← STRATEGY REGISTRYHistorical backtest

UNIUSDTMomentum

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Follows sustained price momentum with causal signals.

Shortuniusdt-fdeccd1fcb

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)62.26%

NET RETURN915.37%

MAX MARK DRAWDOWN36.16%

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: 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: 230
Profitable trades: 39.13%
Best calendar month: 63.94%
Worst calendar month: -18.65%
Longest daily underwater spell: 328 days
Daily return volatility: 2.36%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC202211.7%-0.4%10.5%20.8%6.7%6.5%-7.2%30.2%5.6%-1.4%-2.5%5.4%2023-9.7%1.5%-1.9%0.9%0.0%-2.8%-4.2%26.2%-1.5%-7.0%-17.7%-8.0%20242.4%-1.4%8.7%40.9%4.5%13.3%27.3%5.7%-9.9%-7.5%-17.3%7.7%202514.2%26.9%13.4%8.0%5.3%7.8%-1.2%-1.1%5.3%63.9%8.2%-8.8%202616.5%-18.7%6.7%-9.0%0.3%0.6%-7.2%19.3%-6.7%6.9%——

Calendar-year performance

Period	Strategy	BTC hold
2022	118.00%	-64.22%
2023	-26.00%	155.62%
2024	82.92%	121.29%
2025	235.25%	-6.33%
2026	2.64%	-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.