42% | 77 |
| COST/TGT | -23.82% | $-3.0M | -3.57 | -24.47% | +45.45% | +25.42% | 77 |
| 6098.T/4755.T | -26.13% | $-3.3M | -3.77 | -26.51% | +38.96% | +26.62% | 77 |
| 000660.KS/005930.KS | -29.15% | $-3.6M | -1.59 | -44.42% | +46.81% | +37.41% | 141 |
| 601012.SS/600438.SS | -33.59% | $-4.2M | -5.00 | -33.59% | +41.56% | +27.03% | 77 |
| TSLA/RIVN | -36.73% | $-4.6M | -1.26 | -47.12% | +48.94% | +56.31% | 141 |
| 1211.HK/175.HK | -37.22% | $-4.7M | -5.58 | -40.75% | +36.36% | +27.43% | 77 |