← STRATEGY REGISTRYHistorical backtest

ETCUSDTMean reversion

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Trades price exhaustion and subsequent mean reversion.

Shortetcusdt-7eb72fb7ea

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)63.41%

NET RETURN950.27%

MAX MARK DRAWDOWN30.52%

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: 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: 459
Profitable trades: 32.46%
Best calendar month: 81.38%
Worst calendar month: -20.15%
Longest daily underwater spell: 243 days
Daily return volatility: 2.33%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022-2.4%-4.1%-3.9%81.4%-13.9%35.3%-1.8%16.9%-9.9%5.4%11.5%0.4%2023-16.3%6.9%9.1%4.9%11.4%-6.5%7.8%15.2%-4.8%-1.8%0.5%11.0%202416.2%-20.2%-1.0%18.2%0.1%13.9%3.4%-3.5%6.6%-3.9%-6.1%21.4%2025-16.3%8.4%15.7%-2.6%-6.7%4.6%3.3%-12.0%2.7%-0.6%16.6%20.0%20269.9%14.1%-2.3%0.4%-0.6%11.0%11.4%12.9%0.9%1.9%——

Calendar-year performance

Period	Strategy	BTC hold
2022	132.21%	-64.22%
2023	38.20%	155.62%
2024	44.26%	121.29%
2025	29.47%	-6.33%
2026	75.23%	-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.