← STRATEGY REGISTRYHistorical backtest

DOTUSDTMean reversion

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Trades price exhaustion and subsequent mean reversion.

Shortdotusdt-b58868f00a

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)59.15%

NET RETURN825.46%

MAX MARK DRAWDOWN38.44%

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: Short
BTC filter: No
Protective stop: Volatility-based
Signal exit: Yes
Exit rules: Signal / stop loss / take profit
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-16 (exclusive)
Closed positions: 84
Profitable trades: 58.33%
Best calendar month: 62.15%
Worst calendar month: -19.85%
Longest daily underwater spell: 667 days
Daily return volatility: 2.27%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC20220.0%10.6%-9.0%11.3%1.1%62.1%-7.8%0.0%11.3%12.8%-3.6%10.6%2023-6.2%1.1%-3.6%-6.0%1.7%-6.7%-6.3%10.5%1.4%-1.7%-4.3%-16.9%202421.4%-19.9%1.5%43.5%-3.7%9.8%22.0%-8.8%-8.4%-13.2%-7.2%0.0%202533.1%38.5%17.6%-9.5%3.0%14.9%-2.8%18.5%-14.6%20.2%21.8%21.8%2026-7.2%-12.9%10.9%21.8%1.5%7.2%10.7%-12.3%-18.2%29.0%——

Calendar-year performance

Period	Strategy	BTC hold
2022	126.65%	-64.22%
2023	-33.06%	155.62%
2024	22.99%	121.29%
2025	307.31%	-6.33%
2026	21.77%	-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.