← STRATEGY REGISTRYHistorical backtest

ZECUSDTTrend pullback

Trades pullbacks within an established price trend.

Longzecusdt-0315ecbcb9

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)114.65%

NET RETURN3,793.20%

MAX MARK DRAWDOWN47.99%

BTC BUY & HOLD76.24%

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 / time limit
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-18 (exclusive)
Closed positions: 110
Profitable trades: 30.00%
Best calendar month: 392.93%
Worst calendar month: -12.60%
Longest daily underwater spell: 1071 days
Daily return volatility: 3.28%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC20220.0%-5.7%10.9%-10.5%0.0%0.0%-6.5%13.2%0.0%-0.9%-2.7%0.0%2023-5.2%-1.6%-5.7%-5.1%0.0%22.3%-12.6%-1.4%-4.9%-1.0%-10.4%0.0%20240.0%9.5%-5.8%-0.7%6.1%-4.8%-3.2%6.2%0.0%1.9%21.6%22.1%20250.0%-3.2%5.1%2.9%-3.6%-2.5%-0.5%-3.1%65.1%392.9%17.9%0.0%2026-4.2%0.0%0.0%44.5%55.6%-1.2%10.2%0.0%59.4%0.0%——

Calendar-year performance

Period	Strategy	BTC hold
2022	-4.50%	-64.22%
2023	-25.67%	155.62%
2024	61.00%	121.29%
2025	810.12%	-6.33%
2026	274.33%	-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.