portfolio_ccex1_v1
portfolio_ccex1_v1: from $1,000.00 to $17,788.03.
portfolio_ccex1_v1 is a systematic portfolio of 179 algorithmic strategies (139 long, 40 short) trading 71 crypto perpetual pairs. With every trade on one timeline from Aug 2017 to Oct 2026, the simulated equity returned +1,678.80% (+36.82% a year) over 26,411 trades, with a maximum drawdown of −6.38%.
- Strategies
- 179 139 long · 40 short
- Pairs
- 71 USDT perpetuals
- Period
- →
- Risk per trade
- 2% of equity · grids up to 23.44%
Three windows
Fitted, then unseen, then now.
Each strategy splits its own history: it is optimized on the oldest part, then replays the rest unseen, then keeps running until today. The windows below compound only the trades of each phase; the curve beside them keeps the out of sample trades alone, +102.67% since .
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In sample →
Backtest
The in sample trades: the data each of the 179 strategies was optimized on, between and . Every strategy was fitted on its own slice, so it is the most flattering window by construction: 19,247 trades, a profit factor of 2.77 and 100% of the strategies finishing in profit.
- Return
- +777.66%
- Max drawdown
- −6.38%
- Profit factor
- 2.77
- Win rate
- 63.73%
- Trades
- 19,247
- Annualized
- +30.00%
-
Out of sample →
Forward test
The candles each strategy never saw during its optimization, between and . Nothing was re-optimized: the same strategy objects replay unseen data. 92% of the strategies closed the window in profit, and these trades alone returned +97.01% with a −2.42% worst drawdown.
- Return
- +97.01%
- Max drawdown
- −2.42%
- Profit factor
- 2.09
- Win rate
- 67.84%
- Trades
- 4,555
- Annualized
- +37.21%
-
Most recent →
Live window
The most recent trades, after each strategy's forward test and until today, closest to the current market regime. 84% of the strategies traded, 53% are in profit, and these trades are up +2.81% with a profit factor of 1.39.
- Return
- +2.81%
- Max drawdown
- −1.27%
- Profit factor
- 1.39
- Win rate
- 47.57%
- Trades
- 2,609
- Strategies in profit
- 53%
Underwater curve
How far the equity sat below its previous high, week by week. The deepest point, −6.38%, ran from to ; the longest stretch without a new high lasted 107 days.
- Max drawdown
- −6.38%
- Longest underwater
- 107 days
- Sharpe (daily)
- 3.06
- Positive months
- 61.3%
Returns
Year by year, month by month.
Calendar returns of the equity, every trade included. 61.3% of months closed positive; the best was January 2021 at +30.55% and the worst August 2024 at −4.54%.
- 0.00% 2017*
- 0.00% 2018
- −0.01% 2019
- +47.64% 2020
- +104.68% 2021
- +22.77% 2022
- +31.07% 2023
- +101.18% 2024
- +42.08% 2025
- +27.98% 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 | 0.09 | 1.55 | 0.32 | 3.07 | 1.89 | −0.59 | 6.33 | 6.99 | 0.97 | 0.64 | 12.00 | 7.11 | +47.64% |
| 2021 | 30.55 | 11.78 | 1.92 | 18.49 | 1.07 | −0.62 | 5.47 | 3.18 | −2.05 | 2.81 | 2.66 | 2.79 | +104.68% |
| 2022 | −0.81 | 0.99 | 8.24 | 1.54 | 3.89 | 1.70 | 0.78 | 0.18 | 3.79 | −0.60 | 0.80 | 0.51 | +22.77% |
| 2023 | 0.08 | 3.49 | −0.47 | 0.00 | 0.21 | 2.23 | 3.22 | 2.64 | 6.00 | 1.32 | 6.30 | 2.61 | +31.07% |
| 2024 | 1.29 | 5.24 | 14.32 | −2.60 | 2.46 | 0.59 | 1.72 | −4.54 | 3.55 | −0.04 | 28.74 | 27.10 | +101.18% |
| 2025 | −0.88 | 2.30 | 2.26 | −0.91 | 5.38 | 0.80 | 4.98 | 0.72 | −1.62 | 10.23 | 11.78 | 1.58 | +42.08% |
| 2026 | 11.04 | 0.01 | 1.43 | 3.90 | 1.29 | 2.25 | 1.02 | 0.82 | 5.37 | −1.61 | No data | No data | +27.98% |
The book
Where the returns come from.
179 strategies across 71 pairs, risking 2% of equity per trade, up to 23.44% for a fully filled grid. The 14 grid strategies scale in level by level, so their exposure grows as the price moves against them. 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.
Share of profit by pair
| Pair | Share of profit | Trades | Win rate |
|---|---|---|---|
| XRP | +10.27% | 1,613 | 57.4% |
| DASH | +9.52% | 408 | 92.2% |
| KSM | +8.66% | 841 | 80.4% |
| NMR | +8.38% | 750 | 90.3% |
| THETA | +6.47% | 1,848 | 65.0% |
| HBAR | +6.18% | 1,183 | 62.5% |
| XVG | +6.08% | 318 | 86.5% |
| ZEC | +5.62% | 830 | 83.1% |
| VET | +4.62% | 1,390 | 63.8% |
| XLM | +3.41% | 1,194 | 61.9% |
| KAVA | +3.06% | 584 | 78.1% |
| NEO | +2.37% | 998 | 71.2% |
| LTC | +1.99% | 609 | 70.9% |
| AXS | +1.57% | 688 | 54.6% |
| RUNE | +1.47% | 706 | 49.1% |
| CRV | +1.45% | 291 | 51.5% |
| ZIL | +1.39% | 461 | 83.3% |
| EGLD | +1.21% | 575 | 55.5% |
| 1000FLOKI | +1.14% | 219 | 51.1% |
| NEAR | +0.85% | 232 | 49.6% |
| ENJ | +0.83% | 186 | 52.1% |
| DUSK | +0.82% | 590 | 52.7% |
| WLD | +0.71% | 236 | 50.0% |
| COMP | +0.69% | 672 | 55.5% |
| 1000BONK | +0.69% | 125 | 55.2% |
| 1000PEPE | +0.67% | 196 | 50.0% |
| QTUM | +0.64% | 622 | 51.5% |
| GRT | +0.58% | 353 | 60.1% |
| BTC | +0.43% | 519 | 61.1% |
| IOST | +0.42% | 98 | 59.2% |
| IOTA | +0.41% | 77 | 57.1% |
| ETH | +0.33% | 219 | 61.6% |
| STEEM | +0.32% | 191 | 71.7% |
| STX | +0.31% | 111 | 69.4% |
| COTI | +0.29% | 127 | 57.5% |
| GALA | +0.27% | 146 | 54.1% |
| SNX | +0.26% | 54 | 61.1% |
| OGN | +0.25% | 260 | 62.7% |
| RVN | +0.25% | 300 | 55.7% |
| YFI | +0.24% | 119 | 55.5% |
| CHR | +0.24% | 164 | 62.8% |
| STG | +0.24% | 110 | 64.5% |
| PEOPLE | +0.23% | 115 | 59.1% |
| TRX | +0.21% | 724 | 52.4% |
| SKL | +0.21% | 98 | 49.0% |
| BEL | +0.21% | 414 | 49.5% |
| IMX | +0.20% | 55 | 52.7% |
| LQTY | +0.20% | 399 | 54.4% |
| ALGO | +0.19% | 109 | 49.5% |
| CELO | +0.19% | 101 | 59.4% |
| DYDX | +0.19% | 56 | 78.6% |
| INJ | +0.19% | 234 | 48.7% |
| T | +0.19% | 57 | 77.2% |
| SSV | +0.19% | 160 | 58.8% |
| BICO | +0.19% | 76 | 54.0% |
| UNI | +0.17% | 200 | 54.5% |
| SUSHI | +0.16% | 177 | 65.5% |
| BNB | +0.14% | 257 | 53.3% |
| RSR | +0.14% | 113 | 62.8% |
| CAKE | +0.14% | 119 | 52.9% |
| ETC | +0.13% | 79 | 46.8% |
| APE | +0.13% | 467 | 56.3% |
| LUNA2 | +0.13% | 95 | 43.2% |
| GMT | +0.12% | 91 | 68.1% |
| MAGIC | +0.12% | 65 | 63.1% |
| XTZ | +0.11% | 574 | 56.1% |
| BIGTIME | +0.09% | 62 | 66.1% |
| ROSE | +0.07% | 60 | 71.7% |
| ID | +0.07% | 129 | 57.4% |
| RLC | +0.06% | 51 | 68.6% |
| LINK | +0.05% | 61 | 62.3% |
Exposure budget
Maximum risk the portfolio can hold on each pair at once, every grid fully filled, within its trading filters (long: 55% per pair, 500% in total, 2 grids open at once; short: 55% per pair, 250% in total, 2 grids open at once): 306.88% long and 116.88% short in total, against 460.64% and 187.20% if every strategy were open together. A position the filters can't fit is skipped, all of its levels with it.
- −2% XRP +49.44%
- −25.44% THETA +18%
- 0 VET +43.44%
- −2% HBAR +35.44%
- 0 XLM +37.44%
- 0 ZEC +25.44%
- −25.44% LTC 0
- −2% NEO +23.44%
- −25.44% KAVA 0
- −25.44% KSM 0
- 0 DASH +23.44%
- 0 XVG +23.44%
- −23.44% NMR 0
- 0 ZIL +17.12%
- 0 BTC +12%
- −2% QTUM +10%
- −2% RUNE +10%
- −2% EGLD +10%
- −2% AXS +10%
- 0 COMP +8%
- −6% GRT +2%
- 0 ETH +6%
- 0 DUSK +6%
- 0 ENJ +6%
- 0 WLD +6%
- 0 CRV +6%
- −2% 1000FLOKI +4%
- −2% STEEM +2%
- −2% LQTY +2%
- −2% RVN +2%
- 0 COTI +4%
- −2% SUSHI +2%
- 0 1000BONK +4%
- 0 1000PEPE +4%
- 0 NEAR +4%
- 0 TRX +4%
- 0 GALA +4%
- 0 BICO +2%
- 0 STX +2%
- 0 YFI +2%
- 0 INJ +2%
- 0 CAKE +2%
- 0 PEOPLE +2%
- 0 STG +2%
- 0 IOTA +2%
- 0 UNI +2%
- 0 SNX +2%
- 0 IMX +2%
- 0 SKL +2%
- 0 ALGO +2%
- 0 LUNA2 +2%
- 0 BIGTIME +2%
- 0 BNB +2%
- 0 ETC +2%
- 0 IOST +2%
- −2% RLC 0
- −2% ROSE 0
- −2% GMT 0
- −2% T 0
- −2% SSV 0
- −2% CELO 0
- −2% DYDX 0
- −2% MAGIC 0
- −2% RSR 0
- −2% ID 0
- −2% CHR 0
- −2% APE 0
- −2% LINK 0
- −2% XTZ 0
- −2% OGN 0
- −2% BEL 0