Intraday signal ensemble · Selected signals
Intraday BTC / ETH perpetual strategy: a few selected signals scored by a model; only the top scores trade.
2022-09-27 – 2026-10-03
Backtest · Platform backtestBacktest period returns
Backtest cutoff 2026-10-03 · Fixed backtest results
| Window | Cumulative return | CAGR | Max drawdown | Closed trades | Trade win rate | Average holding time | Dates / days |
|---|---|---|---|---|---|---|---|
| Full period | +1751.63% | +106.70% | 33.26% | 427 | 60.19%n = 427 | 2.76 days | 2022-09-27 → 2026-10-031,467 days |
| Start through 2022 | -1.93% | -7.13%Short-period extrapolation | 12.32% | 10 | 70.00%n = 10 | 3 days | 2022-09-27 → 2022-12-3195 days |
| 2023–2025 | +522.42% | +83.85% | 33.26% | 358 | 57.82%n = 358 | 2.71 days | 2023-01-01 → 2025-12-311,096 days |
| 2026 through cutoff | +203.33% | +335.74%Short-period extrapolation | 19.87% | 59 | 72.88%n = 59 | 3.03 days | 2026-01-01 → 2026-10-03275 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
The long-term trend decides long-only or short-only; at most 3 slots per instrument, exits by resting take-profit and stop orders.
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
2022-09-27 – 2026-10-03Same-period buy-and-hold benchmark · CAGR 44.6% / MDD 53.9%
2026-10-03 · Equity 1851.63
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 – 2026-10-03Same-period buy-and-hold benchmark · CAGR 54.4% / MDD 53.9%
2026-10-03 · Equity 1887.99
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.