Strategy Performance
Backtest Results 2021–2026
One execution engine · one risk controller · your signal source
Four reference strategies with transparent backtests · Binance USDⓈ-M Futures · 5% margin · x5 leverage
RSI Crossover — 18 coins · BearBull — 7 coins · BearBull Alt — 15 coins · Liquidity Sweep — 21 coins
RSI Crossover
BearBull
BearBull Alt
Liquidity Sweep
- Same 0.75% risk per trade across all reference strategies (position risk from margin × leverage × structural stop; lsweep caps stop distance at 4% from entry, typical risk < 0.8%)
- Risk exposure scales with concurrent positions — 0.75% per trade, up to coin count (RSI 0.75–13.5%, BearBull 0.75–5.25%, BearBull Alt 0.75–11.25%, Liquidity Sweep 0.75–15.75%)
- Non-compounded annual returns — balance resets each year; six-year total = sum of yearly PnL
- Capital exposure differs by strategy — margin per position (RSI 90%, BearBull 35%, BearBull Alt 75% at 5%; Liquidity Sweep 84% at 4% × 21 coins)
- Sharpe / Sortino — daily returns (strategies: annual balance reset; benchmarks: compounded B&H); risk-free rate = 0; period 2021–Jul 2026
S&P 500 and Bitcoin buy-and-hold use compounded total return when compared in benchmark sections.
Benchmark Comparison
Four reference strategies vs Bitcoin and S&P 500 buy-and-hold · 2021–2026
| Strategy | Total PnL | Avg/Y | Win Rate | Max DD | Sharpe | Sortino |
|---|---|---|---|---|---|---|
| Liquidity Sweep | +604.89% | +100.8% | 82.9% | −15.9% | 3.79 | 6.86 |
| BearBull Alt | +316.40% | +52.7% | 63.0% | −20.4% | 1.47 | 2.83 |
| BearBull | +252.72% | +42.1% | 64.6% | −14.7% | 1.84 | 3.54 |
| RSI Crossover | +204.77% | +34.1% | 62.6% | −20.0% | 1.27 | 2.23 |
| Bitcoin B&H | +116.13% | ~19.4% | — | −64.3% | 0.43 | 0.64 |
| S&P 500 B&H | +115.72% | ~19.3% | — | ~−18% | 0.84 | 1.22 |
Sharpe and Sortino from daily returns; strategies use non-compounded annual segments, benchmarks use compounded buy-and-hold (BTC-USD, SPY). Color scale: >1.5 strong · >1 good · <1 weak.
Oct 10–11, 2025: during the historic flash crash, all four reference strategies were correctly positioned (BTC SHORT), took profit within the first hour, and did not open new trades at the liquidation peak — resilient behavior with no manual intervention.
Risk Management Model
Common to all reference strategies — 0.75% risk per trade; risk exposure scales with open positions; capital exposure (max) differs by coin count and margin per position
RSI Crossover
Mean-reversion pullback strategy based on RSI signals
18 coins · Binance USDⓈ-M · 5% margin · x5 · 2021–2026
BearBull
Trend-following strategy using bear/bull market retests
7 coins · Binance USDⓈ-M · 5% margin · x5 · 2021–2026
BearBull Alt
Expanded BearBull portfolio — same logic, 15 altcoins
15 coins · Binance USDⓈ-M · 5% margin · x5 · 2021–2026
Liquidity Sweep
SMC liquidity sweep — H1 structure filter + M15 entry (reclaim / continuation)
21 coins · Binance USDⓈ-M · 4% margin · x5 · 2021–2026
Historical results are for informational purposes only. Trading involves substantial risk.
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