← STRATEGY REGISTRYHistorical backtest

INJUSDTTrend following

Follows changes in the prevailing price trend.

Longinjusdt-a51ad40176

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)84.74%

NET RETURN1,192.10%

MAX MARK DRAWDOWN60.47%

BTC BUY & HOLD242.44%

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: ATR
Signal exit: Yes
Exit rules: Signal / stop loss
Position sizing: Notional allocation
Backtest start: 2022-08-17
Backtest end: 2026-10-18 (exclusive)
Closed positions: 187
Profitable trades: 16.04%
Best calendar month: 128.69%
Worst calendar month: -11.33%
Longest daily underwater spell: 452 days
Daily return volatility: 2.81%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022———————0.0%-2.7%6.6%-7.2%-7.7%2023128.7%7.1%-4.2%48.5%-0.1%9.5%-5.9%-7.9%-6.0%83.7%2.4%111.8%20240.5%-5.3%-3.5%-2.5%-10.4%-3.5%17.0%-7.8%17.2%-5.0%19.1%-6.5%202513.7%-5.6%-7.1%-3.4%28.8%-4.4%23.8%-11.1%-6.3%-6.7%-2.2%-11.3%2026-8.0%-4.2%-1.6%-7.3%-1.6%-4.4%-9.6%24.3%45.8%-7.4%——

Calendar-year performance

Period	Strategy	BTC hold
2022	-11.15%	-30.49%
2023	1,137.42%	155.62%
2024	3.48%	121.29%
2025	-1.00%	-6.33%
2026	14.71%	-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.