Reported closed cycles
45,104
Baseline backtest cycle count. This is not the live-account TP counter.
ETH futures backtest on Binance aggTrades · data through Aug 24, 2026
The reported ETH backtest,
with its limits visible.
One continuous ETH futures backtest on Binance aggTrades (trade-by-trade, not candles) data since Jan 1, 2021, presented as historical evidence—not a live return promise. The headline uses the baseline variant, with funding excluded, 1bp entry slippage included, and take-profit slippage disabled. This slippage assumption is more conservative than the BTC baseline, which uses zero slippage.
- Reported realized ROI (baseline, exit-net)
- +1,359.72%
- Max drawdown
- −50.24%
This backtest includes reinvestment: the base is reset after each +10% wallet growth. The actual bot does not automatically reinvest; the user must reset it manually. The same 10% reset assumption applies to the BTC backtest. BTC source: 29 reported reinvestment resets.
Reported initial wallet$133,333.00
Reported ending wallet (exit-net)$1,946,288.58
Jan 1, 2021 – Aug 24, 2026 · U82 · 5× Cross · trading fees deducted · fee cashback paid separately
Latest public snapshot
What the current public ETH report contains
U82 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
U82 (82%)
Strategy allocation setting: ETH U82 (82%); BTC U75 (75%).
Evidence status
aggTrades run
A single continuous run over 2,062 daily Binance ETHUSDT aggTrades files, without an inherited checkpoint or an appended resume window.
Open at snapshot end
The reported result includes closing this open position
The baseline ended in an open position. The reported ending wallet is exit-net: it includes closing that position with exit fees deducted, consistent with the reported ROI. The source records the raw wallet before this closing adjustment separately. It reports the open holding duration but does not provide entry, target, or mark-to-market details.
Reference MTM after pending entry and estimated exit fees
—
- Opened at
- —
- Current round
- —
- Average entry
- —
- Take-profit price
- —
- Last trade price
- —
- Distance to TP
- —
- Gross unrealized P&L
- —
- Open holding duration (days)
- 0.36
— = not provided in this source. No estimate is substituted.
Reported annual results
Different regimes, one reported setup
Annual ROI uses the published source values, displayed to two decimal places. The 2026 value is YTD through Aug 24. No returns are recalculated from the wallet columns. — = not provided in this source.
2021
+307.51%
2022
+66.15%
2023
+14.96%
2024
+23.88%
2025
+32.43%
2026
+14.31%
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 −50.24% drawdown during this run. A run with no reported liquidation can still experience substantial losses.
How long a position stayed open
The longest holding period and the p50, p90 and p99 percentiles are shown together. Days are rounded to two decimals; the median is also shown in minutes so its short duration is visible.
- Longest holding period
- 46.56 days
- Median (p50)
- 0.00 days (0.81 minutes)
- 90th percentile (p90)
- 0.05 days
- 99th percentile (p99)
- 0.84 days
Drawdown, published
Maximum drawdown was −50.24% — and the run reports no liquidation
Jan 1, 2021 – Aug 24, 2026 · 2,062 days · mark-to-market drawdown
Max drawdown
−50.24%
Realized ROI (baseline, exit-net)
+1,359.72%
Closed cycles
45,104
Reported liquidations
0
The recorded path through the −50.24% drawdown
Declines are absorbed rung by rung, and a take-profit resets the round. What the source records across the whole run:
- 44,642 of 45,104 closed cycles reached no deeper than the first 5 rungs.
- 4 cycles reached the deepest rungs (11–12).
- The minimum recorded distance to the liquidation line was 13.49%.
- 0 liquidations reported across the run. In 2022, the source recorded its largest annual drawdown (−50.24%), minimum liquidation room of 13.49%, and a maximum reached round of 12/12: the prepared ladder was fully used. These are annual extremes; the source does not establish that they occurred at the same time. The year recorded +$359,534.27 realized profit.
How deep cycles actually went
rungs 1-5
44,642 cycles
—
rungs 6-10
458 cycles
—
rungs 11-12
4 cycles
—
— = bucket percentage not provided in this source. Closed-cycle counts are shown above.
By year — realized ROI and max drawdown
| Year | Realized ROI | Max drawdown |
|---|---|---|
| 2021 | +307.51% | −14.40% |
| 2022 | +66.15% | −50.24% |
| 2023 | +14.96% | −8.92% |
| 2024 | +23.88% | −34.71% |
| 2025 | +32.43% | −37.05% |
| 2026 | +14.31% | −17.01% |
— = not provided in this source. Annual closed-cycle counts, maximum MAE, and maximum capital utilization are also absent and remain null in the dataset.
Same period with costs modeled — funding and slippage
| Variant | ROI (exit-net) | Variant ending wallet | Max drawdown | Closed cycles |
|---|---|---|---|---|
| Baseline (as published) | +1,359.72% | $1,946,288.58 | −50.24% | 45,104 |
| + funding | +1,301.17% | $1,868,218.43 | −36.24% | 45,154 |
| + funding, 1bp TP slippage | +1,143.07% | $1,657,416.87 | −35.50% | 44,986 |
| + funding, 2bp TP slippage | +1,019.80% | $1,493,065.57 | −34.92% | 45,023 |
All four variants finish with 0 reported liquidations (44,986–45,154 closed cycles). The 1bp and 2bp TP slippage applies to take-profit exits; all four variants include 1bp entry slippage. Costs change the ROI, not the survival in these historical runs. Funding and slippage change the wallet, reset timing, and subsequent order sizes, so cycle counts differ.
The baseline ending wallet in this table matches the headline. Both use exit-net, including the closing of the position open at the end with exit fees deducted, consistent with the reported ROI. The raw wallet before this closing adjustment is a separate source value.
Recorded capital utilization: mean 0.48%, 95th percentile 1.52%, and maximum 80.45%. ETH peak usage was higher than the BTC maximum of 71.92%. The average allocation was small, but peak usage was substantially higher.
Per-cycle adverse excursion (MAE) relative to the account: median −0.0022%, worst −51.48%. MAE measures each cycle; account maximum drawdown measures the equity path.
Per-cycle MAE relative to deployed capital: median −0.97%, worst −93.37%.
Parameter robustness
Small parameter perturbations, published
Coverage and weights received ±1e-6 changes in 50 independent perturbations, plus 1 exact run (51 runs total). Each was re-evaluated over the full period on aggTrades with baseline settings.
- Median max drawdown
- −34.33%
- Worst max drawdown
- −56.35%
- Worst minimum liquidation room
- 11.86%
- Liquidations across the 51 tested runs
- 0
The published headline drawdown of −50.24% is worse than the perturbation median of −34.33%. It therefore presents a conservative value relative to that median, while the worst tested drawdown was −56.35%.
All 51 tested runs recorded 0 liquidations. This is a separate result from the four cost variants with 0 liquidations; it does not establish that untested parameter changes or future paths would avoid liquidation.
From backtest to live
The past is a simulation. The present is streaming.
Everything above is a historical ETH simulation. Blitz also streams a live trading account on YouTube with real positions and account data. That separate live account does not validate or reproduce this ETH backtest result.
Watch the live accountManifest & scope
The report identity travels with the result
Public ETH snapshot manifest
- Public snapshot ID
- eth-futures-c0-40-n12-u82-20260824-public
- Strategy key
- ETHUSDT perpetual · N12 · coverage 40% · U82 · 5x · Cross · TP ROI 1.5%
- Data through
- Aug 24, 2026
- Report generated
- —
- Engine source commit
- f531e58efdd9aab8c0cfa29e1b4d2cd9f3867090
- State SHA256
- —
- Report JSON SHA256
- 89da2e23c3c2b13c17ef309ea85d058b3592ee0ae573cb54a558569b88a5c5fa
- Excel SHA256
- —
- Evidence status
- Reported from the sealed ETH instrumented artifact. Engine source commit and report SHA-256 are published.
Content identifier—not an engine run_id
— = not provided in this source. No estimate is substituted.
Reported cost summary
Trading fees are deducted from the baseline result. Fee cashback is shown separately at the 20% partner-link rate and is NOT included in that result. The baseline excludes funding, includes 1bp entry slippage, and disables only take-profit slippage. This is more conservative than the BTC baseline, which uses zero slippage. The baseline slippage cost shown below is the recorded entry slippage cost; the four cost variants are published above.
- Total trading fee
- $369,430.13
- Fee cashback (20%, paid separately)
- $73,886.03
- Total volume
- $1,459,166,292.40
- Baseline entry slippage cost (as reported)
- $26,874.84
Single continuous run
There is no resume window: the ETH backtest ran continuously from Jan 1, 2021 through Aug 24, 2026 without inheriting a checkpoint.
- Period (days)
- 2,062
- aggTrades processed
- 2,963,456,806
- Reported reinvestment resets
- 28
- Max reached round
- 12
- Strict out-of-sample
- Unopened
What is still not shown
Exact per-rung offsets and sizing stay private, and cycle-level CSVs are not distributed. Published strategy parameters: N12 · coverage 40% · 5× Cross · U82 (82%) · TP 1.5%, measured as margin ROI (price +0.30% at 5×). Strict out-of-sample data remains unopened. Values absent from this source remain null or are labeled as not provided in this source; they are not estimated.
Choose your next question
Reported evidence first. Your assumptions second.
Learn the mechanism, calculate a personal scenario, or backtest your own strategy through My strategies. Calculator outputs and personal backtests 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.
