← STRATEGY REGISTRYHistorical backtest

XMRUSDTMean reversion

Trades price exhaustion and subsequent mean reversion.

Longxmrusdt-e935275e70

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)80.43%

NET RETURN1,556.87%

MAX MARK DRAWDOWN45.57%

BTC BUY & HOLD94.07%

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: 2022-01-14
Backtest end: 2026-10-18 (exclusive)
Closed positions: 794
Profitable trades: 68.64%
Best calendar month: 42.04%
Worst calendar month: -24.10%
Longest daily underwater spell: 357 days
Daily return volatility: 2.37%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022-10.2%5.0%16.0%7.6%-5.7%-24.1%11.1%17.0%4.4%8.1%2.3%4.2%2023-5.5%-7.8%11.0%7.6%1.6%7.4%5.6%0.2%1.3%15.5%4.7%9.9%20248.3%11.9%-6.3%6.9%29.9%11.5%-6.6%-19.6%-0.1%-1.6%15.9%30.4%2025-0.5%-6.3%-9.6%2.9%10.3%-1.7%16.6%-9.6%12.1%17.1%42.0%7.1%20262.2%-3.2%2.4%9.2%2.8%9.8%9.5%28.6%3.3%10.2%——

Calendar-year performance

Period	Strategy	BTC hold
2022	31.88%	-60.60%
2023	61.55%	155.62%
2024	96.36%	121.29%
2025	97.80%	-6.33%
2026	100.23%	-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.