← STRATEGY REGISTRYHistorical backtest

RUNEUSDTTrend pullback

Trades pullbacks within an established price trend.

Shortruneusdt-47b965ce3c

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)87.25%

NET RETURN1,916.11%

MAX MARK DRAWDOWN41.29%

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: 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: 139
Profitable trades: 48.20%
Best calendar month: 71.39%
Worst calendar month: -15.34%
Longest daily underwater spell: 313 days
Daily return volatility: 2.97%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC202217.8%1.2%0.0%40.4%10.7%20.2%-10.7%28.3%11.6%-1.0%-0.5%-4.6%2023-3.8%5.7%-7.8%-3.5%12.6%4.8%4.4%-2.6%-2.3%-2.9%0.0%1.3%20248.3%0.0%0.0%31.8%-2.6%19.5%8.5%-12.4%5.6%0.0%-3.3%14.2%202571.4%34.2%-15.3%-8.0%-5.0%10.1%6.7%8.3%-7.9%44.0%25.2%-3.2%20266.2%11.9%-6.0%-4.2%1.2%0.4%-3.5%2.7%0.0%4.6%——

Calendar-year performance

Period	Strategy	BTC hold
2022	167.33%	-64.22%
2023	4.45%	155.62%
2024	84.15%	121.29%
2025	248.27%	-6.33%
2026	12.59%	-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.