SAMPLE REPORT
Sample Backtest Report
This is an illustrative example of the detailed performance analysis you'll receive with Black Label Bots.
Strategy Summary
Strategy Name
Momentum Breakout v2.1
Backtest Period
Oct 2025 - Apr 2026
Instrument
ES/MES
Timeframe
5 Minute
Trades Executed
347
Account Size (Simulated)
$25,000
Win Rate
58.2%
↑ 202 wins
Total Trades
347
6 months duration
Net P&L
+$6,847
27.4% gain
Max Drawdown
-$2,340
-9.36% of account
Sharpe Ratio
1.84
Risk-adjusted returns
Profit Factor
2.12
Win/Loss ratio
Performance Analysis
Equity Curve
Trades by Day of Week
Trades by Hour (EST)
Trade Distribution: Winners vs Losers
Monthly Performance Breakdown
| Month | Trades | Wins | Losses | Win % | Profit/Loss | Avg Trade | Max Win | Max Loss |
|---|---|---|---|---|---|---|---|---|
| October 2025 | 52 | 31 | 21 | 59.6% | +$1,245 | +$23.94 | +$187 | -$156 |
| November 2025 | 58 | 33 | 25 | 56.9% | +$892 | +$15.38 | +$203 | -$198 |
| December 2025 | 48 | 26 | 22 | 54.2% | +$512 | +$10.67 | +$145 | -$189 |
| January 2026 | 68 | 40 | 28 | 58.8% | +$1,834 | +$26.97 | +$267 | -$212 |
| February 2026 | 62 | 37 | 25 | 59.7% | +$1,623 | +$26.18 | +$289 | -$201 |
| March 2026 | 59 | 35 | 24 | 59.3% | +$741 | +$12.56 | +$176 | -$167 |
Risk Analysis
Max Consecutive Losses
5 trades
Largest Drawdown
$2,340 (-9.36%)
Drawdown Recovery Time
8 trading days
Avg Win
+$33.94
Avg Loss
-$16.03
Win/Loss Ratio
2.12x
Largest Win
+$289
Largest Loss
-$212
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