Twelve well-known trading strategies, run over real daily price history. Every return is shown next to what it cost to get there — drawdown, capital tied up, and how often the answer flips when you shift the start date.
Over 2018-01-01 → 2026-09-23, buying BTC once and never selling returned 530%. Most of the rules below did worse than that while trading hundreds of times and spending years under water. The column that matters is vs B&H, not the headline return.
| Strategy | Return | vs B&H | Grid beat | Max DD | Underwater | Median | Trades | Win rate |
|---|---|---|---|---|---|---|---|---|
| Buy & Holdbaseline | 530% | — | — | 81% | 1045d | 39.7% | 0 | — |
| EMA Crosssignal | 1668% | +1138% | 100% | 59% | 790d | 11.1% | 47 | 34% |
| MA Crosssignal | 1371% | +841% | 93% | 51% | 817d | 9.6% | 31 | 42% ? |
| Donchian Breakoutsignal | 1266% | +736% | 100% | 49% | 756d | 21.7% | 32 | 50% ? |
| DCAposition | 1059% | +529% | 81% | 76% | 846d | 25.4% | 0 | — |
| MACD Crosssignal | 822% | +292% | 94% | 54% | 1112d | 19.7% | 114 | 38% |
| Parabolic SARsignal | 330% | -200% | 63% | 71% | 1964d | 13.6% | 128 | 42% ? |
| Supertrendsignal | 284% | -246% | 63% | 68% | 840d | 26.5% | 38 | 39% ? |
| Martingaleposition | 87% | -443% | 0% | 40% | 411d | 9.0% | 459 | 100% |
| RSI Reversionsignal | 45% | -485% | 0% | 66% | 2872d | 4.1% | 13 | 69% ? |
| Gridposition | 32% | -498% | 0% | 49% | 1292d | 4.1% | 75 | 100% |
| Bollinger Reversionsignal | -46% | -575% | 0% | 71% | 3118d | 3.5% | 51 | 63% ? |
| Stochastic Crosssignal | -46% | -576% | 0% | 77% | 3168d | -0.7% | 70 | 63% |
| Strategy | Return | vs B&H | Grid beat | Max DD | Underwater | Median | Trades | Win rate |
|---|---|---|---|---|---|---|---|---|
| Buy & Holdbaseline | 276% | — | — | 94% | 1382d | 19.0% | 0 | — |
| Supertrendsignal | 1792% | +1516% | 100% | 53% | 926d | 16.0% | 34 | 53% ? |
| Donchian Breakoutsignal | 1543% | +1268% | 100% | 65% | 1550d | 11.0% | 30 | 50% ? |
| MA Crosssignal | 1336% | +1060% | 100% | 69% | 1527d | 8.9% | 24 | 58% ? |
| EMA Crosssignal | 1197% | +921% | 100% | 69% | 1961d | 18.8% | 45 | 38% ? |
| DCAposition | 671% | +395% | 69% | 79% | 1382d | 9.2% | 0 | — |
| MACD Crosssignal | 535% | +259% | 100% | 70% | 926d | 24.1% | 116 | 35% |
| Martingaleposition | 110% | -166% | 0% | 43% | 739d | 9.7% | 557 | 100% |
| Parabolic SARsignal | 83% | -192% | 44% | 89% | 1780d | -7.4% | 121 | 38% |
| Gridposition | 32% | -244% | 0% | 55% | 2088d | 6.5% | 81 | 100% |
| RSI Reversionsignal | -11% | -287% | 6% | 78% | 1477d | 0.0% | 12 | 67% ? |
| Bollinger Reversionsignal | -53% | -329% | 0% | 80% | 3141d | 0.8% | 55 | 67% |
| Stochastic Crosssignal | -90% | -366% | 0% | 92% | 3160d | -14.4% | 6 | 0% |
| Return | One run over the whole period, from the first bar to the last. |
| vs B&H | How far the strategy finished above or below simply buying on the first day and holding. Negative means the trading was worse than doing nothing. |
| Grid beat | Share of that strategy's parameter settings that beat buy & hold. A single good result with 0% here means the default was lucky, not that the rule works. |
| Underwater | Longest unbroken stretch spent below the previous equity high, in days. This is what makes people quit, not the depth. |
| Median | The middle result once the start date is shifted forward 30 days at a time. Usually far below the headline. |
| Losing starts | Share of those start dates that ended underwater. |
| Ruin | Share of runs where the account fell to 10% of its starting capital. On spot without leverage this is rare — the usual failure is capital locked up, not wiped out. |
| Win rate | Share of closed trades in profit. Systems that only close winners report 100% and still lose money. ? means the 95% confidence interval for that win rate spans 50% — at that sample size the figure cannot be told apart from chance. Hover for the interval. |