← STRATEGY REGISTRYHistorical backtest

BCHUSDTTrend following

TradingView ↗

Follows changes in the prevailing price trend.

Longbchusdt-6740c0a8c1

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)48.89%

NET RETURN572.61%

MAX MARK DRAWDOWN34.79%

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 PRO replay.

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: 242
Profitable trades: 23.14%
Best calendar month: 58.46%
Worst calendar month: -10.64%
Longest daily underwater spell: 328 days
Daily return volatility: 1.99%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022-6.4%10.8%-1.3%-2.3%3.5%-10.6%34.3%-9.2%-2.1%3.2%1.4%-7.9%20233.9%7.2%-1.1%1.7%-9.2%58.5%-9.3%-9.0%24.5%-8.9%-6.7%16.6%2024-4.1%16.9%24.9%10.1%4.7%9.8%16.1%-6.8%1.8%3.4%8.8%18.5%2025-1.3%-4.2%-8.0%-4.9%11.9%12.8%5.9%9.0%2.4%18.0%-1.9%4.0%20264.4%-6.2%-4.3%-3.4%-4.0%-5.2%-6.7%25.6%5.7%-2.0%——

Calendar-year performance

Period	Strategy	BTC hold
2022	6.30%	-64.22%
2023	64.13%	155.62%
2024	159.73%	121.29%
2025	48.44%	-6.33%
2026	0.00%	-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

PRO pro-fast 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 retain PRO evidence. Current instrument constraints are applied retrospectively. Leveraged simulations do not model exchange liquidation. Calculation cutoff: 2026-10-16, exclusive.