← STRATEGY REGISTRYHistorical backtest

BCHUSDTMomentum

Follows sustained price momentum with causal signals.

Longbchusdt-db7f798dae

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)50.36%

NET RETURN605.04%

MAX MARK DRAWDOWN43.62%

BTC BUY & HOLD77.84%

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: Long
BTC filter: No
Protective stop: Fixed
Signal exit: Yes
Exit rules: Signal / stop loss
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-16 (exclusive)
Closed positions: 356
Profitable trades: 19.94%
Best calendar month: 181.81%
Worst calendar month: -18.09%
Longest daily underwater spell: 756 days
Daily return volatility: 2.78%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC20223.0%6.4%-5.6%-2.5%-5.3%-10.1%38.4%4.1%-2.6%-0.6%4.2%-9.1%202314.0%2.0%-7.3%-9.4%-4.9%181.8%-18.1%3.3%21.6%-1.3%-8.0%7.5%20246.5%24.0%73.6%-3.6%8.7%-6.1%-5.4%2.5%14.4%-9.0%-8.9%-9.2%2025-4.4%-0.9%1.6%20.2%-9.2%4.5%0.5%1.4%3.3%-3.4%3.1%-4.2%2026-7.8%-2.5%-8.6%-2.0%-3.3%-4.9%-1.3%26.4%24.1%-0.7%——

Calendar-year performance

Period	Strategy	BTC hold
2022	13.45%	-64.22%
2023	162.69%	155.62%
2024	88.18%	121.29%
2025	10.40%	-6.33%
2026	13.87%	-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.