BACKTEST RESULTS
ARCHIVED⚠️ Trading paused Mar 2026. Data below covers Jan 2024 – Feb 2026 backtests. The strategy was killed on 2026-06-28 after a fresh out-of-sample re-test — these numbers are a preserved historical record, not a live claim.
Every Trade Published. Including Losses.
Backtest results for BB Squeeze SHORT strategy on 535 coins (archived Jan 2024 – Feb 2026 run). 2+ years of historical data. No cherry-picking.
Archive snapshot — data through: Apr 18, 2026 · Period: Jan 2024 — Feb 2026
Strategy
BB Squeeze SHORT
Coins (2yr universe incl. delisted)
535
Leverage
5x
Data Source
Backtest (2+ yrs)
Backtest Results
2+ years, 535 coins (incl. since-delisted), 2,898 trades. Includes 0.05%/side fees.
68.6%
Win Rate
2.22
Profit Factor
+$794
Total PnL
2,898
Trades
| 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%(backtest portfolio) |
| 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). Max drawdown reached 16.5% against the 20% risk limit; the run was paused, and the strategy was killed after the 2026-06-28 out-of-sample re-test.
Backtest vs Reality
Every backtest has a gap with live trading. We experienced it firsthand — we paused the run, then killed the strategy after a fresh out-of-sample re-test. Note: the backtest ran on all 535 coins (full universe); the live run concentrated on Top-10 signal coins — different scopes, so numbers are not directly comparable.
Backtest (2yr, 535 coins)
Live Trading (52 days, Top-10 coins)
Why the gap?
- Market impact: live orders move prices, backtests don't
- Timing: backtests assume instant fills, live has latency
- Regime shifts: 2024-2025 data didn't predict 2026 conditions
- Sample size: 52 days of live vs 2+ years of backtest
What we did about it
We enforce a 20% MDD hard stop. Live drawdown peaked at 16.5% — inside that limit — and we paused the run in Mar 2026; the strategy was killed on 2026-06-28 after a fresh out-of-sample re-test. 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.
BB Squeeze LONG
Mirror of SHORT strategy applied to long entries. Failed in this archived Binance-era run — the 2026-07 OKX re-measure (top-10 signal coins) passed OOS + walk-forward and it now ships as a verified simulator preset.
Momentum Breakout LONG
Price breakout above 20-period high with volume confirmation. Catastrophic loss across this archived Binance-era full-universe run (current top-10 re-measure on the simulator shows a milder near-breakeven loss — scope changes the number, not the verdict).
All LONG Strategies
88+ LONG parameter variations tested across all indicators. None survived OOS validation in this archived Binance-era run — BB Squeeze LONG later passed on the 2026-07 OKX re-measure (first card above).
BTC Regime Filter
Filter trades based on BTC trend direction. Added complexity without improving risk-adjusted returns.
Verify It Yourself
Don't trust us. Use our strategy simulator to adjust SL/TP parameters and see results change in real-time.
Not financial advice. Crypto trading involves substantial risk of loss. Past performance does not guarantee future results. PRUVIQ is an educational and research project.