SignalPro ·
Backtest verification report · September 9, 2026
A historical portfolio simulation of the strategy candidate rerun on September 9, 2026. These are not live account results or projected subscriber returns.
Cumulative return
+595.86%
Maximum drawdown
−19.15%
Simulated trades
3,480
Historical equity · Month-end samples · 10,000 USDT initial capital
Jun 2, 2021–Sep 9, 2026 · Marked at 15-minute candle closes
Review assumptions and losing periods
7× leverage, 25 target symbols, reselection every 3 hours, and at most 5 open positions. Includes a 0.055% taker fee and 0.01% slippage per fill, plus historical funding.
With a 0.075% fee and 0.05% slippage, full-period return falls to +108.98% and drawdown rises to 32.97%. An independently restarted 2026 test at those costs lost 1.40%.
Selected retrospectively from 15 alternatives; this is not an untouched out-of-sample test. Current supply and spread proxies and symbol selection bias remain. Actual order-book depth, latency, liquidations, and quantity rounding are not fully reproduced.
| Year | Continuous simulation return |
|---|---|
| 2021 | +28.24% |
| 2022 | +122.20% |
| 2023 | +52.84% |
| 2024 | -2.34% |
| 2025 | +44.54% |
| 2026 | +13.18% |
2021 and 2026 cover partial years. Past performance does not guarantee future returns.
Verification source version: 358d387865d29ee0baef84ed0a8f75908b26f042