Funding carry
BTC and ETH long spot, short perpetual (market neutral); the return is the funding rate.
2022-01-03 – 2026-10-05
Backtest · Platform backtestBacktest period returns
| Window | Cumulative return | CAGR | Max drawdown | Closed trades | Trade win rate | Average holding time | Dates / days |
|---|---|---|---|---|---|---|---|
| Full period | Awaiting approved backtest data | ||||||
| Start through 2022 | Awaiting approved backtest data | ||||||
| 2023–2025 | Awaiting approved backtest data | ||||||
| 2026 through cutoff | Awaiting approved backtest data | ||||||
Counts use trades closed in this window; win rate uses profit after fees and funding. Average holding time includes closed trades only.
Returns since activation · simulated funds
Current run starts: 2026-10-03
2026-10-03 → 2026-10-04 · UTC · Under 30 days: CAGR is not displayed
This run uses simulated funds; fills and liquidity can differ from real trading.
Previous-close allocation
2026-10-04 · UTC
No open exposure
How the strategy participates
Held only while funding is high enough; both legs close together when it falls.
Compare returns from different starting points.
The 2023-onward curve is a slice of the same backtest, carrying over its exposure and risk state. Each curve is rebased to 100 at its own starting point.
Full-period backtest Platform backtest
2022-01-03 – 2026-10-05Same-period buy-and-hold benchmark · CAGR 13.5% / MDD 66.7%
2026-10-05 · Equity 108.64
The chart uses display samples. Returns and drawdowns come from the same-period source summary, not a recalculation from sparse points.
Costs, assumptions & engine differences
Framework backtest: the same process and risk controls as live trading, taker fees, slippage estimated from the liquidity at the time, perpetual funding as paid, liquidations simulated on 1-hour mark prices. The curve starts at 100; whole period.
Backtest from 2023 Platform backtest
2023-01-01 – 2026-10-05Same-period buy-and-hold benchmark · CAGR 55.2% / MDD 53.0%
2026-10-05 · Equity 108.73
The chart uses display samples. Returns and drawdowns come from the same-period source summary, not a recalculation from sparse points.
Costs, assumptions & engine differences
Framework backtest: the same process and risk controls as live trading, taker fees, slippage estimated from the liquidity at the time, perpetual funding as paid, liquidations simulated on 1-hour mark prices. The curve starts at 100; from 2023.
Read these limits before choosing the return.
- A backtest is a simulation of the past, not a promise of future returns.
- The backtest runs the same process and risk controls as live trading, with fees, slippage and funding; real fills can still differ.
- Returns since activation come from the exchange's paper account (fake funds); its fills can differ from the real market and it has run for a short time.
- This page shows test results and the previous close's position shares only: no live positions, no entry or exit signals, no investment advice.