Strategy Performance
Backtest Results 2021–2026
Transparent results · Binance USDⓈ-M Futures · 7 coins · 5% margin · x5 leverage
₿
BTC
Ξ
ETH
◎
SOL
✕
XRP
⬡
LINK
▲
AVAX
Ð
DOGE
5x Leverage
5% Margin
0.75% Risk/Trade
📊 RSI Crossover
2021+24.85%
2022+44.99%
2023+13.34%
2024+30.07%
2025+6.40%
2026 (Jan–Jun)+3.88%
Total PnL (6y)+123.53%
Avg Win Rate~62.0%
Worst Max DD−14.27%
Total Trades (6y)4 413
🐻🐮 BearBull
2021+25.20%
2022+64.29%
2023+32.60%
2024+64.46%
2025+37.56%
2026 (Jan–Jun)+23.68%
Total PnL (6y)+247.79%
Avg Win Rate~64.6%
Worst Max DD−14.73%
Total Trades (6y)6 467
🌊 LiqFlow
2021+5.57%
2022+7.19%
2023−0.55%
2024+55.40%
2025+62.36%
2026 (Jan–May)+11.51%
Total PnL (6y)+141.48%
Avg Win Rate~35.0%
Worst Max DD−24.41%
Total Trades (6y)4 833
Risk Management Model
Common to all three strategies — applied identically across RSI Crossover, BearBull, and LiqFlow
Margin Model
Isolated
Per-coin isolation, no cross-exposure
ROA per Trade
5%
Margin allocated per open position
Leverage
×5
Fixed, applied uniformly on all pairs
Risk per Trade
0.75%
Of total capital at base multiplier = 1.0
Adaptive RiskController
Multi-window PF
Tracks profit factor across fast (30), mid (100) and slow (300) trade windows simultaneously. Weighted composite shifts toward the fast window during win streaks.
Asymmetric EMA
Risk falls fast (α=0.3) when PF deteriorates, recovers slowly (α=0.1) when PF improves. Win streak of 3+ moderately accelerates recovery; 5+ makes recovery symmetric with the fall.
Drawdown Gate
Penalty starts at 10% drawdown and scales linearly to 50% risk reduction at 30% drawdown. Independent of the PF multiplier — applied on top.
Time-in-DD Penalty
If equity stays in drawdown zone for more than 3 days, a second penalty reduces risk to 0.7× over the next 3 days. Resets immediately on new equity high.
Risk multiplier range
📊 RSI Crossover
Mean-reversion pullback strategy based on RSI signals
2021 Performance
+24.85%
DD: −10.01%
778 trades
2022 Performance
+44.99%
DD: −5.71%
866 trades
2023 Performance
+13.34%
DD: −11.16%
752 trades
2024 Performance
+30.07%
DD: −12.39%
857 trades
2025 Performance
+6.40%
DD: −9.09%
805 trades
2026 Performance (Jan–Jun)
+3.88%
DD: −14.27%
355 trades
🐻🐮 BearBull
Trend-following strategy using bear/bull market retests
2021 Performance
+25.20%
DD: −14.73%
1 299 trades
2022 Performance
+64.29%
DD: −7.03%
1 232 trades
2023 Performance
+32.60%
DD: −7.73%
1 088 trades
2024 Performance
+64.46%
DD: −7.82%
1 169 trades
2025 Performance
+37.56%
DD: −10.43%
1 216 trades
2026 Performance (Jan–Jun)
+23.68%
DD: −9.51%
463 trades
🌊 LiqFlow
Liqflow strategy capturing momentum at key levels
2021 Performance
+5.57%
DD: −21.73%
872 trades
2022 Performance
+7.19%
DD: −24.41%
897 trades
2023 Performance
−0.55%
DD: −18.00%
868 trades
2024 Performance
+55.40%
DD: −14.89%
863 trades
2025 Performance
+62.36%
DD: −17.46%
973 trades
2026 Performance (Jan–May)
+11.51%
DD: −20.76%
360 trades
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS
Historical results are for informational purposes only. Trading involves substantial risk.
Historical results are for informational purposes only. Trading involves substantial risk.
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