← STRATEGY REGISTRYHistorical backtest

INJUSDTTrend following

Follows changes in the prevailing price trend.

Longinjusdt-ebefdabaf1

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)114.82%

NET RETURN2,323.24%

MAX MARK DRAWDOWN40.58%

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: Fixed
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: 95
Profitable trades: 12.63%
Best calendar month: 110.37%
Worst calendar month: -8.10%
Longest daily underwater spell: 1027 days
Daily return volatility: 2.51%

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%-2.4%31.2%-1.9%0.0%202390.9%26.3%7.6%76.0%5.2%-3.6%-3.4%-1.2%0.0%84.8%13.5%110.4%2024-8.1%-2.3%-4.7%0.0%-1.2%-4.6%-2.3%0.0%-2.4%-2.4%-3.4%0.0%2025-1.2%0.0%0.0%0.0%20.9%-1.4%-1.2%-5.8%-1.2%0.0%0.0%0.0%2026-3.5%0.0%0.0%-1.2%25.0%-4.7%-4.6%0.0%23.0%-5.8%——

Calendar-year performance

Period	Strategy	BTC hold
2022	25.67%	-30.49%
2023	1,849.57%	155.62%
2024	-27.38%	121.29%
2025	8.45%	-6.33%
2026	25.58%	-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.