← STRATEGY REGISTRYHistorical backtest

DOTUSDTTrend pullback

Trades pullbacks within an established price trend.

XenonShortdotusdt-72bcc144a6

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)59.41%

NET RETURN832.81%

MAX MARK DRAWDOWN29.74%

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: 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: 2026-10-16 (exclusive)
Closed positions: 224
Profitable trades: 43.30%
Best calendar month: 74.98%
Worst calendar month: -9.95%
Longest daily underwater spell: 397 days
Daily return volatility: 2.29%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC202218.1%0.9%-9.2%8.9%-3.9%8.4%-6.4%-4.7%-0.8%1.1%5.2%18.7%2023-1.8%-3.6%0.0%-5.1%4.7%16.1%-0.8%3.2%-2.0%4.8%0.0%0.0%2024-1.7%-5.5%-7.0%34.6%2.4%-0.3%-2.8%-5.7%3.3%0.9%3.3%29.1%202517.4%17.3%-9.9%1.6%2.1%8.0%-1.0%-3.3%-3.0%75.0%5.7%28.6%202616.3%6.7%0.0%-4.9%-6.0%9.6%1.3%3.7%0.0%0.0%——

Calendar-year performance

Period	Strategy	BTC hold
2022	37.23%	-64.22%
2023	14.75%	155.62%
2024	51.15%	121.29%
2025	206.78%	-6.33%
2026	27.75%	-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.