BNB
● Active since Mar 2026
BTC
● Active since Apr 2026
ETH
● Active since Apr 2026
SOL
Q3 2026
Historical Simulations
All tested strategies - historical simulation results
The strategy logic is proprietary and kept confidential. Every result is shown: wins, losses, trades, and drawdowns. Nothing hidden.
All strategies included in a single Full Access subscription
Historical price data sourced directly from the Binance API, for the highest data accuracy.
Realized P&L by month (exit date) across all 403 trades
Profitable months: 67 of 100 (67%) across the full backtest period
In-sample vs. out-of-sample performance – 10 splits
The strategy was trained on one part of historical data, then tested on data it had never seen. The split was run 10 times, varying the train/test ratio from 50/50 to 95/5.
A curve-fitted strategy falls apart on unseen data. This one stayed profitable across all 10 out-of-sample periods, through varying market conditions from 2017 to 2026.
| Split % | IS Return | OOS Return | IS DD | OOS DD | IS Trades | OOS Trades | OOS PF |
|---|
All 10 OOS splits are positive. The strategy held up on data it was never trained on, across every tested period.
10/10 out-of-sample periods profitable. Ready to get the edge updates?
Join the Discord →Maximum drawdown comparison · Nov 2017 – Feb 2026
Risk Analysis
The chart compares the strategy drawdown against simply holding BNB. The shaded zones mark the three biggest crashes of the last decade: 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 strategy stepped aside during each of these crises. The green line shows the drawdown never exceeded 28.1%, even at its worst. That ceiling held through every crash in the backtest.
Many investors exit near the bottom after a 50-70% decline, realizing losses permanently. A controlled drawdown means staying invested through the full cycle, which is when compounding does its real work.
Distribution of hold time per trade – wins vs. losses
All 403 trades, newest first
| # | Entry Date | Exit Date | Entry Price | Exit Price | PnL % | Capital | DD % | Duration | Result |
|---|
Built specifically for BNB/USDT after 5 years of development and extensive parameter exploration across a full grid search - tested across bull runs, crashes, and prolonged sideways periods, including out-of-sample market regimes.
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 of this strategy reached −28.1%, meaning your capital could lose nearly 30% of its value before recovering. The Sharpe ratio of 0.38 indicates moderate risk-adjusted returns.
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 price data sourced directly from the Binance API, for the highest data accuracy.
Realized P&L by month (exit date) across all 399 trades
Profitable months: 71 of 99 (72%) across the full backtest period
In-sample vs. out-of-sample performance – 10 splits
The strategy was trained on one part of historical data, then tested on data it had never seen. The split was run 10 times, varying the train/test ratio from 50/50 to 95/5.
A curve-fitted strategy falls apart on unseen data. This one stayed profitable across all 10 out-of-sample periods, through varying market conditions from 2017 to 2026.
| Split % | IS Return | OOS Return | IS DD | OOS DD | IS Trades | OOS Trades | OOS PF |
|---|
All 10 OOS splits are positive. The strategy held up on data it was never trained on, across every tested period.
10/10 out-of-sample periods profitable. Ready to get the edge updates?
Join the Discord →Maximum drawdown comparison · Aug 2017 – Feb 2026
Risk Analysis
The chart compares the strategy drawdown against simply holding BTC. The shaded zones mark the three biggest crashes of the last decade: the 2018 bear market, the COVID shock of 2020, and the 2022 Crypto Winter set off by LUNA's collapse.
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 strategy stepped aside during each of these crises. The green line shows the drawdown never exceeded 18.41%, even at its worst. That ceiling held through every crash in the backtest.
Many investors exit near the bottom after a 50-70% decline, realizing losses permanently. A controlled drawdown means staying invested through the full cycle, which is when compounding does its real work.
Distribution of hold time per trade – wins vs. losses
All 399 trades, newest first
| # | Entry Date | Exit Date | Entry Price | Exit Price | PnL % | Capital | DD % | Duration | Result |
|---|
Built specifically for BTC/USDT after extensive parameter exploration across a full grid search — tested across bull runs, crashes, and prolonged sideways periods, including out-of-sample market regimes spanning nearly 8.5 years of Binance data.
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 of this strategy reached −18.41%, meaning your capital could lose nearly 19% of its value before recovering. The Sharpe ratio of 0.27 indicates moderate risk-adjusted returns.
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 price data sourced directly from the Binance API, for the highest data accuracy.
Realized P&L by month (exit date) across all 219 trades
Profitable months: loading…
In-sample vs. out-of-sample performance – 10 splits
The strategy was trained on one part of historical data, then tested on data it had never seen. The split was run 10 times, varying the train/test ratio from 50/50 to 95/5.
A curve-fitted strategy falls apart on unseen data. This ETH configuration stayed profitable across the reported out-of-sample periods through very different market regimes.
| Split % | IS Return | OOS Return | IS DD | OOS DD | IS Trades | OOS Trades | OOS PF |
|---|
Maximum drawdown comparison · Aug 2017 – Apr 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 strategy kept drawdown materially lower. That is the point of the regime-aware structure: adapt entries and exits to market state instead of treating every environment the same.
Distribution of hold time per trade – wins vs. losses
All 219 trades, newest first
| # | Entry Date | Exit Date | Entry Price | Exit Price | PnL % | Capital | DD % | Duration | Result |
|---|
Built specifically for ETH/USDT with a regime-aware structure: separate Bull, Bear, and Sideways configurations, plus an ADX + EMA detector that routes execution into the active market environment.
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 of this strategy reached −12.88%, meaning your capital could lose materially before recovering. The Sharpe ratio of 0.60 indicates moderate-to-strong risk-adjusted returns for a crypto strategy.
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.