← STRATEGY REGISTRYHistorical backtest

ALGOUSDTTrend following

↗

Follows changes in the prevailing price trend.

Shortalgousdt-4e901cd6ce

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)72.69%

NET RETURN1,268.12%

MAX MARK DRAWDOWN38.47%

BTC BUY & HOLD77.84%

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: Short
BTC filter: No
Protective stop: Trailing volatility-based
Signal exit: Yes
Exit rules: Signal / stop loss
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-16 (exclusive)
Closed positions: 167
Profitable trades: 46.71%
Best calendar month: 46.02%
Worst calendar month: -23.25%
Longest daily underwater spell: 387 days
Daily return volatility: 2.60%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC202226.1%-1.4%10.0%18.7%21.3%10.0%-2.5%-0.0%-21.8%10.1%29.2%1.8%2023-11.1%0.1%8.1%2.7%11.3%6.6%3.7%18.1%-3.5%-3.6%-23.2%-2.2%202410.2%-12.5%4.2%40.0%-13.5%-1.5%14.5%-3.4%0.3%5.6%1.1%3.0%2025-8.0%43.8%8.3%-0.8%20.0%1.6%0.9%-11.0%2.5%46.0%27.8%15.7%2026-4.0%2.8%0.5%1.5%3.3%17.4%-2.0%8.6%-10.9%-1.7%——

Calendar-year performance

Period	Strategy	BTC hold
2022	138.75%	-64.22%
2023	0.20%	155.62%
2024	46.04%	121.29%
2025	244.53%	-6.33%
2026	13.66%	-6.18%

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. Active means currently in use; it does not establish safety or strategy quality. 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: 2026-10-16, exclusive.