Reported closed cycles
14,018
Backtest cycle count in this report. This is not the live-account TP counter.
ETH backtest resultsThe reported backtest,
BTC futures backtest on Binance aggTrades · data through Aug 24, 2026
The reported backtest,
with its limits visible.
One continuous BTC futures backtest on Binance aggTrades (trade-by-trade, not candles) data since Jan 1, 2021, presented as historical evidence—not a live return promise. Each snapshot appends the latest window after file and cycle checks.
Reported realized ROI
+1,550.89%
Reported initial wallet$133,333.00
Reported realized ending wallet$2,201,183.98
Reported max drawdown (mark-to-market)−81.31%
Jan 1, 2021 – Aug 24, 2026 · U75 · 5× Cross · trading fees deducted · fee cashback excluded from results and paid separately
Reproduced by a third-party analyst we commissioned — see what the report foundThis preset's full ladder — every tier's gap and size — is visible in the app after login. Sign up free to see it.Latest public snapshot
What the current public report contains
U75 aggTrades public snapshot · data through Aug 24, 2026
Reported historical liquidations
0
Reported for this historical backtest run only; it is not a safety guarantee.
Reported wallet usage
U75
Strategy allocation setting in the current public report.
Evidence status
aggTrades run
The Jul 6-Aug 24 window was downloaded from Binance aggTrades and passed its file and cycle checks before being appended to the continuous run.
Out of sample (OOS) · 2026-08-25 → 2026-09-30
After the backtest ended, we ran the unchanged public BTC preset on the first unseen 37-day window with a fresh 133,333 USDT wallet. The preset was not changed; its historical report hash was published on 2026-08-26 KST. Before any result was calculated, the execution plan was frozen; its hash is listed below.
Exit-net return values any open position at the final mark-price close (2026-09-30 23:59 UTC) and deducts exit costs.
- Return (baseline, exit-net)
- +1.53%
- Account max drawdown
- −2.27%
- Take-profit cycles
- 141
- Reported liquidations
- 0
- Max round reached, including open position
- 10/18
- Position at window end
- Open position
Closed cycles only: +2.24%. A round-8 position was still open when the window ended; valuing it at the final mark price, after exit costs, lowers the headline to +1.53% (−0.71 pp). We use the lower figure as the headline.
Open at end: round 8, −2.39% versus average entry; valued 2026-09-30 23:59 UTC.
Opened 2026-09-23 04:23 UTC · held 7.82 days at window end.
Max drawdown is measured on executed trade prices and includes the unrealized loss of open positions.
OOS cost variants — same full window
| Cost assumption | Return (baseline, exit-net) | Account max drawdown | Reported liquidations | Position at window end |
|---|---|---|---|---|
| Baseline | +1.53% | −2.27% | 0 | Open position |
| + funding | +1.37% | −2.32% | 0 | Open position |
| + funding, 1bp slippage | +1.27% | −2.32% | 0 | Open position |
| + funding, 2bp slippage | +1.17% | −2.32% | 0 | Open position |
Next out-of-sample result: Q4 2026 (Oct 1–Dec 31), published in early January 2027 — same presets, unchanged, with the execution plan frozen before the run, published whatever the result.
- Frozen execution plan (SHA-256)
- eb22322279c59c7d34457419c9b1cc520210bd7773ab8ea49183573ddd90dc3f
- Results (SHA-256)
- 767d62c507d63fb59062774016e8b68761a967c112ec75df46d52bfbcf4de2b9
- Start receipt (SHA-256)
- 7026412ed6b1acd0f2afccf00ae24bcfc2d11a8e5df73bce7cdbf294099a7885
- Summary JSON (SHA-256)
- 686c6cec07950f35075a56d35f94810702c3230f28d22d1966f5873db9fd9153
Independent archive: this summary, both receipts and the input-data list were archived on Zenodo on 2026-10-05 UTC (DOI 10.5281/zenodo.23166756), after the run. It is not a pre-registration.
37 days is a short window. These results do not guarantee future returns. The full historical backtest reached −81.31% max drawdown.
Open at snapshot end
The realized result excludes this open position
The snapshot ended with one open position. Reported ending wallet and ROI include realized activity only and exclude its unrealized profit or loss.
Reference MTM after pending entry and estimated exit fees
$2,199,771.62
Reference only. It reflects both the pending entry fee and estimated exit fee, is not the reported realized ending wallet, and remains sensitive to exit assumptions.
- Opened at
- 2026-08-24T16:17:30.514Z
- Round at report end
- Round 4
- Average entry
- $79,208.43
- Take-profit price
- $79,446.06
- Last tick
- $78,953.00
- Distance to TP
- 0.62%
- Gross unrealized P&L
- -$1,160.46
Reported annual results
Different regimes, one reported setup
Annual values are realized returns derived from profit divided by start wallet. The 2026 value is YTD through Aug 24.
2021
+244.28%
2022
+44.99%
2023
+52.71%
2024
+55.36%
2025
+25.43%
2026
+11.14%
Reported cycle evidence
What the reported cycle count means
A cycle begins with an initial entry, can add staged orders as price moves against the position, and ends when the report records the position as closed. It is separate from live-account take-profits.
See how a T-DCA cycle worksRisk, not hidden
No reported liquidation in this run does not mean no risk
- Positions can remain open and show unrealized losses before a target is reached.
- Historical paths cannot reproduce future liquidity, fills, funding, or slippage.
- Mark-to-market risk is published below: the account reached −81.31% drawdown during this run. One position remained open at snapshot end, and its unrealized profit or loss is excluded from the reported realized result. Deep drawdowns are how this strategy behaves, not an edge case.
Drawdown, published
Maximum drawdown was −81.31% — and the run reports no liquidation
5 years 8 months · Jan 1, 2021 – Aug 24, 2026 · mark-to-market, measured every fill
Max drawdown
−81.31%
Realized ROI (baseline)
+1,550.89%
Closed cycles
14,018
Reported liquidations
0
Why the −81% drawdown did not become a liquidation
Declines are absorbed rung by rung, and a take-profit resets the round. What that looked like across the whole run:
- 13,295 of 14,018 cycles (94.84%) closed in profit within the first 5 rungs.
- Only 12 cycles (0.09% of all cycles) ever reached the deepest rungs (16–18).
- By our closure-time liquidation-room measure, which combines each cycle's worst trade price with the position and wallet at the cycle's close, the tightest cycle showed 6.34% of room to the liquidation line. The independent report's same-moment measure, the smallest distance at any trade between price and the modelled liquidation price, puts the closest approach at 6.04%. Both use trade prices and a flat maintenance rate, not the exchange's mark price and tiers.
- 0 liquidations reported across the run. The largest annual drawdown was in 2021. In 2022, drawdown reached −76% and the year recorded +$206,522 in realized profit.
How deep cycles actually went
rungs 1-5
94.84%
13,295 cycles
rungs 6-10
4.27%
598 cycles
rungs 11-15
0.81%
113 cycles
rungs 16-18
0.09%
12 cycles
By year — realized ROI and max drawdown
| Year | Realized ROI | Max drawdown |
|---|---|---|
| 2021 | +244.28% | −81% |
| 2022 | +44.99% | −76% |
| 2023 | +52.71% | −14% |
| 2024 | +55.36% | −29% |
| 2025 | +25.43% | −16% |
| 2026 | +11.14% | −65% |
Same run with costs modeled — funding and slippage
| Variant | ROI | Ending wallet | Max drawdown |
|---|---|---|---|
| Baseline (as published) | +1,550.89% | $2,201,184 | −81.31% |
| + funding | +1,251.28% | $1,801,697 | −78.17% |
| + funding, 1bp slippage | +1,094.79% | $1,593,044 | −80.73% |
| + funding, 2bp slippage | +958.08% | $1,410,769 | −81.69% |
All four variants close the same 14,018 cycles with 0 reported liquidations; costs change the ROI, not the survival.
Capital utilization stayed low most of the time — mean 1.74%, 95th percentile 4.20% — but spiked to 71.92% at the deepest point. That spike is the real cost of surviving a −81% drawdown.
Per-cycle adverse excursion (MAE) was small in the typical cycle (median −0.01% of the account) with a worst single cycle of −80.64% — the same event as the max drawdown.
From backtest to live
The past is a simulation. The present is streaming.
Everything above is a backtest we built, so you have to trust our math. The same strategy also runs on a real account streamed live on YouTube — real positions, average entry, liquidation distance, around the clock. A live stream cannot be edited after the fact.
Watch the live accountIndependent verification
A third party rebuilt this backtest and got the same result — and listed what that does not prove
In September 2026 we commissioned Ranveer Verma, an independent analyst, to rebuild this BTC backtest from our written specification and the parameters we supplied, without our engine's source code, and rerun it on the same Binance aggTrades data for the same window (Jan 1, 2021 – Aug 24, 2026). We paid for the work. The method, results and conclusions are the reviewer's, including the negative findings below.
What was reproduced
- All 4 cost scenarios matched our published figures: final wallet, ROI, 14,018 closed cycles, 0 liquidations, capital resets and max drawdown. The largest money difference in these totals was under one billionth of a dollar.
- All 14,018 baseline cycles (open time, close time, ladder depth), all 8,248 daily equity samples across the four scenarios and the annual figures matched. The published risk metrics (MAE, capital utilization, liquidation room) matched 64 of 64 once we supplied their definitions and the relevant code excerpts.
What reproduction does not prove
- Matching our numbers checks the arithmetic of the model, not live execution. The model assumes every order fills in full as soon as any trade prints at or through its price, with no delay.
- In sensitivity tests on the baseline cost scenario, when fills required traded volume at or through the order price of 1–2× the order's size, the ending wallet was 24.9–26.4% lower than the reproduced baseline and max drawdown reached −91.9% to −92.8%. With a 1-second delay before re-entry and before placing or re-pricing ladder and take-profit orders, the ending wallet was 40.5% lower. None of these tests produced a liquidation. They use traded volume as a proxy with an assumed queue and all-or-nothing fills; they bracket execution effects rather than measure them.
- Liquidation is modelled on trade prices with a flat maintenance rate, not the exchange's mark price and tiers. At its closest, price came within 6.04% of the modelled liquidation price. Trade price is not necessarily more conservative than mark price, and the report did not quantify the mark-price effect, so zero modelled liquidations, here and in the tests above, do not prove the account would have survived on the exchange.
Read the full report and code on GitHub (v1.1.1)
The exact ladder parameters were given to the reviewer privately. At our request, the public repository omits them, so it cannot fully reproduce the results on its own.
BTC and ETH reproduction results on one pageManifest & scope
The report identity travels with the result
Public snapshot manifest
- Public snapshot ID
- btc-futures-s14-40-n18-u75-20260824-public
- Strategy key
- BTCUSDT perpetual · s1-4 +40% · N18 · U75 · 5x · Cross · TP ROI 1.5%
- Data through
- Aug 24, 2026
- Report generated
- Aug 25, 2026
- Engine source commit
- 8cff0b0500550cbc3d310eb9e63c17d7af74a714
- State SHA256
- DD400538C98E03BE3091F208120A86E4D77F6B6CFC0EBFCD1342D600BB5D079B
- Report JSON SHA256
- 1C3306DB60746D534E4466FF590CC4FA03938D90F951906A84F7D3A62C122A0ADownload the report JSON (12 KB)
Hash it yourself and compare with the SHA256 above.
- Report JSON SHA256 as first published (Aug 26, 2026 KST), before two internal fields were removed on Sep 17, 2026 — published figures unchanged
- 372965DFF93BD8046464923742A03E86CCBC0462512119A1561D54FD6726B1E3
- Excel SHA256
- 8D955988358043170A8EBD8F09EA7C83C9819D4765C8D71A398AB78C415F517B
- Evidence status
- Reported from the latest run. Engine source commit and artifact hashes are published.
- Archived copy (DOI)
- https://doi.org/10.5281/zenodo.22809596
Content identifier—not an engine run_id
Independent copy kept by Zenodo (CERN) from the GitHub release, separate from this site. The file inside it matches the SHA-256 above.
Reported cost summary
Trading fees are deducted from the reported realized result. Fee cashback is shown separately at the 20% partner-link rate and is NOT included in that result — it is paid out rather than reinvested. Four cost variants are published above: baseline, added funding, added funding plus 1bp slippage, and added funding plus 2bp slippage. The BTC result includes reinvestment through 29 resets of the investment base after each 10% wallet growth. The actual bot does not automatically reinvest; users must reset it manually.
- Total trading fee
- $629,345.95
- Fee cashback (20%, paid separately)
- $125,869.19
- Total volume
- $899,065,645.22
Latest appended window
The Jul 6–Aug 24 window completed its file and cycle checks and was appended to the continuous run.
- Files passed
- 50/50
- Appended cycles
- 154
- Reported rebalances
- 29
- Max reached round
- 18
- Missing / errors
- 0 / 0
- Duplicates / invalid durations
- 0 / 0
2026-07-06T00:00:00.111Z → 2026-08-24T23:59:59.963Z
What is still not shown
Exact ladder parameters — per-rung offsets and sizing — are not printed on this page. The ladder itself is visible to anyone with a free account: the app shows every tier of this preset, gap and size, as rounded values. Cycle-level CSVs are not distributed. The unrounded parameters and the cycle-level records were supplied privately to the independent reviewer, whose public report omits them at our request. The aggregate risk series (max drawdown, per-cycle MAE, capital utilization, funding and slippage variants) are published above.
Choose your next question
Reported evidence first. Your assumptions second.
Learn the mechanism, choose from multiple ready-to-run T-DCA strategies, copy and edit one, or build your own. Backtest your settings free in the app. Calculator outputs remain separate from this public report.
Historical backtest results are hypothetical and do not guarantee future performance. Trading leveraged products can result in substantial loss.
