← STRATEGY REGISTRYHistorical backtest

PAXGUSDTTrend pullback

Trades pullbacks within an established price trend.

Longpaxgusdt-ab6a46a642

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)16.93%

NET RETURN105.08%

MAX MARK DRAWDOWN13.96%

BTC BUY & HOLD112.42%

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 / take profit
Position sizing: Notional allocation
Backtest start: 2022-03-15
Backtest end: 2026-10-18 (exclusive)
Closed positions: 103
Profitable trades: 37.86%
Best calendar month: 16.12%
Worst calendar month: -3.50%
Longest daily underwater spell: 253 days
Daily return volatility: 0.59%

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%0.0%-1.9%-0.7%-0.7%0.0%-0.4%1.4%4.5%1.6%20234.4%0.0%2.0%-3.2%-0.3%0.0%0.1%-0.2%-1.4%4.6%1.1%0.4%2024-1.2%-1.0%4.5%10.0%1.4%0.0%2.3%-0.6%3.2%2.9%0.0%-1.4%20251.6%4.2%5.0%5.4%-2.2%-0.4%-1.7%0.9%9.9%6.8%0.0%6.3%202616.1%-0.0%-3.5%-3.1%-1.1%0.0%-3.5%4.5%0.0%-0.8%——

Calendar-year performance

Period	Strategy	BTC hold
2022	3.68%	-56.88%
2023	7.57%	155.62%
2024	21.39%	121.29%
2025	41.07%	-6.33%
2026	7.38%	-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.