← STRATEGY REGISTRYHistorical backtest

LINKUSDTBand mean reversion

Shorts upper-band price deviations within a range and volatility filter. Positions exit as price returns toward the band center or through protective orders.

ActiveShortlinkusdt-884edd8504

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)8.61%

NET RETURN48.49%

MAX MARK DRAWDOWN45.76%

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: 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: 27
Profitable trades: 70.37%
Best calendar month: 28.96%
Worst calendar month: -30.43%
Longest daily underwater spell: 1187 days
Daily return volatility: 1.69%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC20220.0%0.0%0.0%0.0%0.0%11.4%11.6%-4.5%9.1%0.0%18.9%10.2%20230.0%5.0%0.3%5.1%0.0%0.0%-7.6%2.2%-8.6%-14.9%0.0%8.2%20240.0%-19.0%29.0%0.0%0.0%0.0%0.0%8.6%4.9%0.0%-30.4%0.0%20259.9%0.0%0.0%-1.1%3.1%0.0%0.0%-17.6%0.0%0.0%0.0%9.1%20260.0%5.8%8.6%0.0%0.0%0.0%0.0%0.0%-3.1%7.6%——

Calendar-year performance

Period	Strategy	BTC hold
2022	69.49%	-64.24%
2023	-12.08%	155.62%
2024	-17.31%	121.29%
2025	0.66%	-6.33%
2026	19.70%	-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.