Strategy Backtesting & Replay
Historischer Replay (synthetisch) über State Machines — Kosten & Drawdown nur modelliert.
Suite Summary
- Series
- 10
- Runs
- 15
- Pass
- 11
- Fail
- 4
pb-cash-parking · Stable Normal 30d
- State changes
- 0
- Max drawdown
- 0.0 %
- Stability
- 1.00
pb-cash-parking / stable_normal_30d: PASS — 0 changes, drawdown 0.0%, stability 1.00 | failures: none
pb-stable-lending · Stable Normal 30d
- State changes
- 1
- Max drawdown
- 0.0 %
- Stability
- 0.99
pb-stable-lending / stable_normal_30d: PASS — 1 changes, drawdown 0.0%, stability 0.99 | failures: none
pb-stable-lp · Stable Normal 30d
- State changes
- 0
- Max drawdown
- 0.0 %
- Stability
- 1.00
pb-stable-lp / stable_normal_30d: PASS — 0 changes, drawdown 0.0%, stability 1.00 | failures: none
pb-stable-lp · Stable Depeg Recovery 30d
- State changes
- 1
- Max drawdown
- 35.9 %
- Stability
- 0.99
max_drawdown_exceeded:35.9
pb-stable-lp / stable_depeg_recovery_30d: FAIL — 1 changes, drawdown 35.9%, stability 0.99 | failures: max_drawdown_exceeded:35.9
pb-cash-parking · Stable Depeg Recovery 30d
- State changes
- 3
- Max drawdown
- 5.0 %
- Stability
- 0.98
pb-cash-parking / stable_depeg_recovery_30d: PASS — 3 changes, drawdown 5.0%, stability 0.98 | failures: none
pb-stable-lp · Stable Depeg Failure 30d
- State changes
- 3
- Max drawdown
- 4.3 %
- Stability
- 0.98
pb-stable-lp / stable_depeg_failure_30d: PASS — 3 changes, drawdown 4.3%, stability 0.98 | failures: none
pb-stable-lending · Stable Depeg Failure 30d
- State changes
- 1
- Max drawdown
- 0.3 %
- Stability
- 0.99
critical_depeg_no_reduce_exit
pb-stable-lending / stable_depeg_failure_30d: FAIL — 1 changes, drawdown 0.3%, stability 0.99 | failures: critical_depeg_no_reduce_exit
pb-stable-lending · Lending Utilization Spike 30d
- State changes
- 1
- Max drawdown
- 19.4 %
- Stability
- 0.99
pb-stable-lending / lending_utilization_spike_30d: PASS — 1 changes, drawdown 19.4%, stability 0.99 | failures: none
pb-stable-lp · Stable LP Imbalance 30d
- State changes
- 1
- Max drawdown
- 7.7 %
- Stability
- 0.99
pb-stable-lp / stable_lp_imbalance_30d: PASS — 1 changes, drawdown 7.7%, stability 0.99 | failures: none
pb-stable-lp · Liquidity Drop 30d
- State changes
- 1
- Max drawdown
- 21.5 %
- Stability
- 0.99
pb-stable-lp / liquidity_drop_30d: PASS — 1 changes, drawdown 21.5%, stability 0.99 | failures: none
pb-stable-lending · Protocol Pause Event 30d
- State changes
- 1
- Max drawdown
- 12.2 %
- Stability
- 0.99
protocol_paused_missing_exit
pb-stable-lending / protocol_pause_event_30d: FAIL — 1 changes, drawdown 12.2%, stability 0.99 | failures: protocol_paused_missing_exit
pb-stable-lp · Protocol Pause Event 30d
- State changes
- 3
- Max drawdown
- 15.7 %
- Stability
- 0.98
pb-stable-lp / protocol_pause_event_30d: PASS — 3 changes, drawdown 15.7%, stability 0.98 | failures: none
pb-stable-lending · Data Outage 7d
- State changes
- 3
- Max drawdown
- 4.0 %
- Stability
- 0.94
pb-stable-lending / data_outage_7d: PASS — 3 changes, drawdown 4.0%, stability 0.94 | failures: none
pb-stable-lending · Reward Accumulation 30d
- State changes
- 1
- Max drawdown
- 0.0 %
- Stability
- 0.99
pb-stable-lending / reward_accumulation_30d: PASS — 1 changes, drawdown 0.0%, stability 0.99 | failures: none
pb-stable-lending · Stable Oscillation Stress 30d
- State changes
- 2
- Max drawdown
- 42.9 %
- Stability
- 0.75
max_drawdown_exceeded:42.9
pb-stable-lending / stable_oscillation_stress_30d: FAIL — 2 changes, drawdown 42.9%, stability 0.75 | failures: max_drawdown_exceeded:42.9