Backtest Results
Synthetic benchmark of the Open Grid adaptive momentum engine. Not a live trading record.
Total Return
+148.8%
Annual Return
+18.8%
Annual Volatility
11.2%
Sharpe Ratio
1.67
Max Drawdown
-11.3%
Engine source: engine.py. Past simulated performance is not indicative of future results. Before live deployment, validate against tick-level data, slippage, and commissions.