← STRATEGY REGISTRYHistorical backtest

ARBUSDTTrend pullback

Trades pullbacks within an established price trend.

Shortarbusdt-dae6837e97

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)95.60%

NET RETURN993.76%

MAX MARK DRAWDOWN30.10%

BTC BUY & HOLD199.80%

Cumulative return

StrategyBTC spot buy-and-hold

Drawdown

StrategyBTC spot buy-and-hold

Daily observations. Headline Max Mark DD uses the full native-resolution simulation.

Strategy profile

Direction: Short
BTC filter: No
Protective stop: Trailing
Signal exit: Yes
Exit rules: Signal / stop loss
Position sizing: Notional allocation
Backtest start: 2023-03-23
Backtest end: 2026-10-16 (exclusive)
Closed positions: 147
Profitable trades: 46.26%
Best calendar month: 53.85%
Worst calendar month: -9.96%
Longest daily underwater spell: 223 days
Daily return volatility: 2.74%

Rolling 12-month return

StrategyBTC spot buy-and-hold

Trailing calendar-year return, without annualizing shorter windows. The first 12 months have no values.

Quarterly returns

StrategyBTC spot buy-and-hold

Full calendar quarters only; partial quarters excluded. Consistency is the share of these quarters with a positive strategy return.

Time below previous peak

StrategyBTC spot buy-and-hold

Days since the previous daily equity peak; resets to zero when that peak is recovered.

Rolling 90-day BTC correlation

Strategy versus BTC

Correlation of daily returns over 90 complete daily observations, from −1 to +1. Gaps mean undefined correlation. This does not indicate whether BTC is used in signals.

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2023——0.0%-3.1%14.5%5.8%-0.2%11.2%-5.9%5.0%-1.9%-1.9%20240.0%-5.4%1.3%53.8%4.5%37.1%17.2%-2.0%-10.0%-4.4%4.0%-2.1%2025-5.8%31.2%37.7%1.5%-1.0%-0.9%-2.2%-3.3%10.0%43.8%29.1%-8.5%202611.0%19.2%4.3%-5.2%4.0%13.5%-7.8%-2.6%0.0%0.0%——

Calendar-year performance

Period	Strategy	BTC hold
2023	23.69%	54.17%
2024	112.72%	121.29%
2025	199.35%	-6.33%
2026	38.87%	-6.18%

First and last periods may be partial. Returns are not annualized.

Reading this report

Both curves begin at zero percent on the same effective start date. BTC is a spot buy-and-hold benchmark.

Profitable trades counts fully closed positions after costs and funding. It is not the percentage of positive days.

Different start dates describe different market histories; compare periods before comparing rankings.

Methodology & limitations

Historical simulation. Closed-bar signals and next-open execution; fees, slippage and historical funding included. BTC spot benchmark includes entry costs and no perpetual funding. Account value is compounded continuously without annual resets.

Observed research periods are not untouched out-of-sample data. Daily analytics use QuantStats; headline financial metrics use the saved backtest. Current instrument constraints are applied retrospectively. Leveraged simulations do not model exchange liquidation. Calculation cutoff: 2026-10-16, exclusive.