← STRATEGY REGISTRYHistorical backtest

ZECUSDTTrend following

Follows changes in the prevailing price trend.

Longzecusdt-2124e099bc

Data updated: 2026-10-19

ANNUAL RETURN (CAGR)93.19%

NET RETURN2,249.88%

MAX MARK DRAWDOWN55.38%

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: 387
Profitable trades: 21.71%
Best calendar month: 275.08%
Worst calendar month: -21.50%
Longest daily underwater spell: 1256 days
Daily return volatility: 3.18%

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 / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022-9.5%19.9%58.9%-2.3%-21.5%-9.3%4.9%-2.8%2.5%-11.7%-2.2%2.4%2023-4.5%-5.7%-4.7%3.7%0.9%22.3%-17.2%-6.3%-8.3%12.3%0.7%13.3%2024-10.8%20.4%-13.1%-7.2%4.1%-8.2%17.5%6.1%-8.2%-6.3%43.2%20.7%2025-9.5%-2.4%-6.2%-18.7%15.3%-5.3%-6.4%6.3%34.4%275.1%26.6%21.7%2026-6.3%-3.7%2.5%19.3%24.4%-9.7%18.2%12.8%60.7%-8.4%——

Calendar-year performance

Period	Strategy	BTC hold
2022	10.81%	-64.22%
2023	0.05%	155.62%
2024	53.46%	121.29%
2025	467.77%	-6.33%
2026	143.28%	-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.