Backtest Results
MSTR · MSTR 趋势跟踪（BTC 4H SMA240 regime gate，decision_row 即時執行，CB + crash confirm，CAP1.0） · 2020-01-02T15:30:00+00:00 — 2026-06-29T19:30:00+00:00
Performance
Return (MTM)
+2779.71%
Realized Return
+2813.35%
Buy & Hold
+545.9%
Max Drawdown
-71.6%
B&H Max DD
-89.56%
Sharpe (Ann.)
1.19
Win Rate
41.57%
Total Trades
89
Avg Hold
300.8 bars
* MTM return includes unrealized P&L from the current open position.
Equity Curve
Price & MA Overlay
Trade History
| # | Entry | Entry Price | Exit | Exit Price | Hold | P&L |
|---|---|---|---|---|---|---|
| 1 | 2020-02-11T17:30:00+00:00 | $15.21 | 2020-02-25T18:30:00+00:00 | $14.41 | 337b | -5.24% |
| 2 | 2020-04-07T16:30:00+00:00 | $11.76 | 2020-06-15T16:30:00+00:00 | $12.17 | 1656b | +3.48% |
| 3 | 2020-06-23T15:30:00+00:00 | $11.88 | 2020-06-24T16:30:00+00:00 | $11.49 | 25b | -3.25% |
| 4 | 2020-07-22T16:30:00+00:00 | $12.11 | 2020-09-02T16:30:00+00:00 | $14.84 | 1008b | +22.57% |
| 5 | 2020-10-09T18:30:00+00:00 | $16.4 | 2020-10-28T16:30:00+00:00 | $16.5 | 454b | +0.65% |
| 6 | 2020-10-29T13:30:00+00:00 | $16.34 | 2020-11-30T16:30:00+00:00 | $33.05 | 771b | +102.31% |
| 7 | 2020-12-01T14:30:00+00:00 | $33.1 | 2020-12-01T18:30:00+00:00 | $32.04 | 4b | -3.21% |
| 8 | 2020-12-02T14:30:00+00:00 | $32.72 | 2021-01-07T20:30:00+00:00 | $51.4 | 870b | +57.11% |
| 9 | 2021-01-08T14:30:00+00:00 | $56.78 | 2021-01-27T16:30:00+00:00 | $53.56 | 458b | -5.68% |
| 10 | 2021-01-29T17:30:00+00:00 | $68.22 | 2021-01-29T20:30:00+00:00 | $61.78 | 3b | -9.44% |
| 11 | 2021-02-01T14:30:00+00:00 | $62.43 | 2021-02-09T16:30:00+00:00 | $121.78 | 194b | +95.07% |
| 12 | 2021-02-10T14:30:00+00:00 | $121.86 | 2021-02-10T16:30:00+00:00 | $100.01 | 2b | -17.93% |
| 13 | 2021-02-11T14:30:00+00:00 | $112.81 | 2021-02-11T17:30:00+00:00 | $102.85 | 3b | -8.83% |
| 14 | 2021-02-12T14:30:00+00:00 | $104.85 | 2021-02-16T18:30:00+00:00 | $97.94 | 100b | -6.59% |
| 15 | 2021-02-17T14:30:00+00:00 | $95.05 | 2021-02-23T16:30:00+00:00 | $73.9 | 146b | -22.25% |
| 16 | 2021-02-24T14:30:00+00:00 | $72.64 | 2021-02-25T18:30:00+00:00 | $76.56 | 28b | +5.41% |
| 17 | 2021-02-26T14:30:00+00:00 | $68.64 | 2021-03-04T19:30:00+00:00 | $64.27 | 149b | -6.35% |
| 18 | 2021-03-05T14:30:00+00:00 | $64.53 | 2021-03-05T16:30:00+00:00 | $58.17 | 2b | -9.86% |
| 19 | 2021-03-08T14:30:00+00:00 | $64.53 | 2021-03-24T18:30:00+00:00 | $64.39 | 388b | -0.23% |
| 20 | 2021-03-25T13:30:00+00:00 | $58.53 | 2021-03-25T15:30:00+00:00 | $58.78 | 2b | +0.43% |
| 21 | 2021-03-29T17:30:00+00:00 | $64.3 | 2021-04-14T15:30:00+00:00 | $78.35 | 382b | +21.86% |
| 22 | 2021-04-15T13:30:00+00:00 | $75.84 | 2021-04-19T15:30:00+00:00 | $64.03 | 98b | -15.57% |
| 23 | 2021-05-03T17:30:00+00:00 | $64.15 | 2021-05-04T15:30:00+00:00 | $62.5 | 22b | -2.57% |
| 24 | 2021-05-06T17:30:00+00:00 | $61.11 | 2021-05-07T15:30:00+00:00 | $62.65 | 22b | +2.52% |
| 25 | 2021-05-10T17:30:00+00:00 | $59.3 | 2021-05-11T15:30:00+00:00 | $53.38 | 22b | -9.99% |
| 26 | 2021-07-27T14:30:00+00:00 | $66.41 | 2021-09-08T18:30:00+00:00 | $64.18 | 1036b | -3.36% |
| 27 | 2021-09-16T14:30:00+00:00 | $63.24 | 2021-09-20T15:30:00+00:00 | $58.34 | 97b | -7.75% |
| 28 | 2021-10-04T14:30:00+00:00 | $61.18 | 2021-11-16T16:30:00+00:00 | $76.46 | 1034b | +24.97% |
| 29 | 2022-02-08T15:30:00+00:00 | $40.9 | 2022-02-18T16:30:00+00:00 | $39.53 | 241b | -3.33% |
| 30 | 2022-03-01T17:30:00+00:00 | $45.55 | 2022-03-07T15:30:00+00:00 | $41.49 | 142b | -8.92% |
| 31 | 2022-03-21T17:30:00+00:00 | $44.55 | 2022-04-11T15:30:00+00:00 | $43.51 | 502b | -2.33% |
| 32 | 2022-07-19T14:30:00+00:00 | $23.95 | 2022-07-26T18:30:00+00:00 | $24.22 | 172b | +1.13% |
| 33 | 2022-07-28T14:30:00+00:00 | $26.01 | 2022-08-03T15:30:00+00:00 | $31.03 | 145b | +19.3% |
| 34 | 2022-08-04T13:30:00+00:00 | $31.1 | 2022-08-19T15:30:00+00:00 | $29.39 | 362b | -5.5% |
| 35 | 2022-09-13T14:30:00+00:00 | $24.2 | 2022-09-13T18:30:00+00:00 | $23.83 | 4b | -1.53% |
| 36 | 2022-10-05T14:30:00+00:00 | $24.11 | 2022-10-07T18:30:00+00:00 | $22.04 | 52b | -8.57% |
| 37 | 2022-10-26T17:30:00+00:00 | $28.51 | 2022-11-08T16:30:00+00:00 | $21.85 | 311b | -23.35% |
| 38 | 2022-12-14T15:30:00+00:00 | $20.31 | 2022-12-16T16:30:00+00:00 | $18.13 | 49b | -10.75% |
| 39 | 2022-12-21T17:30:00+00:00 | $17.1 | 2022-12-22T18:30:00+00:00 | $16.12 | 25b | -5.74% |
| 40 | 2022-12-27T15:30:00+00:00 | $16.01 | 2022-12-27T18:30:00+00:00 | $15.07 | 3b | -5.86% |
| 41 | 2023-01-10T14:30:00+00:00 | $17.41 | 2023-01-18T17:30:00+00:00 | $21.47 | 195b | +23.32% |
| 42 | 2023-01-19T14:30:00+00:00 | $21.51 | 2023-03-03T16:30:00+00:00 | $24.65 | 1034b | +14.6% |
| 43 | 2023-03-14T17:30:00+00:00 | $23.69 | 2023-03-27T17:30:00+00:00 | $23.87 | 312b | +0.77% |
| 44 | 2023-03-28T13:30:00+00:00 | $23.71 | 2023-04-24T15:30:00+00:00 | $29.07 | 650b | +22.6% |
| 45 | 2023-04-27T14:30:00+00:00 | $30.67 | 2023-05-01T15:30:00+00:00 | $31.35 | 97b | +2.23% |
| 46 | 2023-05-05T14:30:00+00:00 | $31.32 | 2023-05-08T15:30:00+00:00 | $30.1 | 73b | -3.88% |
| 47 | 2023-06-21T14:30:00+00:00 | $32.42 | 2023-07-24T15:30:00+00:00 | $41.86 | 793b | +29.13% |
| 48 | 2023-09-19T14:30:00+00:00 | $34.43 | 2023-09-21T18:30:00+00:00 | $32.71 | 52b | -4.98% |
| 49 | 2023-09-28T14:30:00+00:00 | $32 | 2023-10-12T18:30:00+00:00 | $32.28 | 340b | +0.9% |
| 50 | 2023-10-17T14:30:00+00:00 | $32.15 | 2024-01-11T17:30:00+00:00 | $53.69 | 2067b | +66.99% |
| 51 | 2024-01-12T14:30:00+00:00 | $52.97 | 2024-01-16T16:30:00+00:00 | $48.46 | 98b | -8.5% |
| 52 | 2024-02-05T14:30:00+00:00 | $50.25 | 2024-02-05T18:30:00+00:00 | $49.12 | 4b | -2.24% |
| 53 | 2024-02-07T17:30:00+00:00 | $49.02 | 2024-02-15T20:30:00+00:00 | $71.21 | 195b | +45.27% |
| 54 | 2024-02-16T14:30:00+00:00 | $74.11 | 2024-02-26T16:30:00+00:00 | $78.44 | 242b | +5.84% |
| 55 | 2024-02-27T14:30:00+00:00 | $88.14 | 2024-03-05T17:30:00+00:00 | $113.94 | 171b | +29.27% |
| 56 | 2024-03-06T14:30:00+00:00 | $112.05 | 2024-03-08T17:30:00+00:00 | $129.94 | 51b | +15.96% |
| 57 | 2024-03-11T13:30:00+00:00 | $155.78 | 2024-03-14T15:30:00+00:00 | $171.83 | 74b | +10.3% |
| 58 | 2024-03-15T13:30:00+00:00 | $162.47 | 2024-03-18T16:30:00+00:00 | $160.12 | 75b | -1.44% |
| 59 | 2024-03-19T13:30:00+00:00 | $136.37 | 2024-03-28T16:30:00+00:00 | $168.22 | 219b | +23.35% |
| 60 | 2024-04-01T13:30:00+00:00 | $164.08 | 2024-04-02T18:30:00+00:00 | $153.92 | 29b | -6.19% |
| 61 | 2024-04-04T14:30:00+00:00 | $169.38 | 2024-04-05T19:30:00+00:00 | $150.65 | 29b | -11.06% |
| 62 | 2024-04-08T13:30:00+00:00 | $160.2 | 2024-04-15T15:30:00+00:00 | $145.67 | 170b | -9.07% |
| 63 | 2024-05-16T17:30:00+00:00 | $147.48 | 2024-05-31T17:30:00+00:00 | $144.97 | 360b | -1.7% |
| 64 | 2024-06-03T13:30:00+00:00 | $159.08 | 2024-06-11T18:30:00+00:00 | $152.83 | 197b | -3.93% |
| 65 | 2024-06-13T14:30:00+00:00 | $156.41 | 2024-06-13T18:30:00+00:00 | $150.52 | 4b | -3.76% |
| 66 | 2024-07-16T17:30:00+00:00 | $165.33 | 2024-08-05T15:30:00+00:00 | $123.4 | 478b | -25.36% |
| 67 | 2024-08-27T14:30:00+00:00 | $144.55 | 2024-08-27T18:30:00+00:00 | $140.05 | 4b | -3.11% |
| 68 | 2024-09-18T17:30:00+00:00 | $132.74 | 2024-10-14T19:30:00+00:00 | $204.55 | 626b | +54.09% |
| 69 | 2024-10-15T13:30:00+00:00 | $205.4 | 2024-10-15T16:30:00+00:00 | $195.43 | 3b | -4.85% |
| 70 | 2024-10-16T13:30:00+00:00 | $199.77 | 2024-11-01T18:30:00+00:00 | $233.53 | 389b | +16.9% |
| 71 | 2024-11-04T14:30:00+00:00 | $225.88 | 2024-11-13T20:30:00+00:00 | $342.01 | 222b | +51.41% |
| 72 | 2024-11-14T14:30:00+00:00 | $339.17 | 2024-11-21T16:30:00+00:00 | $453.79 | 170b | +33.8% |
| 73 | 2024-11-22T14:30:00+00:00 | $399.2 | 2024-11-25T16:30:00+00:00 | $419.02 | 74b | +4.97% |
| 74 | 2024-11-26T14:30:00+00:00 | $385.14 | 2024-11-26T20:30:00+00:00 | $355.29 | 6b | -7.75% |
| 75 | 2024-11-27T14:30:00+00:00 | $382.45 | 2024-12-05T17:30:00+00:00 | $397.6 | 195b | +3.96% |
| 76 | 2024-12-06T14:30:00+00:00 | $393 | 2024-12-19T18:30:00+00:00 | $327.82 | 316b | -16.59% |
| 77 | 2024-12-20T14:30:00+00:00 | $319.36 | 2024-12-23T16:30:00+00:00 | $343.33 | 74b | +7.51% |
| 78 | 2025-01-07T14:30:00+00:00 | $370.09 | 2025-01-07T18:30:00+00:00 | $347.58 | 4b | -6.08% |
| 79 | 2025-01-16T17:30:00+00:00 | $361.43 | 2025-02-03T16:30:00+00:00 | $328.48 | 431b | -9.12% |
| 80 | 2025-04-15T14:30:00+00:00 | $312.38 | 2025-06-17T15:30:00+00:00 | $373.47 | 1513b | +19.56% |
| 81 | 2025-06-26T14:30:00+00:00 | $386.54 | 2025-07-01T18:30:00+00:00 | $380.11 | 124b | -1.66% |
| 82 | 2025-07-03T14:30:00+00:00 | $401.07 | 2025-08-05T18:30:00+00:00 | $377.01 | 796b | -6% |
| 83 | 2025-08-07T17:30:00+00:00 | $405.4 | 2025-08-18T15:30:00+00:00 | $363.22 | 262b | -10.41% |
| 84 | 2025-09-12T14:30:00+00:00 | $329.31 | 2025-09-22T15:30:00+00:00 | $340.33 | 241b | +3.34% |
| 85 | 2025-09-30T17:30:00+00:00 | $317.36 | 2025-10-13T15:30:00+00:00 | $304.69 | 310b | -3.99% |
| 86 | 2025-10-28T14:30:00+00:00 | $295.29 | 2025-10-29T15:30:00+00:00 | $281.14 | 25b | -4.79% |
| 87 | 2026-01-05T15:30:00+00:00 | $163.5 | 2026-01-21T15:30:00+00:00 | $161.19 | 384b | -1.41% |
| 88 | 2026-03-12T17:30:00+00:00 | $135.38 | 2026-03-26T18:30:00+00:00 | $134.16 | 337b | -0.9% |
| 89 | 2026-04-09T14:30:00+00:00 | $127.89 | 2026-05-18T15:30:00+00:00 | $162.13 | 937b | +26.77% |