Every strategy comes with the full set of metrics: annualized return, max drawdown, win rate, Sharpe ratio and trade frequency, plus a risk level. We do not hide drawdown, because drawdown is what decides whether you can actually hold on.
Low-risk strategies cap the upside but keep the curve smooth; high-risk strategies win on risk-reward and require sitting through losing streaks. The right choice depends on the nature of your capital and your tolerance.
AI dynamically adjusts grid spacing and position density: high-frequency convergence inside the range, automatic frequency reduction and exposure cuts on a trend breakout.
| Annualized Return | 42.6% |
|---|---|
| Max Drawdown | -11.3% |
| Win Rate | 68.4% |
| Sharpe Ratio | 1.82 |
| Trade Frequency | 6–12 trades/day |
Backtest window 2023-01 to 2025-12, including 0.05% fees and slippage. Historical backtest data; not a promise of returns.
Entry on multi-timeframe momentum alignment. Win rate is low but risk-reward is high (about 3.1:1). Works best in one-way markets and takes a string of small losses in chop.
| Annualized Return | 87.4% |
|---|---|
| Max Drawdown | -28.7% |
| Win Rate | 41.2% |
| Sharpe Ratio | 1.34 |
| Trade Frequency | 4–9 trades/month |
Backtest window 2023-01 to 2025-12, including 0.05% fees and slippage. Historical backtest data; not a promise of returns.
Collects funding by hedging perpetuals against spot, direction-neutral. Upside is capped by prevailing funding levels, with basis risk in extreme conditions.
| Annualized Return | 18.9% |
|---|---|
| Max Drawdown | -4.2% |
| Win Rate | 79.6% |
| Sharpe Ratio | 2.41 |
| Trade Frequency | Settled every 8 hours |
Backtest window 2023-01 to 2025-12, including 0.05% fees and slippage. Historical backtest data; not a promise of returns.
Reversion of volatility-normalized deviations, combined with a market-regime classifier that filters out trending phases to avoid adding into the trend.
| Annualized Return | 51.3% |
|---|---|
| Max Drawdown | -16.8% |
| Win Rate | 63.9% |
| Sharpe Ratio | 1.57 |
| Trade Frequency | 2–5 trades/day |
Backtest window 2023-01 to 2025-12, including 0.05% fees and slippage. Historical backtest data; not a promise of returns.
Seven stable factors screened from 200+ candidates drive a cross-sectional score, rotating within the top 80 coins by market cap on equal-weight, diversified positions.
| Annualized Return | 64.8% |
|---|---|
| Max Drawdown | -22.4% |
| Win Rate | 55.1% |
| Sharpe Ratio | 1.41 |
| Trade Frequency | Weekly rebalance |
Backtest window 2023-01 to 2025-12, including 0.05% fees and slippage. Historical backtest data; not a promise of returns.
Entry on breakouts after ATR compression, with tight stops and wide trailing take-profit. Sensitive to trading costs, so slippage modeling must stay conservative.
| Annualized Return | 73.2% |
|---|---|
| Max Drawdown | -25.1% |
| Win Rate | 44.8% |
| Sharpe Ratio | 1.28 |
| Trade Frequency | 3–7 trades/week |
Backtest window 2023-01 to 2025-12, including 0.05% fees and slippage. Historical backtest data; not a promise of returns.
Return figures mean nothing without a disclosed cost model and test window. Below is the single measurement standard used across all of our strategies.
2023-01-01 to 2025-12-31, covering one full decline–recovery–uptrend cycle.
0.05% fees on both sides plus slippage estimated as a proportion of ATR; perpetuals include funding rates.
Median of 1-minute candlesticks aligned across multiple exchanges, with abnormal prices and downtime periods removed.
Parameter overfitting risk exists. Live execution delay, insufficient depth and extreme market conditions will produce results noticeably worse than the backtest.
The SmartQuant AI quant toolkit is in closed beta: automatic strategy code generation, one-click Walk-Forward backtesting and a risk dashboard.
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