← STRATEGY REGISTRYHistorical backtest

BTCUSDTTrend pullback

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Trades pullbacks within an established price trend.

Longbtcusdt-76d4cb4f86

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)26.01%

NET RETURN202.59%

MAX MARK DRAWDOWN25.28%

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: Fixed percentage
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: 69
Profitable trades: 31.88%
Best calendar month: 38.11%
Worst calendar month: -8.09%
Longest daily underwater spell: 295 days
Daily return volatility: 1.36%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC20220.0%-5.0%11.1%-1.8%0.0%0.0%2.8%-8.1%0.0%-3.7%-1.8%-3.6%202335.8%-6.4%14.2%0.8%-4.2%13.9%-3.4%0.0%-0.8%17.0%-1.5%3.6%2024-2.6%38.1%4.3%-6.2%-1.8%-0.2%-4.5%0.0%6.8%-0.5%19.3%0.7%2025-2.3%0.0%-2.7%11.2%11.8%-0.3%3.6%-0.2%1.5%-3.4%0.0%-3.4%20261.3%0.0%-3.0%9.1%3.2%0.0%-7.1%-1.4%0.8%-0.0%——

Calendar-year performance

Period	Strategy	BTC hold
2022	-10.66%	-64.22%
2023	82.52%	155.62%
2024	57.24%	121.29%
2025	15.46%	-6.33%
2026	2.21%	-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.