← STRATEGY REGISTRYHistorical backtest

BCHUSDTTrend following

Follows changes in the prevailing price trend.

Longbchusdt-089ec9340a

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)39.43%

NET RETURN391.15%

MAX MARK DRAWDOWN30.42%

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: Long
BTC filter: No
Protective stop: Volatility-based
Signal exit: Yes
Exit rules: Signal / stop loss / time limit
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-16 (exclusive)
Closed positions: 303
Profitable trades: 26.40%
Best calendar month: 53.21%
Worst calendar month: -13.14%
Longest daily underwater spell: 230 days
Daily return volatility: 2.22%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022-9.2%9.4%0.2%-5.8%2.4%-10.1%36.1%-7.6%-3.7%-1.5%4.0%-10.6%202314.0%5.9%0.2%-3.7%-13.1%53.2%-3.9%-10.5%23.4%-7.4%-9.9%26.7%2024-7.2%11.2%-5.0%6.9%4.5%3.2%24.0%-6.5%9.9%1.8%14.4%15.7%2025-2.1%-9.2%14.2%-3.9%5.6%15.1%5.5%1.7%-0.4%13.9%-5.3%1.6%20262.3%-4.0%-5.9%-4.2%-3.7%-4.6%2.0%27.6%6.0%-2.6%——

Calendar-year performance

Period	Strategy	BTC hold
2022	-4.19%	-64.22%
2023	73.81%	155.62%
2024	94.34%	121.29%
2025	39.03%	-6.33%
2026	9.16%	-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.