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

Jan 1, 2021 – Aug 24, 2026 · U75 · 5× Cross · trading fees deducted · fee cashback excluded from results and paid separately

Latest public snapshot

What the current public report contains

U75 aggTrades public snapshot · data through Aug 24, 2026

Reported closed cycles

14,018

Backtest cycle count in this report. This is not the live-account TP counter.

Reported historical liquidations

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.

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
Current round: 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.

2021Mega Bull

+244.28%

2022Crypto Winter

+44.99%

2023Recovery

+52.71%

2024Growth

+55.36%

2025

+25.43%

2026YTD

+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 works

Risk, 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.

Read the full Risk Disclosure

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

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).
At the worst recorded moment, the account still had 6.34% of distance left to the liquidation line.
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 account

Manifest & 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: 372965DFF93BD8046464923742A03E86CCBC0462512119A1561D54FD6726B1E3
Excel SHA256: 8D955988358043170A8EBD8F09EA7C83C9819D4765C8D71A398AB78C415F517B
Evidence status: Reported from the latest run. Engine source commit and artifact hashes are published.

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 — stay private, and cycle-level CSVs are not distributed. 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.

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Historical backtest results are hypothetical and do not guarantee future performance. Trading leveraged products can result in substantial loss.