CTM / Performance/Bitcoin & Crypto (Buy & Sell Side)

Strategy Performance

Systematic trading strategies, backtested 2019 to present. Updated Sep 5, 2026.
CTM Crypto Book — Buy & Sell Side
121.2% annual growth with a 27.4% maximum drawdown
Buy & Sell Side — 4 strategies across BTC, ETH, SOL and ADA on 8-hour bars, long and short, equal weight. Backtested, 2019 to present.
CAGR
121.2%
Max Drawdown
-27.4%
Total Return
+44079.6%
MAR
4.42
Sortino
2.8
1 Yr Return
+4.4%
3 Yr Return
+357.5%
5 Yr Return
+992.6%
Growth of $100,000
$100,000 → $44,179,607
2019-01 – 2026-09
20192020202120222023202420252026
Drawdown from peak · worst -27.4%
Calendar-year performance
ReturnMax Drawdown
2019+74.9%-17.7%
2020+152.9%-26.1%
2021+985.2%-18.3%
2022+60.6%-23.3%
2023+134.9%-15.7%
2024+98.0%-17.3%
2025+28.8%-14.2%
2026 YTD-4.3%-27.4%
Against buy & hold
CAGRMax DDMAR
Equal weight 1/4 per strategy, rebalanced daily121.2%-27.4%4.42
BTC buy & hold48.6%-76.7%0.63
Crypto has no risk-balanced sizing yet: the book above holds every strategy at the same weight with capital fully deployed, rebalanced daily. Buy-and-hold Bitcoin over the same window is shown for scale.
Jan 2019 – 2026-09 · 4 strategies · equal weight 1/4 · daily rebalance · backtested, engine replay of the frozen crypto board, validated against the owner’s TradingView exports (98–100% entry parity) · 10 bps per side · positions lagged one day (no look-ahead)
v5 Crypto Strategies
Buy & Sell Side8H · Long & Short
SOLLong & Short8H
BINANCE:SOLUSDT · 8H Timeframe
CAGR
293.22%
Max DD
39.4%
Win Rate
50.6%
Trades
85
Avg Trade
+13.54%
Avg Win
+30.75%
1 Yr
-14.0%
3 Yr
+815.8%
5 Yr
+10305.2%
TradingView parity 100% entry · 100% exit
Quoted in USDT on Binance.
View full report →
BTCLong & Short8H
INDEX:BTCUSD · 8H Timeframe
CAGR
138.28%
Max DD
29.1%
Win Rate
47.3%
Trades
205
Avg Trade
+3.74%
Avg Win
+10.55%
1 Yr
-7.3%
3 Yr
+307.7%
5 Yr
+2452.8%
TradingView parity 100% entry · 95% exit
View full report →
ETHLong & Short8H
INDEX:ETHUSD · 8H Timeframe
CAGR
174.4%
Max DD
39.8%
Win Rate
37.1%
Trades
197
Avg Trade
+5.05%
Avg Win
+17.96%
1 Yr
-29.6%
3 Yr
+274.5%
5 Yr
+4140.5%
TradingView parity 98% entry · 88% exit
View full report →
ADALong & Short8H
BINANCE:ADAUSDT · 8H Timeframe
CAGR
163.7%
Max DD
42.3%
Win Rate
50.8%
Trades
327
Avg Trade
+2.73%
Avg Win
+9.94%
1 Yr
-16.8%
3 Yr
+956.4%
5 Yr
+2667.8%
TradingView parity 99% entry · 98% exit
Quoted in USDT on Binance.
View full report →
Important Disclosure
Past performance and backtested results do not guarantee future returns. All trading involves risk, including the loss of principal. Results shown are based on backtested data from TradingView. Actual trading results may differ due to slippage, fees, liquidity, and market conditions. This is not investment advice. You are solely responsible for your own trading decisions.