Backtest Results
MSTR · MSTR 趋势跟踪（BTC 4H SMA240 regime gate，decision_row 即時執行，CB + crash confirm，CAP1.0） · 2020-01-02T14:30:00+00:00 — 2026-09-01T19:30:00+00:00
Performance
Return (MTM)
+3935.54%
Realized Return
+2967.99%
Buy & Hold
+770.51%
Max Drawdown
-65.81%
B&H Max DD
-89.49%
Sharpe (Ann.)
1.266
Win Rate
42.55%
Total Trades
94
Avg Hold
289.9 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 | 2020-02-11T15:30:00+00:00 | $15.19 | 2020-02-25T18:30:00+00:00 | $14.33 | 339b | -5.65% |
| 2 | 2020-04-07T14:30:00+00:00 | $11.61 | 2020-06-15T15:30:00+00:00 | $12.17 | 1657b | +4.83% |
| 3 | 2020-06-17T14:30:00+00:00 | $12.05 | 2020-06-17T18:30:00+00:00 | $12.24 | 4b | +1.53% |
| 4 | 2020-06-23T14:30:00+00:00 | $11.88 | 2020-06-24T15:30:00+00:00 | $11.49 | 25b | -3.25% |
| 5 | 2020-07-22T14:30:00+00:00 | $12.2 | 2020-09-02T15:30:00+00:00 | $14.84 | 1009b | +21.62% |
| 6 | 2020-10-09T17:30:00+00:00 | $16.4 | 2020-10-28T15:30:00+00:00 | $16.5 | 454b | +0.65% |
| 7 | 2020-10-29T13:30:00+00:00 | $16.25 | 2020-11-30T15:30:00+00:00 | $33.05 | 770b | +103.45% |
| 8 | 2020-12-01T14:30:00+00:00 | $32.42 | 2020-12-01T17:30:00+00:00 | $32.04 | 3b | -1.15% |
| 9 | 2020-12-02T14:30:00+00:00 | $32.32 | 2021-01-07T19:30:00+00:00 | $51.4 | 869b | +59.05% |
| 10 | 2021-01-08T14:30:00+00:00 | $56.54 | 2021-01-27T16:30:00+00:00 | $53.7 | 458b | -5.01% |
| 11 | 2021-01-29T17:30:00+00:00 | $66.41 | 2021-01-29T19:30:00+00:00 | $61.78 | 2b | -6.97% |
| 12 | 2021-02-01T14:30:00+00:00 | $62.07 | 2021-02-09T15:30:00+00:00 | $121.78 | 193b | +96.22% |
| 13 | 2021-02-10T14:30:00+00:00 | $119.66 | 2021-02-10T15:30:00+00:00 | $100.01 | 1b | -16.42% |
| 14 | 2021-02-11T14:30:00+00:00 | $113.78 | 2021-02-11T16:30:00+00:00 | $102.85 | 2b | -9.61% |
| 15 | 2021-02-12T14:30:00+00:00 | $101.61 | 2021-02-16T17:30:00+00:00 | $97.94 | 99b | -3.61% |
| 16 | 2021-02-17T14:30:00+00:00 | $94 | 2021-02-23T15:30:00+00:00 | $73.9 | 145b | -21.38% |
| 17 | 2021-02-24T14:30:00+00:00 | $73.44 | 2021-02-25T18:30:00+00:00 | $76.42 | 28b | +4.06% |
| 18 | 2021-02-26T14:30:00+00:00 | $68.75 | 2021-03-04T18:30:00+00:00 | $64.27 | 148b | -6.5% |
| 19 | 2021-03-05T14:30:00+00:00 | $65.8 | 2021-03-05T15:30:00+00:00 | $58.17 | 1b | -11.59% |
| 20 | 2021-03-08T14:30:00+00:00 | $64.53 | 2021-03-24T17:30:00+00:00 | $64.39 | 387b | -0.23% |
| 21 | 2021-03-25T13:30:00+00:00 | $58.1 | 2021-03-25T15:30:00+00:00 | $59.02 | 2b | +1.59% |
| 22 | 2021-03-29T17:30:00+00:00 | $64.2 | 2021-04-14T14:30:00+00:00 | $78.35 | 381b | +22.04% |
| 23 | 2021-04-15T13:30:00+00:00 | $75.35 | 2021-04-19T15:30:00+00:00 | $62.94 | 98b | -16.47% |
| 24 | 2021-05-03T17:30:00+00:00 | $64.13 | 2021-05-04T15:30:00+00:00 | $60.97 | 22b | -4.93% |
| 25 | 2021-05-06T17:30:00+00:00 | $60.63 | 2021-05-07T15:30:00+00:00 | $62.6 | 22b | +3.25% |
| 26 | 2021-05-10T17:30:00+00:00 | $58.79 | 2021-05-11T15:30:00+00:00 | $56.02 | 22b | -4.72% |
| 27 | 2021-07-27T14:30:00+00:00 | $64.24 | 2021-09-08T18:30:00+00:00 | $64.1 | 1036b | -0.22% |
| 28 | 2021-09-16T14:30:00+00:00 | $61.91 | 2021-09-20T15:30:00+00:00 | $59.12 | 97b | -4.49% |
| 29 | 2021-10-04T14:30:00+00:00 | $59.8 | 2021-11-16T16:30:00+00:00 | $76.13 | 1034b | +27.32% |
| 30 | 2022-02-08T15:30:00+00:00 | $40.67 | 2022-02-18T16:30:00+00:00 | $39.13 | 241b | -3.79% |
| 31 | 2022-03-01T17:30:00+00:00 | $45.32 | 2022-03-07T15:30:00+00:00 | $40.48 | 142b | -10.68% |
| 32 | 2022-03-21T17:30:00+00:00 | $43.52 | 2022-04-11T15:30:00+00:00 | $43.22 | 502b | -0.7% |
| 33 | 2022-07-19T14:30:00+00:00 | $23.8 | 2022-07-26T18:30:00+00:00 | $23.74 | 172b | -0.25% |
| 34 | 2022-07-28T14:30:00+00:00 | $25.77 | 2022-08-03T14:30:00+00:00 | $31.03 | 144b | +20.42% |
| 35 | 2022-08-04T13:30:00+00:00 | $32 | 2022-08-19T15:30:00+00:00 | $28.39 | 362b | -11.31% |
| 36 | 2022-09-13T14:30:00+00:00 | $24.57 | 2022-09-13T18:30:00+00:00 | $23.48 | 4b | -4.44% |
| 37 | 2022-10-05T14:30:00+00:00 | $23.35 | 2022-10-07T18:30:00+00:00 | $22.06 | 52b | -5.54% |
| 38 | 2022-10-26T17:30:00+00:00 | $27.41 | 2022-11-08T15:30:00+00:00 | $21.85 | 310b | -20.27% |
| 39 | 2022-12-14T15:30:00+00:00 | $20.85 | 2022-12-16T16:30:00+00:00 | $17.9 | 49b | -14.15% |
| 40 | 2022-12-21T17:30:00+00:00 | $16.96 | 2022-12-22T18:30:00+00:00 | $16.17 | 25b | -4.68% |
| 41 | 2022-12-27T15:30:00+00:00 | $15.68 | 2022-12-27T18:30:00+00:00 | $14.84 | 3b | -5.37% |
| 42 | 2023-01-10T14:30:00+00:00 | $17.44 | 2023-01-18T16:30:00+00:00 | $21.47 | 194b | +23.1% |
| 43 | 2023-01-19T14:30:00+00:00 | $21.69 | 2023-02-09T20:30:00+00:00 | $24.75 | 510b | +14.11% |
| 44 | 2023-02-10T14:30:00+00:00 | $24.61 | 2023-03-03T16:30:00+00:00 | $24.69 | 506b | +0.31% |
| 45 | 2023-03-14T17:30:00+00:00 | $23.52 | 2023-03-27T16:30:00+00:00 | $23.87 | 311b | +1.46% |
| 46 | 2023-03-28T13:30:00+00:00 | $23.69 | 2023-04-24T15:30:00+00:00 | $28.4 | 650b | +19.9% |
| 47 | 2023-04-27T14:30:00+00:00 | $30.11 | 2023-05-01T15:30:00+00:00 | $30.69 | 97b | +1.92% |
| 48 | 2023-05-05T14:30:00+00:00 | $31.61 | 2023-05-08T15:30:00+00:00 | $30.19 | 73b | -4.49% |
| 49 | 2023-06-21T14:30:00+00:00 | $32.6 | 2023-07-24T15:30:00+00:00 | $42.61 | 793b | +30.71% |
| 50 | 2023-09-19T14:30:00+00:00 | $34.05 | 2023-09-21T18:30:00+00:00 | $32.7 | 52b | -3.97% |
| 51 | 2023-09-28T14:30:00+00:00 | $32.38 | 2023-10-12T18:30:00+00:00 | $32.44 | 340b | +0.21% |
| 52 | 2023-10-17T14:30:00+00:00 | $33.38 | 2024-01-11T16:30:00+00:00 | $53.69 | 2066b | +60.82% |
| 53 | 2024-01-12T14:30:00+00:00 | $52.53 | 2024-01-16T16:30:00+00:00 | $48.03 | 98b | -8.56% |
| 54 | 2024-02-05T14:30:00+00:00 | $50.23 | 2024-02-05T18:30:00+00:00 | $48.86 | 4b | -2.71% |
| 55 | 2024-02-07T17:30:00+00:00 | $49.31 | 2024-02-15T19:30:00+00:00 | $71.21 | 194b | +44.41% |
| 56 | 2024-02-16T14:30:00+00:00 | $73.54 | 2024-02-26T15:30:00+00:00 | $78.44 | 241b | +6.67% |
| 57 | 2024-02-27T14:30:00+00:00 | $86.65 | 2024-03-05T16:30:00+00:00 | $113.94 | 170b | +31.49% |
| 58 | 2024-03-06T14:30:00+00:00 | $114.06 | 2024-03-08T16:30:00+00:00 | $129.94 | 50b | +13.92% |
| 59 | 2024-03-11T13:30:00+00:00 | $155.08 | 2024-03-18T17:30:00+00:00 | $147.86 | 172b | -4.65% |
| 60 | 2024-03-19T13:30:00+00:00 | $132.67 | 2024-03-28T15:30:00+00:00 | $168.22 | 218b | +26.79% |
| 61 | 2024-04-01T13:30:00+00:00 | $164.58 | 2024-04-02T18:30:00+00:00 | $154.59 | 29b | -6.07% |
| 62 | 2024-04-04T14:30:00+00:00 | $172.59 | 2024-04-05T18:30:00+00:00 | $150.65 | 28b | -12.71% |
| 63 | 2024-04-08T13:30:00+00:00 | $160.29 | 2024-04-15T15:30:00+00:00 | $140.94 | 170b | -12.07% |
| 64 | 2024-05-16T17:30:00+00:00 | $144.18 | 2024-05-31T16:30:00+00:00 | $144.97 | 359b | +0.55% |
| 65 | 2024-06-03T13:30:00+00:00 | $160.18 | 2024-06-11T18:30:00+00:00 | $154.41 | 197b | -3.6% |
| 66 | 2024-06-13T14:30:00+00:00 | $152.58 | 2024-06-13T18:30:00+00:00 | $149.18 | 4b | -2.23% |
| 67 | 2024-07-16T17:30:00+00:00 | $165.15 | 2024-08-02T19:30:00+00:00 | $144.63 | 410b | -12.42% |
| 68 | 2024-08-05T13:30:00+00:00 | $105.22 | 2024-08-05T14:30:00+00:00 | $123.4 | 1b | +17.28% |
| 69 | 2024-08-27T14:30:00+00:00 | $142.64 | 2024-08-27T18:30:00+00:00 | $140.43 | 4b | -1.55% |
| 70 | 2024-09-18T17:30:00+00:00 | $133.76 | 2024-10-14T18:30:00+00:00 | $204.55 | 625b | +52.92% |
| 71 | 2024-10-15T13:30:00+00:00 | $206.83 | 2024-10-15T15:30:00+00:00 | $195.43 | 2b | -5.51% |
| 72 | 2024-10-16T13:30:00+00:00 | $200 | 2024-11-01T17:30:00+00:00 | $233.53 | 388b | +16.76% |
| 73 | 2024-11-04T14:30:00+00:00 | $227.08 | 2024-11-13T19:30:00+00:00 | $342.01 | 221b | +50.61% |
| 74 | 2024-11-14T14:30:00+00:00 | $341.94 | 2024-11-21T15:30:00+00:00 | $453.79 | 169b | +32.71% |
| 75 | 2024-11-22T14:30:00+00:00 | $403.8 | 2024-11-25T15:30:00+00:00 | $419.02 | 73b | +3.77% |
| 76 | 2024-11-26T14:30:00+00:00 | $382.97 | 2024-11-26T19:30:00+00:00 | $355.29 | 5b | -7.23% |
| 77 | 2024-11-27T14:30:00+00:00 | $384.48 | 2024-12-05T16:30:00+00:00 | $397.6 | 194b | +3.41% |
| 78 | 2024-12-06T14:30:00+00:00 | $395.49 | 2024-12-19T17:30:00+00:00 | $327.82 | 315b | -17.11% |
| 79 | 2024-12-20T14:30:00+00:00 | $319.53 | 2024-12-23T16:30:00+00:00 | $344.4 | 74b | +7.78% |
| 80 | 2025-01-07T14:30:00+00:00 | $366.65 | 2025-01-07T18:30:00+00:00 | $343.21 | 4b | -6.39% |
| 81 | 2025-01-16T17:30:00+00:00 | $362.63 | 2025-02-03T16:30:00+00:00 | $332.21 | 431b | -8.39% |
| 82 | 2025-04-15T14:30:00+00:00 | $311.06 | 2025-06-17T15:30:00+00:00 | $368.13 | 1513b | +18.35% |
| 83 | 2025-06-26T14:30:00+00:00 | $385.9 | 2025-07-01T18:30:00+00:00 | $378.69 | 124b | -1.87% |
| 84 | 2025-07-03T14:30:00+00:00 | $410.81 | 2025-08-05T18:30:00+00:00 | $375.2 | 796b | -8.67% |
| 85 | 2025-08-07T17:30:00+00:00 | $400.88 | 2025-08-18T15:30:00+00:00 | $362.21 | 262b | -9.65% |
| 86 | 2025-09-12T14:30:00+00:00 | $332.07 | 2025-09-22T15:30:00+00:00 | $336.2 | 241b | +1.25% |
| 87 | 2025-09-30T17:30:00+00:00 | $317.43 | 2025-10-13T15:30:00+00:00 | $310.17 | 310b | -2.29% |
| 88 | 2025-10-28T14:30:00+00:00 | $296.45 | 2025-10-29T15:30:00+00:00 | $279.01 | 25b | -5.88% |
| 89 | 2026-01-05T15:30:00+00:00 | $165.45 | 2026-01-21T15:30:00+00:00 | $162.4 | 384b | -1.85% |
| 90 | 2026-03-12T17:30:00+00:00 | $136.02 | 2026-03-26T18:30:00+00:00 | $133.11 | 337b | -2.14% |
| 91 | 2026-04-09T14:30:00+00:00 | $126.28 | 2026-05-18T15:30:00+00:00 | $162.13 | 937b | +28.39% |
| 92 | 2026-07-13T14:30:00+00:00 | $91.48 | 2026-07-13T18:30:00+00:00 | $91.57 | 4b | +0.11% |
| 93 | 2026-07-15T14:30:00+00:00 | $98.92 | 2026-07-31T18:30:00+00:00 | $93.52 | 388b | -5.46% |
| 94 | 2026-08-04T17:30:00+00:00 | $96.88 | 2026-08-11T18:30:00+00:00 | $95.35 | 169b | -1.58% |