Global Information

Review the comprehensive results of your backtested strategy, including underlying assets, duration, applied strategies, and CPPI settings, to refine your investment approach.

Deciphering Global Information from Your Backtest Results

After conducting a backtest of your investment strategy, the global information section provides a detailed summary of the settings, choices, and parameters you applied. This overview allows you to review and assess how each decision contributed to the strategy's performance. Here’s a breakdown of what you’ll find:

Underlyings: The Foundation of Your Strategy

This part lists the cryptocurrencies included in your backtest, such as BTCUSDT, ETHUSDT, providing insight into the market instruments that underpinned your investment approach.

Backtest Duration: The Scope of Your Analysis

Displays the length of time over which the backtest was conducted, offering a long-term perspective on performance. For instance, a duration of 4 years, 9 months, and 25 days indicates extensive testing over varied market conditions.

Strategy: Your Approach to Maximizing Returns

Specifies the strategy type utilized in the backtest, such as focusing on the Sharpe Ratio to enhance risk-adjusted returns, giving you clarity on the strategic focus.

Selected Tags: Tailoring Your Market Focus

If applicable, this would detail the market segments or sectors you opted to include, helping tailor your strategy to specific areas of interest. In this example, no specific tags were selected, indicating a broad market approach.

Excluded Tags: Defining What’s Out

Lists any sectors or asset types deliberately excluded from your strategy, ensuring your investment aligns with your preferences or risk considerations. Blank in this scenario, suggesting an open selection criteria.

Weighting Constraints: Balancing Your Portfolio

Minimum Weighting Constraint: Shows the floor for asset allocation within your portfolio. A 0% minimum implies flexibility in asset distribution.

Maximum Weighting Constraint: Reveals the ceiling for single asset allocation, set at 49% here to avoid overexposure to any one asset.

CPPI Strategy Details: Enhancing Protection

Details the CPPI approach, with "Drawdown" indicating an adaptable floor value that increases with the portfolio's peak value, ensuring dynamic capital protection.

CPPI Parameters: Setting Your Safety Net

CPPI Floor: Indicates the protected portion of the portfolio, with 1% here marking the guaranteed capital level.

CPPI Multiplier: Defines the leverage on the cushion for investing in risky assets. A multiplier of 1 suggests a cautious strategy without additional leverage.

Initial Investment: Your Starting Point

Start USDT: Specifies the amount of USDT used to initiate the backtest, providing a baseline for evaluating investment growth and strategy effectiveness.

This comprehensive summary of your backtested strategy offers a valuable reference for evaluating the outcomes and making informed adjustments to optimize your investment approach. By understanding each component, you can refine your strategy to better align with your investment goals and risk tolerance.

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