→ +144.03%
portfolio_ccex1_v1
- Strategies
- 158
- Per year
- +10.26%
- Max DD
- −0.78%
- Pairs
- 70
Montealgos · 2 systematic portfolios
158 strategies. 9 years. One equity curve.
portfolio_ccex1_v1 is a systematic portfolio of 158 algorithmic strategies (120 long, 38 short) trading 70 crypto perpetual pairs. Chained across backtest, forward test and live window from Aug 2017 to Oct 2026, the simulated equity returned +144.03% (+10.26% a year) over 18,464 trades, with a maximum drawdown of −0.78%.
portfolio_ccex1_v1 · since
+144.03%
$2,440.28 ·
- Total return+144.03%
- Per year+10.26%
- Max drawdown−0.78%
- Trades18,464
Overview
Every portfolio we run, measured the same way.
A portfolio is a selection of strategies that survived the whole research pipeline, sized with a fixed risk per trade and run side by side. Each one is reported on three windows — the data it was fitted on, the out of sample period that followed, and the most recent months — chained into a single equity curve so nothing is left out between them.
portfolio_ccex1_v1
portfolio_ccex1_v1: from $1,000.00 to $2,440.28.
portfolio_ccex1_v1 is a systematic portfolio of 158 algorithmic strategies (120 long, 38 short) trading 70 crypto perpetual pairs. Chained across backtest, forward test and live window from Aug 2017 to Oct 2026, the simulated equity returned +144.03% (+10.26% a year) over 18,464 trades, with a maximum drawdown of −0.78%.
- Strategies
- 158 120 long · 38 short
- Pairs
- 70 USDT perpetuals
- Period
- →
- Risk per trade
- 2% of equity
Three windows
Fitted, then unseen, then now.
-
In sample →
Backtest
The in sample period the 158 strategies were optimized on, from to . Every one of them was fitted on this data, so it is the most flattering window by construction: 13,518 trades, a profit factor of 2.50 and every strategy finishing in profit.
- Return
- +119.57%
- Max drawdown
- −0.78%
- Profit factor
- 2.50
- Win rate
- 57.08%
- Trades
- 13,518
- Annualized
- +10.96%
-
Out of sample →
Forward test
The first window the parameters never saw, from to . Nothing was re-optimized: the same strategy objects replay unseen candles. 91% of the strategies closed the window in profit, and the portfolio returned +7.35% with a −0.31% worst drawdown.
- Return
- +7.35%
- Max drawdown
- −0.31%
- Profit factor
- 1.92
- Win rate
- 60.11%
- Trades
- 2,380
- Strategies in profit
- 91%
-
Most recent →
Live window
The most recent window, from to , closest to today's market regime. 100% of the strategies traded, 67% are in profit, and the book is up +3.53% with a profit factor of 1.40 — the honest figure to judge the selection by.
- Return
- +3.53%
- Max drawdown
- −0.58%
- Profit factor
- 1.40
- Win rate
- 48.71%
- Trades
- 2,566
- Strategies in profit
- 67%
Underwater curve
How far the chained equity sat below its previous high, week by week. The deepest point, −0.78%, ran from to ; the longest stretch without a new high lasted 97 days.
- Max drawdown
- −0.78%
- Longest underwater
- 97 days
- Sharpe (daily)
- 3.40
- Positive months
- 65.8%
Returns
Year by year, month by month.
Calendar returns of the chained equity. 65.8% of months closed positive; the best was December 2024 at +7.58% and the worst March 2026 at −0.29%.
- 0.00% 2017*
- 0.00% 2018
- −0.01% 2019
- +8.12% 2020
- +28.89% 2021
- +5.12% 2022
- +15.06% 2023
- +29.72% 2024
- +8.13% 2025
- +3.22% 2026*
* partial calendar year: the data starts and ends .
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | No data | No data | No data | No data | No data | No data | No data | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00% |
| 2018 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00% |
| 2019 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | −0.01% |
| 2020 | 0.08 | 0.17 | 0.03 | 0.01 | 0.60 | 0.83 | 1.72 | 1.45 | 0.12 | −0.08 | 2.04 | 0.89 | +8.12% |
| 2021 | 4.73 | 6.37 | 3.22 | 4.16 | 0.92 | 0.26 | 0.42 | 3.89 | 0.04 | 0.44 | 1.27 | 0.17 | +28.89% |
| 2022 | 0.44 | −0.03 | 1.71 | 1.15 | 0.54 | 0.63 | −0.03 | 0.59 | 0.22 | −0.08 | −0.12 | 0.02 | +5.12% |
| 2023 | 2.87 | 0.74 | 0.78 | 0.05 | 0.23 | 0.50 | 0.98 | 0.77 | 0.29 | 1.37 | 3.40 | 2.18 | +15.06% |
| 2024 | 0.44 | 4.48 | 5.06 | 0.66 | 0.27 | 0.22 | 0.29 | 0.49 | 0.65 | −0.16 | 6.75 | 7.58 | +29.72% |
| 2025 | −0.25 | 0.57 | 0.37 | 0.85 | 0.56 | 0.70 | 2.61 | 0.62 | 0.49 | 0.60 | 0.49 | 0.24 | +8.13% |
| 2026 | 0.76 | 0.31 | −0.29 | 0.05 | 0.29 | 0.41 | 0.16 | 1.48 | 0.02 | 0.00 | No data | No data | +3.22% |
The book
Where the returns come from.
158 strategies across 70 pairs, each risking 2% of equity per trade. No single pair is allowed to carry the book: exposure is capped per symbol and per direction, and the share of profit below shows how evenly the result is spread.
Long
84.2%
of profit · 120 strategies · 13,270 trades · 54.3% win
Short
15.8%
of profit · 38 strategies · 5,194 trades · 61.3% win
Share of profit by pair
| Pair | Share of profit | Trades | Win rate |
|---|---|---|---|
| HBAR | +8.38% | 958 | 51.9% |
| RUNE | +6.65% | 883 | 50.7% |
| VET | +5.64% | 785 | 57.6% |
| THETA | +4.47% | 448 | 58.5% |
| WLD | +4.23% | 356 | 51.1% |
| QTUM | +3.67% | 601 | 52.4% |
| XRP | +3.54% | 687 | 55.0% |
| COMP | +3.33% | 738 | 55.6% |
| ADA | +3.08% | 596 | 49.2% |
| XLM | +2.91% | 583 | 55.1% |
| 1000PEPE | +2.45% | 188 | 50.0% |
| EGLD | +2.27% | 576 | 57.3% |
| LQTY | +2.16% | 1,195 | 51.7% |
| ETH | +2.07% | 293 | 61.4% |
| 1000BONK | +1.99% | 117 | 52.1% |
| NEAR | +1.86% | 211 | 55.5% |
| DUSK | +1.79% | 924 | 51.5% |
| IOTA | +1.68% | 70 | 58.6% |
| BTC | +1.61% | 431 | 61.3% |
| ENJ | +1.60% | 117 | 54.7% |
| ANKR | +1.43% | 327 | 61.5% |
| XVG | +1.37% | 107 | 59.8% |
| STX | +1.17% | 167 | 68.9% |
| COTI | +1.15% | 123 | 57.7% |
| 1000FLOKI | +1.13% | 121 | 64.5% |
| ZIL | +1.11% | 124 | 66.9% |
| GRT | +1.08% | 227 | 65.2% |
| CHR | +1.07% | 230 | 62.6% |
| ALGO | +0.96% | 164 | 55.5% |
| RVN | +0.96% | 291 | 55.7% |
| LINK | +0.92% | 224 | 58.9% |
| SNX | +0.92% | 53 | 60.4% |
| SKL | +0.90% | 93 | 48.4% |
| PEOPLE | +0.87% | 112 | 59.8% |
| CRV | +0.84% | 113 | 49.6% |
| GALA | +0.83% | 52 | 53.9% |
| STG | +0.82% | 110 | 63.6% |
| STEEM | +0.82% | 186 | 72.0% |
| SOL | +0.80% | 95 | 54.7% |
| T | +0.78% | 134 | 70.2% |
| OGN | +0.75% | 254 | 63.0% |
| YFI | +0.73% | 113 | 55.8% |
| DASH | +0.66% | 122 | 67.2% |
| NMR | +0.65% | 179 | 64.8% |
| KSM | +0.64% | 178 | 67.4% |
| AXS | +0.64% | 242 | 63.6% |
| BEL | +0.63% | 392 | 50.8% |
| UNI | +0.62% | 191 | 53.9% |
| INJ | +0.62% | 221 | 48.9% |
| DYDX | +0.60% | 54 | 79.6% |
| CELO | +0.59% | 101 | 58.4% |
| KAVA | +0.55% | 84 | 61.9% |
| SSV | +0.55% | 155 | 60.0% |
| ONG | +0.52% | 148 | 54.0% |
| TRX | +0.51% | 480 | 52.5% |
| SUSHI | +0.51% | 68 | 63.2% |
| ZEC | +0.50% | 122 | 57.4% |
| EDU | +0.49% | 107 | 57.0% |
| CAKE | +0.49% | 113 | 53.1% |
| RSR | +0.46% | 113 | 62.8% |
| BIGTIME | +0.39% | 53 | 66.0% |
| APE | +0.36% | 458 | 55.9% |
| GMT | +0.36% | 86 | 67.4% |
| MAGIC | +0.36% | 65 | 63.1% |
| NEO | +0.35% | 60 | 70.0% |
| LUNA2 | +0.27% | 71 | 52.1% |
| ID | +0.26% | 124 | 58.1% |
| RLC | +0.24% | 51 | 68.6% |
| LTC | +0.20% | 189 | 61.9% |
| ROSE | +0.18% | 60 | 71.7% |
Exposure budget
Maximum risk the portfolio can hold on each pair at once: NaN% long and NaN% short in total, if every strategy were open together.
- −1% HBAR +9%
- 0 VET +8%
- −1% RUNE +7%
- −1% QTUM +5%
- 0 BTC +5%
- 0 WLD +5%
- 0 XLM +5%
- 0 COMP +5%
- −1% LQTY +4%
- −1% THETA +4%
- −1% XRP +4%
- 0 ETH +4%
- 0 ADA +4%
- −1% EGLD +3%
- 0 DUSK +3%
- −1% ANKR +2%
- −3% GRT 0
- 0 ENJ +2%
- 0 COTI +2%
- 0 1000BONK +2%
- 0 XVG +2%
- 0 1000PEPE +2%
- 0 ZIL +2%
- 0 ALGO +2%
- 0 DASH +2%
- 0 NEAR +2%
- −1% STX +1%
- −1% STEEM +1%
- −1% RVN +1%
- −1% CHR +1%
- −1% 1000FLOKI +1%
- −1% LINK +1%
- −2% T 0
- −2% NMR 0
- 0 ZEC +1%
- 0 LUNA2 +1%
- 0 YFI +1%
- 0 NEO +1%
- 0 INJ +1%
- 0 CAKE +1%
- 0 SOL +1%
- 0 PEOPLE +1%
- 0 STG +1%
- 0 SUSHI +1%
- 0 IOTA +1%
- 0 ONG +1%
- 0 UNI +1%
- 0 SNX +1%
- 0 SKL +1%
- 0 BIGTIME +1%
- 0 TRX +1%
- 0 CRV +1%
- 0 GALA +1%
- −1% RLC 0
- −1% ROSE 0
- −1% GMT 0
- −1% EDU 0
- −1% SSV 0
- −1% CELO 0
- −1% LTC 0
- −1% DYDX 0
- −1% MAGIC 0
- −1% RSR 0
- −1% ID 0
- −1% APE 0
- −1% KAVA 0
- −1% OGN 0
- −1% KSM 0
- −1% AXS 0
- −1% BEL 0
portfolio_ccex0_v3
portfolio_ccex0_v3: from $1,000.00 to $2,023.91.
portfolio_ccex0_v3 is a systematic portfolio of 134 algorithmic strategies (103 long, 31 short) trading 22 crypto perpetual pairs. Chained across backtest, forward test and live window from Aug 2017 to Sep 2026, the simulated equity returned +102.39% (+8.11% a year) over 18,577 trades, with a maximum drawdown of −1.16%.
- Strategies
- 134 103 long · 31 short
- Pairs
- 22 USDT perpetuals
- Period
- →
- Risk per trade
- 2% of equity
Three windows
Fitted, then unseen, then now.
-
In sample →
Backtest
The in sample period the 134 strategies were optimized on, from to . Every one of them was fitted on this data, so it is the most flattering window by construction: 15,684 trades, a profit factor of 2.06 and every strategy finishing in profit.
- Return
- +92.39%
- Max drawdown
- −1.16%
- Profit factor
- 2.06
- Win rate
- 53.25%
- Trades
- 15,684
- Annualized
- +9.04%
-
Out of sample →
Forward test
The first window the parameters never saw, from to . Nothing was re-optimized: the same strategy objects replay unseen candles. 94% of the strategies closed the window in profit, and the portfolio returned +4.69% with a −0.33% worst drawdown.
- Return
- +4.69%
- Max drawdown
- −0.33%
- Profit factor
- 1.81
- Win rate
- 53.56%
- Trades
- 1,770
- Strategies in profit
- 94%
-
Most recent →
Live window
The most recent window, from to , closest to today's market regime. 89% of the strategies traded, 43% are in profit, and the book is up +0.48% with a profit factor of 1.13 — the honest figure to judge the selection by.
- Return
- +0.48%
- Max drawdown
- −0.40%
- Profit factor
- 1.13
- Win rate
- 44.88%
- Trades
- 1,123
- Strategies in profit
- 43%
Underwater curve
How far the chained equity sat below its previous high, week by week. The deepest point, −1.16%, ran from to ; the longest stretch without a new high lasted 166 days.
- Max drawdown
- −1.16%
- Longest underwater
- 166 days
- Sharpe (daily)
- 2.59
- Positive months
- 70.0%
Returns
Year by year, month by month.
Calendar returns of the chained equity. 70.0% of months closed positive; the best was February 2021 at +7.32% and the worst October 2024 at −0.48%.
- +3.53% 2017*
- +2.55% 2018
- +4.98% 2019
- +15.15% 2020
- +22.81% 2021
- +0.63% 2022
- +7.24% 2023
- +13.34% 2024
- +4.36% 2025
- +0.59% 2026*
* partial calendar year: the data starts and ends .
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | No data | No data | No data | No data | No data | No data | No data | 0.00 | 0.04 | 0.30 | 0.37 | 2.82 | +3.53% |
| 2018 | 0.69 | 0.13 | 0.05 | 0.46 | −0.05 | 0.12 | 0.00 | 0.35 | 0.35 | 0.08 | 0.25 | 0.08 | +2.55% |
| 2019 | −0.07 | 0.27 | 0.75 | 1.75 | 0.99 | 0.30 | 0.49 | 0.03 | −0.10 | −0.22 | 0.51 | 0.20 | +4.98% |
| 2020 | 0.56 | 4.01 | 0.35 | 0.64 | 0.97 | 1.03 | 2.35 | 1.35 | −0.07 | −0.05 | 2.30 | 0.82 | +15.15% |
| 2021 | 4.52 | 7.32 | 0.18 | 2.04 | 1.69 | 0.31 | 0.24 | 3.82 | 0.87 | 0.61 | −0.19 | −0.40 | +22.81% |
| 2022 | 0.05 | −0.14 | 0.37 | 0.18 | 0.80 | 0.25 | −0.02 | −0.11 | −0.37 | −0.05 | −0.22 | −0.09 | +0.63% |
| 2023 | 1.75 | −0.04 | 0.44 | −0.17 | −0.02 | 0.37 | −0.07 | 0.02 | 0.05 | 0.30 | 2.08 | 2.35 | +7.24% |
| 2024 | −0.43 | 1.07 | 2.00 | −0.09 | 0.03 | 0.17 | −0.01 | 0.17 | 0.19 | −0.48 | 6.79 | 3.43 | +13.34% |
| 2025 | −0.42 | 0.35 | 0.04 | 0.27 | 0.42 | 0.01 | 3.21 | 0.08 | −0.12 | 0.29 | 0.25 | −0.05 | +4.36% |
| 2026 | 0.03 | 0.24 | −0.11 | −0.08 | 0.22 | 0.32 | −0.02 | 0.00 | 0.00 | No data | No data | No data | +0.59% |
The book
Where the returns come from.
134 strategies across 22 pairs, each risking 2% of equity per trade. No single pair is allowed to carry the book: exposure is capped per symbol and per direction, and the share of profit below shows how evenly the result is spread.
Long
85.2%
of profit · 103 strategies · 14,927 trades · 52.1% win
Short
14.8%
of profit · 31 strategies · 3,650 trades · 55.5% win
Share of profit by pair
| Pair | Share of profit | Trades | Win rate |
|---|---|---|---|
| ADA | +18.29% | 2,539 | 53.7% |
| XTZ | +15.08% | 2,006 | 50.9% |
| BTC | +10.02% | 1,624 | 52.0% |
| XLM | +9.48% | 1,893 | 49.2% |
| ETH | +5.56% | 1,509 | 53.0% |
| BNB | +4.64% | 1,274 | 54.5% |
| XRP | +4.64% | 908 | 49.5% |
| VET | +4.32% | 670 | 51.6% |
| CAKE | +4.23% | 557 | 53.1% |
| UNI | +3.80% | 821 | 49.7% |
| LTC | +3.63% | 1,284 | 54.4% |
| AVAX | +2.84% | 641 | 50.9% |
| NEAR | +2.77% | 415 | 52.0% |
| GRT | +2.67% | 456 | 61.2% |
| LINK | +2.44% | 561 | 57.2% |
| HOT | +1.78% | 239 | 62.8% |
| TRX | +1.21% | 483 | 55.3% |
| BAT | +0.72% | 158 | 58.9% |
| AAVE | +0.64% | 68 | 75.0% |
| ATOM | +0.54% | 161 | 49.7% |
| ARB | +0.45% | 252 | 54.8% |
| DGB | +0.26% | 58 | 53.5% |
Exposure budget
Maximum risk the portfolio can hold on each pair at once: NaN% long and NaN% short in total, if every strategy were open together.
- −1% XTZ +16%
- −3% ADA +14%
- −1% BTC +11%
- −5% ETH +5%
- −1% XLM +8%
- −2% LTC +7%
- 0 BNB +7%
- −1% UNI +6%
- −1% CAKE +5%
- −2% XRP +4%
- −1% VET +4%
- −2% AVAX +3%
- −4% GRT +1%
- 0 NEAR +3%
- 0 TRX +3%
- 0 LINK +3%
- −2% HOT +1%
- −1% ATOM +1%
- −1% BAT +1%
- −1% ARB 0
- −1% AAVE 0
- −1% DGB 0
Method
How to read these numbers.
What are the backtest, forward test and live window?
Three consecutive, non-overlapping periods. The backtest (Aug 2017 → Mar 2025) is the in sample data the strategy parameters were optimized on. The forward test (Mar 2025 → Nov 2025) is strictly out of sample: the same strategies replay candles they were never fitted on. The live window (Nov 2025 → Oct 2026) is the most recent period, closest to the current market regime.
How is the portfolio equity calculated?
Every portfolio starts from a $1,000.00 notional. Each closed trade moves equity by 2% of the current equity multiplied by that trade's return, so gains compound and every strategy carries the same fixed risk. Fees and slippage assumptions are applied to every trade. The three windows are chained: the forward test starts where the backtest ended, and the live window where the forward test ended.
How are strategies selected into a portfolio?
Candidates go through nine gates — generation, backtest, optimization, forward test, live test, stability, Monte Carlo permutations, selection and execution — and only the survivors are eligible. Selection then balances score against correlation, time in market and exposure per symbol, so the portfolio holds a spread of pairs, timeframes and directions. The full pipeline is described on the home page.
Are these live trading results?
No. All three windows are simulated results produced by the Montealgos research pipeline, net of fee and slippage assumptions. Simulated results have inherent limitations and are not a reliable indicator of future performance. Nothing on this page is investment advice or an offer of any financial product.
How often is this page updated?
The page is generated from the research pipeline whenever the portfolio runs are refreshed. The current data ends on 5 October 2026.
Backtest, forward test and live window figures are simulated results produced by our own research pipeline over the periods stated, net of fees and slippage assumptions. Simulated results have inherent limitations and are not a reliable indicator of future performance. Nothing on this page is investment advice or an offer of any financial product.
Let's talk algos.
Questions about a portfolio, the research behind it, or working together? We answer every serious message.
contact@montealgos.com