← STRATEGY REGISTRYHistorical backtest

TRXUSDTMomentum reversal

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Trades changes in price momentum after exhaustion.

Longtrxusdt-1f82fbd525

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)10.42%

NET RETURN60.75%

MAX MARK DRAWDOWN23.83%

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: 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: 230
Profitable trades: 43.48%
Best calendar month: 27.89%
Worst calendar month: -21.62%
Longest daily underwater spell: 570 days
Daily return volatility: 1.12%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC2022-21.6%7.6%2.4%-1.2%24.5%9.9%2.2%-1.7%0.0%1.3%27.9%1.5%2023-0.2%1.0%1.5%6.2%-1.4%-5.0%-4.7%-1.7%0.0%3.8%-0.7%-0.4%20241.5%0.0%-3.0%0.2%-1.5%1.9%2.6%9.2%-1.6%-1.9%5.4%-4.5%2025-3.9%-1.9%3.0%-0.9%-1.5%8.5%0.0%-0.4%6.1%-3.2%-4.5%-1.7%2026-1.3%-0.7%0.1%0.9%0.8%-3.8%-0.8%0.6%2.8%1.7%——

Calendar-year performance

Period	Strategy	BTC hold
2022	54.15%	-64.22%
2023	-2.17%	155.62%
2024	7.86%	121.29%
2025	-1.32%	-6.33%
2026	0.15%	-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.