BTC
● Active since Aug 2026
ETH
● Active since Aug 2026
BNB
● Active since Aug 2026
SOL
Research phase
Historical simulations for BTC, ETH and BNB.
These backtests cover selected final configurations, not every candidate evaluated during research. The strategy logic is proprietary and confidential.
The trade logs include positive and negative trades. Returns and drawdowns are shown without selectively excluding results.
Backtest figures are simulated and do not represent executed trades or actual account returns. Past results do not predict future performance. The published record is kept separately and starts in August 2026.
Full Access is not open yet. One subscription will include all strategies.
Historical market data sourced directly from the Binance API.
Realized P&L by month (exit date) across all 557 trades
Profitable months: 86 of 106 (81%), counting months with at least one closed trade
Fixed-strategy performance across the common 35% to 80% split grid
The fixed final configuration is evaluated at 10 chronological split points. The earlier-period share increases from 35% to 80% in 5-point steps, while the remaining 65% to 20% is reported as the later-period share.
The same final configuration is applied to every split. These historical periods were included in the research used to select the final configuration, so the results are not independent validation on previously unseen data. The 10 windows overlap and should not be interpreted as 10 independent tests. The same split methodology is used for each market, but the historical periods differ.
| Split % | Earlier-period return | Later-period return | Earlier-period DD | Later-period DD | Earlier-period trades | Later-period trades | Later-period PF |
|---|
All 10 chronological evaluation windows are positive. The same final configuration was applied across every tested split. These historical periods were included in the research used to select the final configuration, so this is historical stability analysis rather than independent validation on previously unseen data. The windows overlap and are not 10 independent tests.
10/10 chronological evaluation windows positive. Ready to get the edge updates?
Get Public Access (free)Maximum drawdown comparison · Nov 2017 to Aug 2026
Risk Analysis
The chart compares the strategy drawdown against simply holding BNB. The shaded zones mark the three biggest crashes in the tested period: the 2018 bear market, the COVID shock of 2020, and the 2022 Crypto Winter set off by LUNA's collapse.
Holding BNB through these periods meant watching a portfolio drop significantly from its peak. The red area shows how deep that hole was and how long it lasted. For every $10,000 invested near a market top, more than $8,000 could have temporarily disappeared.
The chart shows the strategy's historical drawdown during the highlighted crisis periods. The maximum drawdown measured on the closed-trade backtest equity curve was 18.89% over the tested period. This is not a limit on future losses, and recovery is not guaranteed.
The strategy curve measures drawdown after closed trades. Declines while a position is open may differ. The buy-and-hold curve uses market prices. Both curves describe historical observations, not limits on future losses.
Trade duration by outcome
All 557 trades, newest first
| # | Entry Date | Exit Date | Entry Price | Exit Price | PnL % | Capital | DD % | Duration | Result |
|---|
Built specifically for BNB/USDT with a proprietary fixed configuration evaluated across multiple market environments. Implementation details remain confidential while the complete result history is available for review.
Past performance does not guarantee future results. The backtest results shown on this page are historical simulations based on past market data. Real trading involves slippage, liquidity gaps, exchange downtime, and other factors not fully captured in backtesting.
Cryptocurrency trading carries significant risk. Prices are highly volatile. The maximum drawdown measured on the closed-trade backtest equity curve was 18.89% over the tested period. This is not a limit on future losses, and recovery is not guaranteed. The Sharpe ratio of 0.36 is a historical risk-adjusted return measure and does not predict future performance.
This is not financial advice. The edge updates and data provided are for informational and educational purposes only. Never invest more than you can afford to lose. You are solely responsible for your own trading decisions.
Historical market data sourced directly from the Binance API.
Realized P&L by month (exit date) across all 286 trades
Profitable months: 49 of 65 (75%), counting months with at least one closed trade
Fixed-strategy performance across the common 35% to 80% split grid
The fixed final configuration is evaluated at 10 chronological split points. The earlier-period share increases from 35% to 80% in 5-point steps, while the remaining 65% to 20% is reported as the later-period share.
The same final configuration is applied to every split. These historical periods were included in the research used to select the final configuration, so the results are not independent validation on previously unseen data. The 10 windows overlap and should not be interpreted as 10 independent tests. The same split methodology is used for each market, but the historical periods differ.
| Split % | Earlier-period return | Later-period return | Earlier-period DD | Later-period DD | Earlier-period trades | Later-period trades | Later-period PF |
|---|
All 10 chronological evaluation windows are positive. The same final configuration was applied across every tested split. These historical periods were included in the research used to select the final configuration, so this is historical stability analysis rather than independent validation on previously unseen data. The windows overlap and are not 10 independent tests.
10/10 chronological evaluation windows positive. Ready to get the edge updates?
Get Public Access (free)Maximum drawdown comparison · Jan 2021 to Aug 2026
Risk Analysis
The chart compares the strategy drawdown against simply holding BTC over the January 2021 to August 2026 backtest period, including the 2022 bear market.
Holding BTC through these periods meant watching a portfolio drop significantly from its peak. The red area shows how deep that hole was and how long it lasted. For every $10,000 invested near a market top, the majority could have temporarily disappeared.
The result history is shown transparently. The green line shows a maximum measured drawdown of 9.01% during the backtest period.
The strategy curve measures drawdown after closed trades. Declines while a position is open may differ. The buy-and-hold curve uses market prices. Both curves describe historical observations, not limits on future losses.
Trade duration by outcome
All 286 trades, newest first
| # | Entry Date | Exit Date | Entry Price | Exit Price | PnL % | Capital | DD % | Duration | Result |
|---|
Built specifically for BTC/USDT with a proprietary fixed configuration evaluated across multiple market environments. Implementation details remain confidential while the complete result history is available for review.
Past performance does not guarantee future results. The backtest results shown on this page are historical simulations based on past market data. Real trading involves slippage, liquidity gaps, exchange downtime, and other factors not fully captured in backtesting.
Cryptocurrency trading carries significant risk. Prices are highly volatile. The maximum drawdown measured on the closed-trade backtest equity curve was 9.01% over the tested period. This is not a limit on future losses, and recovery is not guaranteed. The Sharpe ratio of 0.28 is a historical risk-adjusted return measure and does not predict future performance.
This is not financial advice. The edge updates and data provided are for informational and educational purposes only. Never invest more than you can afford to lose. You are solely responsible for your own trading decisions.
Historical market data sourced directly from the Binance API.
Realized P&L by month (exit date) across all 220 trades
Profitable months: loading…
Fixed-strategy performance across the common 35% to 80% split grid
The fixed final configuration is evaluated at 10 chronological split points. The earlier-period share increases from 35% to 80% in 5-point steps, while the remaining 65% to 20% is reported as the later-period share.
The same final configuration is applied to every split. These historical periods were included in the research used to select the final configuration, so the results are not independent validation on previously unseen data. The 10 windows overlap and should not be interpreted as 10 independent tests. The same split methodology is used for each market, but the historical periods differ.
| Split % | Earlier-period return | Later-period return | Earlier-period DD | Later-period DD | Earlier-period trades | Later-period trades | Later-period PF |
|---|
Maximum drawdown comparison · Nov 2022 to Aug 2026
Risk Analysis
The chart compares the strategy drawdown against simply holding ETH. It highlights how the system behaved through strong rallies, deep corrections, and extended sideways periods.
Holding ETH outright exposed capital to full market volatility. The red area shows how severe those peak-to-trough drops became over the test window.
The result history is shown transparently. The maximum drawdown measured on the closed-trade backtest equity curve was 7.20% over the tested period. This is not a limit on future losses, and recovery is not guaranteed.
The strategy curve measures drawdown after closed trades. Declines while a position is open may differ. The buy-and-hold curve uses market prices. Both curves describe historical observations, not limits on future losses.
Trade duration by outcome
All 220 trades, newest first
| # | Entry Date | Exit Date | Entry Price | Exit Price | PnL % | Capital | DD % | Duration | Result |
|---|
Built specifically for ETH/USDT with a proprietary fixed configuration evaluated across multiple market environments. The implementation details remain confidential. The complete result history is published for independent review.
Past performance does not guarantee future results. The backtest results shown on this page are historical simulations based on past market data. Real trading involves slippage, liquidity gaps, exchange downtime, and other factors not fully captured in backtesting.
Cryptocurrency trading carries significant risk. Prices are highly volatile. The maximum drawdown measured on the closed-trade backtest equity curve was 7.20% over the tested period. This is not a limit on future losses, and recovery is not guaranteed. The Sharpe ratio of 0.64 is a historical risk-adjusted return measure and does not predict future performance.
This is not financial advice. The edge updates and data provided are for informational and educational purposes only. Never invest more than you can afford to lose. You are solely responsible for your own trading decisions.