STRATEGIES
← STRATEGY REGISTRYHistorical backtest

CROUSDTTrend pullback

TW

Trades pullbacks within an established price trend.

Shortcrousdt-05ce62ab79

Data updated:

ANNUAL RETURN (CAGR)55.89%
NET RETURN740.12%
MAX MARK DRAWDOWN30.60%
BTC BUY & HOLD76.24%

Cumulative return

StrategyBTC spot buy-and-hold
Strategy versus BTC spot buy-and-hold cumulative return, percent

Drawdown

StrategyBTC spot buy-and-hold
Daily strategy and BTC drawdown, percent

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
2022-01-01
Backtest end
2026-10-18 (exclusive)
Closed positions
156
Profitable trades
48.72%
Best calendar month
57.89%
Worst calendar month
-12.58%
Longest daily underwater spell
563 days
Daily return volatility
2.35%

Rolling 12-month return

StrategyBTC spot buy-and-hold
Rolling 12-month return

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

Quarterly returns

StrategyBTC spot buy-and-hold
Quarterly returns

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
Time below previous peak

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

Rolling 90-day BTC correlation

Strategy versus BTC
Rolling 90-day BTC correlation

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC20220.0%8.0%-3.5%15.8%23.4%39.1%-10.1%0.0%18.7%-2.7%28.1%14.6%2023-6.2%0.0%-12.4%-2.4%9.9%4.8%-4.5%6.6%-5.9%-5.9%0.0%0.0%20244.9%-4.9%0.0%-12.6%10.2%17.1%8.5%-0.3%-2.8%5.1%0.6%0.5%2025-7.5%57.9%-5.5%-11.2%0.0%9.8%-2.4%0.0%-4.6%47.0%20.1%-1.6%2026-2.3%8.7%-6.1%-2.6%-4.9%10.8%3.5%3.8%0.0%6.2%——

Calendar-year performance

PeriodStrategyBTC hold
2022215.71%-64.22%
2023-16.74%155.62%
202425.74%121.29%
2025117.85%-6.33%
202616.68%-7.02%

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: 2026-10-18, exclusive.