← STRATEGY REGISTRYHistorical backtest

LTCUSDTMean reversion

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Trades deviations from a rolling price distribution.

Longltcusdt-9b562fb678

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)26.86%

NET RETURN212.46%

MAX MARK DRAWDOWN30.39%

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: Long
BTC filter: No
Protective stop: Trailing volatility-based
Signal exit: Yes
Exit rules: Signal / stop loss
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-16 (exclusive)
Closed positions: 130
Profitable trades: 73.08%
Best calendar month: 17.99%
Worst calendar month: -17.50%
Longest daily underwater spell: 224 days
Daily return volatility: 1.51%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022-6.6%12.9%6.9%-4.0%-6.5%11.9%12.6%8.1%1.4%5.7%-6.2%3.3%20231.8%-5.2%6.6%0.0%2.0%16.4%-0.5%-17.5%0.1%3.4%10.9%0.0%20245.3%1.3%9.0%1.4%5.9%-4.4%6.9%-13.4%0.0%0.8%3.2%13.1%20256.1%1.8%-11.6%14.3%18.0%3.3%-1.6%5.8%0.9%3.4%-8.0%3.1%20263.2%11.1%1.3%3.8%-2.4%-16.8%2.1%3.2%7.6%-3.8%——

Calendar-year performance

Period	Strategy	BTC hold
2022	42.87%	-64.22%
2023	15.00%	155.62%
2024	30.26%	121.29%
2025	37.01%	-6.33%
2026	6.56%	-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.