BACKTEST RESULTS

ARCHIVED

⚠️ Trading paused Mar 2026. Data below covers Jan 2024 – Feb 2026 backtests.

Every Trade Published. Including Losses.

Backtest results for BB Squeeze SHORT strategy on 570 coins. 2+ years of historical data. No cherry-picking.

Last updated: Apr 2, 2026  ·  Period: Jan 2024 — Feb 2026

Strategy

BB Squeeze SHORT

Coins

570

Leverage

5x

Data Source

Backtest (2+ yrs)

Backtest Results

2+ years, 570 coins, 2,898 trades. Includes 0.08%/side fees.

68.6%

Win Rate(Excellent)

2.22

Profit Factor(Excellent)

+$794

Total PnL

2,898

Trades

BB Squeeze SHORT strategy performance metrics
Metric Value
Stop Loss 10%
Take Profit 8%
Max Hold Time 48 hours
SL Hit Rate 8.0%
TP Hit Rate 42.0%
Timeout Rate 50.0%
Max Drawdown ⓘ 33%
Break-Even Win Rate 55.6%
Safety Margin +13.0%p

Live Trading Equity Curve

Cumulative PnL from live trading (Jan 13 – Mar 9, 2026). Strategy paused after MDD exceeded the 20% risk limit.

-$393 -$91 +$210 2026-01-13 2026-03-09
Start: $0 End: -301.45 MDD: 16.5% Trades: 1914
↓ Download JSON

Backtest vs Reality

Every backtest has a gap with live trading. We experienced it firsthand — and stopped trading when it exceeded our limits.

Backtest (2yr, 570 coins)

Total PnL +$794
Max Drawdown 33%
Trades 2,898

Live Trading (52 days)

Total PnL $-301.45
Max Drawdown 16.5%
Status Stopped at MDD limit

Why the gap?

  1. Market impact: live orders move prices, backtests don't
  2. Timing: backtests assume instant fills, live has latency
  3. Regime shifts: 2024-2025 data didn't predict 2026 conditions
  4. Sample size: 52 days of live vs 2+ years of backtest

What we did about it

We enforced a 20% MDD hard stop. When live trading hit this limit, we killed the strategy immediately — no exceptions. This is the same discipline we recommend for all traders.

A profitable backtest is necessary but not sufficient. Always verify with out-of-sample testing and strict risk limits.

Killed Strategies

Strategies we tested and rejected. We show failures because they're just as important as successes.

RETIRED

BB Squeeze LONG

Mirror of SHORT strategy applied to long entries. Failed due to structural crypto market asymmetry.

WR 51.0%
PF 0.98
PnL -$26
RETIRED

Momentum Breakout LONG

Price breakout above 20-period high with volume confirmation. Catastrophic loss in all market conditions.

WR 37.5%
PF 0.42
PnL Killed
88+ Variations

All LONG Strategies

88 combinations of LONG strategies tested across all indicators. None survived OOS validation.

Best PF 1.07
Tested 88+
Verdict All Failed
Rejected Filter

BTC Regime Filter

Filter trades based on BTC trend direction. Added complexity without improving risk-adjusted returns.

Experts 6/6 Yes
Backtest 4/4 Worse
Verdict Rejected

Verify It Yourself

Don't trust us. Use our strategy simulator to adjust SL/TP parameters and see results change in real-time.

Open Strategy Simulator → Read Methodology
View All Strategies → Compare Exchange Fees →

Not financial advice. Crypto trading involves substantial risk of loss. Past performance does not guarantee future results. PRUVIQ is an educational and research project.