← STRATEGY REGISTRYHistorical backtest

APTUSDTTrend following

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Follows changes in the prevailing price trend.

Shortaptusdt-727b803cc3

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)45.89%

NET RETURN351.60%

MAX MARK DRAWDOWN47.03%

BTC BUY & HOLD326.62%

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: Volatility-based
Signal exit: Yes
Exit rules: Signal / stop loss
Position sizing: Notional allocation
Backtest start: 2022-10-19
Backtest end: 2026-10-16 (exclusive)
Closed positions: 314
Profitable trades: 24.20%
Best calendar month: 35.53%
Worst calendar month: -17.82%
Longest daily underwater spell: 329 days
Daily return volatility: 2.52%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022—————————0.0%0.9%14.7%2023-4.7%32.1%-4.4%-10.3%13.6%16.1%2.6%22.5%-15.6%2.7%-8.8%-8.8%20240.3%-10.1%-8.8%35.5%-6.7%5.5%15.3%10.5%-4.8%-10.7%3.9%31.6%2025-7.2%16.8%11.3%2.7%11.9%1.6%5.7%-6.0%-4.8%17.8%17.4%-0.5%202626.8%22.8%-4.2%-17.8%-10.9%0.3%-7.0%15.9%-4.9%-9.4%——

Calendar-year performance

Period	Strategy	BTC hold
2022	15.71%	-14.18%
2023	29.08%	155.62%
2024	62.36%	121.29%
2025	83.06%	-6.33%
2026	1.73%	-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.