← STRATEGY REGISTRYHistorical backtest

FILUSDTMean reversion

Trades price exhaustion and subsequent mean reversion.

Shortfilusdt-5f592a92b2

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)56.22%

NET RETURN746.70%

MAX MARK DRAWDOWN49.85%

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: 644
Profitable trades: 31.06%
Best calendar month: 82.14%
Worst calendar month: -31.74%
Longest daily underwater spell: 373 days
Daily return volatility: 3.39%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC202218.3%17.3%22.3%25.3%47.1%12.6%-15.6%15.1%-4.2%8.4%4.6%17.7%2023-17.5%-13.8%21.1%-9.9%18.9%0.4%2.2%16.7%-7.0%-5.1%-13.0%-31.7%202446.2%-26.3%11.6%17.9%9.6%9.7%-20.2%20.8%6.4%2.4%-23.6%-1.1%20255.6%17.2%-11.4%3.0%1.3%12.3%4.2%-1.7%-14.2%-15.3%82.1%10.2%20264.2%15.8%3.9%-14.1%8.6%14.3%5.7%17.5%-17.7%-5.8%——

Calendar-year performance

Period	Strategy	BTC hold
2022	337.27%	-64.22%
2023	-42.13%	155.62%
2024	35.28%	121.29%
2025	92.04%	-6.33%
2026	28.80%	-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.