← STRATEGY REGISTRYHistorical backtest

SANDUSDTTrend pullback

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Trades pullbacks within an established price trend.

Shortsandusdt-0a1535f137

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)81.13%

NET RETURN1,619.32%

MAX MARK DRAWDOWN31.60%

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: Short
BTC filter: No
Protective stop: 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: 395
Profitable trades: 28.10%
Best calendar month: 43.71%
Worst calendar month: -11.95%
Longest daily underwater spell: 159 days
Daily return volatility: 2.46%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC202243.7%24.4%-8.4%34.7%-11.3%18.7%-11.9%12.6%-3.4%4.3%11.1%17.4%2023-10.0%2.3%3.2%-11.7%-3.2%20.4%-3.2%14.5%0.5%1.0%-3.3%-11.3%202422.4%-9.9%13.3%37.0%-6.8%8.6%14.6%26.5%1.8%3.7%-5.1%10.2%2025-3.5%9.5%2.6%8.8%0.1%-7.9%4.6%-9.9%4.6%14.0%26.8%7.1%20268.2%3.3%-0.0%-3.6%3.7%19.7%-3.1%-2.4%-7.0%11.7%——

Calendar-year performance

Period	Strategy	BTC hold
2022	202.66%	-64.22%
2023	-5.80%	155.62%
2024	176.92%	121.29%
2025	65.73%	-6.33%
2026	31.39%	-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.