← STRATEGY REGISTRYHistorical backtest

ETHUSDTBand / RSI mean reversion

Buys lower-band price deviations and shorts overbought RSI conditions. Trend filters and market-regime vetoes constrain entries; positions exit on signal normalization or protective orders.

ActiveLong & Shortethusdt-9955821552

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)46.30%

NET RETURN518.42%

MAX MARK DRAWDOWN26.46%

BTC BUY & HOLD77.76%

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 & 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: 91
Profitable trades: 73.63%
Best calendar month: 21.48%
Worst calendar month: -10.48%
Longest daily underwater spell: 428 days
Daily return volatility: 1.40%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC202210.7%3.7%-5.4%-0.4%8.1%8.3%5.1%16.4%19.0%9.7%12.5%0.0%20234.0%-7.7%0.0%-4.3%0.0%0.0%0.0%1.2%0.9%8.0%0.9%-4.8%20240.0%3.8%6.5%0.0%-1.3%0.0%20.9%0.0%-0.6%0.0%11.3%0.0%20250.0%1.5%10.7%16.0%21.5%2.8%13.5%-2.6%0.0%0.0%-1.2%-2.5%20260.0%0.0%-10.5%0.0%0.0%2.0%2.8%13.0%4.4%0.0%——

Calendar-year performance

Period	Strategy	BTC hold
2022	127.08%	-64.24%
2023	-2.67%	155.62%
2024	45.91%	121.29%
2025	73.12%	-6.33%
2026	10.77%	-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

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.