Crypto Signal Backtest – Rule Performance per Coin
Long-only simulation of each rule on Binance daily data from 2021-09-01 (or listing date) to 2026-09-04, 0.1% fee per side, next-candle execution.
| Rule | Median return | Median max drawdown | Beat buy & hold |
|---|---|---|---|
| Buy & hold | -77% | -94% | – |
| Daily | -8% | -57% | 81 / 96 |
| Weekly | -2% | -66% | 87 / 96 |
| Monthly | -3% | -62% | 83 / 96 |
| Yearly | -29% | -68% | 81 / 96 |
Why trend-following rules dominate in crypto
Before choosing these rules we tested fifteen popular indicator strategies on 30 large-cap coins over five years. Mean-reversion approaches — buying RSI below 30, buying the lower Bollinger Band — lost money in aggregate because crypto downtrends persist far longer than oscillators suggest. The MACD alone and the 50/200 golden cross were too slow or too noisy. The four rules used on this site (Supertrend with a 200-day filter, 20/10 and 55/20 Donchian breakouts, and a rising 200-day regime) each beat buy-and-hold on the majority of coins while roughly halving the maximum drawdown. Their win rates are low (30–40%) by design: they take many small losses and a few very large gains.
Every coin page shows the same simulation for that specific asset; below is the full table.
Per-coin results
| # | Coin | Buy & hold | Daily | Weekly | Monthly | Yearly | B&H max DD | Monthly max DD | Since |
|---|---|---|---|---|---|---|---|---|---|
| 1 | +63% | +117% | +145% | +60% | +104% | -77% | -39% | 2021-09-01 | |
| 2 | -36% | +60% | +15% | +39% | -3% | -79% | -35% | 2021-09-01 | |
| 3 | +47% | +39% | +62% | +47% | -16% | -70% | -45% | 2021-09-01 | |
| 4 | +13% | -16% | +168% | +10% | -6% | -78% | -59% | 2021-09-01 | |
| 5 | -8% | +342% | +780% | +63% | +213% | -96% | -65% | 2021-09-01 | |
| 6 | +249% | +31% | +12% | +11% | +230% | -60% | -56% | 2021-09-01 | |
| 7 | +574% | +362% | +2,337% | +536% | +329% | -94% | -77% | 2021-09-01 | |
| 8 | -71% | +9% | +230% | +97% | -68% | -85% | -58% | 2021-09-01 | |
| 9 | -61% | -2% | -23% | -13% | -59% | -85% | -69% | 2021-09-01 | |
| 10 | -93% | -41% | -65% | -19% | -68% | -95% | -71% | 2021-09-01 | |
| 11 | -49% | +17% | +99% | +38% | -41% | -83% | -56% | 2021-09-01 | |
| 12 | -62% | +10% | -49% | +47% | -29% | -89% | -42% | 2021-09-01 | |
| 13 | -72% | -76% | -82% | -79% | -56% | -85% | -83% | 2021-09-01 | |
| 14 | -16% | +0% | -10% | +0% | +0% | -26% | +0% | 2026-07-02 | |
| 15 | -80% | -24% | -36% | -3% | -66% | -92% | -78% | 2021-09-01 | |
| 16 | -70% | +21% | +167% | +74% | -46% | -93% | -65% | 2021-09-01 | |
| 17 | -83% | +113% | +107% | +157% | -60% | -96% | -60% | 2021-09-01 | |
| 18 | -46% | +341% | +127% | +132% | +15% | -88% | -62% | 2023-05-03 | |
| 19 | -27% | -12% | +368% | +93% | +30% | -95% | -51% | 2021-09-01 | |
| 20 | -60% | +45% | +364% | +24% | -40% | -95% | -77% | 2021-09-01 | |
| 21 | -64% | -68% | -28% | -24% | -49% | -80% | -58% | 2024-04-11 | |
| 22 | -64% | +7% | -36% | -18% | +6% | -77% | -29% | 2025-10-06 | |
| 23 | -68% | -19% | -60% | -37% | -42% | -88% | -76% | 2021-09-01 | |
| 24 | -76% | +0% | -36% | -15% | +0% | -79% | -19% | 2025-09-01 | |
| 25 | -60% | -45% | -18% | -29% | +0% | -80% | -41% | 2025-04-11 | |
| 26 | +36% | -13% | +25% | -1% | +16% | -51% | -32% | 2025-10-03 | |
| 27 | -28% | +80% | +29% | +22% | +4% | -86% | -49% | 2025-09-11 | |
| 28 | -79% | +140% | -31% | +107% | -72% | -95% | -53% | 2024-04-02 | |
| 29 | -12% | -8% | +1% | -12% | -28% | -46% | -26% | 2025-09-17 | |
| 30 | -97% | -6% | -71% | -30% | -58% | -99% | -65% | 2021-09-01 | |
| 31 | -5% | +139% | +930% | +297% | +6% | -91% | -62% | 2023-05-05 | |
| 32 | -96% | -2% | -68% | -63% | -40% | -97% | -84% | 2021-09-01 | |
| 33 | -82% | -12% | +38% | +41% | -71% | -98% | -79% | 2023-07-24 | |
| 34 | +0% | -1% | -2% | -1% | -1% | 0% | -1% | 2025-08-13 | |
| 35 | 0% | 0% | -1% | -1% | +0% | 0% | -1% | 2026-01-13 | |
| 36 | -89% | -60% | -37% | -4% | -58% | -92% | -43% | 2021-09-01 | |
| 37 | -77% | -17% | +59% | -42% | -23% | -90% | -64% | 2024-09-13 | |
| 38 | -66% | -35% | -16% | +10% | -86% | -89% | -52% | 2021-09-01 | |
| 39 | -90% | +41% | -42% | -39% | -39% | -97% | -74% | 2023-03-23 | |
| 40 | +39% | -32% | +8% | -56% | +9% | -80% | -75% | 2021-09-01 | |
| 41 | -74% | +261% | -17% | -38% | -48% | -93% | -81% | 2021-09-01 | |
| 42 | -92% | +37% | +60% | +31% | -69% | -97% | -58% | 2021-09-01 | |
| 43 | -64% | -1% | +99% | +68% | -11% | -78% | -26% | 2022-04-29 | |
| 44 | -94% | -43% | -60% | +56% | -43% | -97% | -46% | 2021-09-01 | |
| 45 | -79% | -37% | -19% | -61% | +0% | -88% | -68% | 2024-07-26 | |
| 46 | -67% | -63% | -1% | -74% | -65% | -92% | -79% | 2024-01-31 | |
| 47 | -92% | -38% | +101% | -16% | -78% | -96% | -59% | 2021-09-01 | |
| 48 | -99% | -53% | -29% | -67% | -57% | -99% | -83% | 2021-09-01 | |
| 49 | -95% | -32% | -53% | -4% | +0% | -97% | -22% | 2025-01-19 | |
| 50 | -95% | +79% | +263% | -20% | -44% | -98% | -64% | 2021-09-01 | |
| 51 | -85% | +153% | +446% | -10% | -84% | -97% | -73% | 2021-09-01 | |
| 52 | -71% | +61% | +144% | +103% | -43% | -91% | -47% | 2024-12-17 | |
| 53 | -82% | -47% | +21% | -28% | -9% | -96% | -64% | 2024-03-18 | |
| 54 | +240% | -8% | +469% | +438% | +1% | -85% | -32% | 2026-01-07 | |
| 55 | -92% | +14% | -40% | +20% | -48% | -97% | -76% | 2022-10-19 | |
| 57 | -64% | +501% | -25% | +51% | +397% | -95% | -74% | 2021-09-01 | |
| 58 | -82% | +255% | +124% | +87% | -42% | -97% | -70% | 2021-09-01 | |
| 59 | +25% | -54% | -22% | -44% | -3% | -79% | -54% | 2025-04-11 | |
| 60 | -89% | -40% | -68% | -82% | -31% | -97% | -85% | 2024-02-02 | |
| 61 | -78% | +579% | +491% | +426% | +198% | -96% | -68% | 2021-09-01 | |
| 62 | -70% | -58% | -70% | -62% | -3% | -90% | -72% | 2024-06-20 | |
| 63 | -62% | +22% | -45% | -36% | +6% | -79% | -56% | 2025-09-29 | |
| 64 | -56% | +0% | -28% | +0% | +0% | -67% | +0% | 2026-03-11 | |
| 65 | -85% | -44% | -83% | -38% | +0% | -99% | -53% | 2023-10-31 | |
| 66 | +125% | -48% | +96% | +198% | -28% | -85% | -47% | 2023-07-03 | |
| 67 | -74% | -62% | +75% | +113% | -77% | -96% | -66% | 2023-08-15 | |
| 68 | -49% | +99% | +110% | -10% | +40% | -88% | -58% | 2021-09-01 | |
| 69 | -81% | -46% | -32% | +60% | -50% | -94% | -64% | 2022-05-09 | |
| 70 | +75% | -26% | +161% | +85% | -8% | -70% | -37% | 2025-11-03 | |
| 71 | -60% | -47% | +76% | -1% | -7% | -86% | -66% | 2021-09-01 | |
| 72 | -92% | -52% | -69% | -81% | -76% | -95% | -88% | 2021-09-01 | |
| 73 | -88% | +101% | -5% | +38% | -79% | -94% | -76% | 2022-09-09 | |
| 74 | -86% | -27% | +249% | +0% | -61% | -96% | -56% | 2023-12-15 | |
| 75 | -40% | +10% | +22% | +80% | -70% | -87% | -56% | 2021-09-01 | |
| 76 | -93% | -29% | -65% | -40% | +0% | -96% | -45% | 2025-09-25 | |
| 77 | -96% | -42% | -69% | -3% | -44% | -98% | -45% | 2021-09-01 | |
| 78 | -84% | +201% | -2% | +190% | -16% | -97% | -78% | 2021-09-01 | |
| 79 | -1% | -2% | -66% | -33% | +0% | -81% | -47% | 2025-05-06 | |
| 80 | -92% | -35% | +44% | -38% | -48% | -95% | -66% | 2021-11-10 | |
| 81 | -98% | -49% | -71% | -67% | -30% | -99% | -78% | 2024-01-04 | |
| 83 | -92% | +87% | -47% | +32% | +50% | -98% | -72% | 2022-06-01 | |
| 84 | -93% | +715% | +2,242% | +409% | +98% | -99% | -74% | 2021-09-01 | |
| 85 | -83% | -75% | -80% | +50% | -71% | -95% | -59% | 2023-12-07 | |
| 86 | -98% | +7% | +411% | +4% | +37% | -99% | -81% | 2021-11-22 | |
| 87 | -87% | -42% | -66% | -18% | -36% | -97% | -55% | 2024-03-05 | |
| 88 | -99% | -47% | -75% | -78% | -36% | -99% | -81% | 2024-02-20 | |
| 89 | -95% | -48% | +174% | -36% | -79% | -98% | -70% | 2021-12-23 | |
| 90 | -96% | -13% | -64% | -36% | -75% | -97% | -64% | 2021-09-01 | |
| 91 | -79% | -23% | -55% | -62% | -4% | -94% | -72% | 2024-10-31 | |
| 92 | -98% | +63% | +231% | -24% | -34% | -99% | -60% | 2021-09-01 | |
| 93 | -95% | -58% | -76% | -69% | -37% | -97% | -79% | 2024-10-01 | |
| 94 | -96% | -20% | -30% | -58% | +218% | -98% | -86% | 2021-09-01 | |
| 95 | -97% | -16% | -46% | -7% | -72% | -98% | -65% | 2021-09-01 | |
| 96 | -91% | -13% | -54% | -30% | +0% | -92% | -32% | 2025-10-02 | |
| 97 | -98% | -24% | +55% | -27% | -23% | -99% | -63% | 2021-09-01 | |
| 98 | -99% | -68% | +198% | -53% | -48% | -99% | -73% | 2021-09-01 |