Volatility DCA
BTC and ETH spot, half the capital each; a new ladder starts only in high volatility without a deep drawdown.
2020-05-13 – 2026-10-02
Backtest · Platform backtestBacktest period returns
Backtest cutoff 2026-10-02 · Fixed backtest results
| Window | Cumulative return | CAGR | Max drawdown | Closed trades | Trade win rate | Average holding time | Dates / days |
|---|---|---|---|---|---|---|---|
| Full period | +198.49% | +18.65% | 15.54% | 1,969 | 76.28%n = 1,969 | 2.04 days | 2020-05-13 → 2026-10-022,333 days |
| Start through 2022 | +100.59% | +30.19% | 15.54% | 1,051 | 77.07%n = 1,051 | 1.13 days | 2020-05-13 → 2022-12-31962 days |
| 2023–2025 | +36.21% | +10.84% | 13.54% | 741 | 76.79%n = 741 | 2.86 days | 2023-01-01 → 2025-12-311,096 days |
| 2026 through cutoff | +9.25% | +12.46%Short-period extrapolation | 13.87% | 177 | 69.49%n = 177 | 4.06 days | 2026-01-01 → 2026-10-02275 days |
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
Buys in steps on the way down, exits everything at a set gain on the average cost, with a stop loss.
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
2020-05-13 – 2026-10-02Same-period buy-and-hold benchmark · CAGR 42.4% / MDD 77.2%
2026-10-02 · Equity 298.49
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 – 2026-10-02Same-period buy-and-hold benchmark · CAGR 54.4% / MDD 53.7%
2026-10-02 · Equity 148.80
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.