Trade-Strategy.comSignal Desk for BTC/USDCBTC/USDC backtest - 1-hour, 2026-02-23 to 2026-08-08
BTC Intraday Regime Pulse + standard TP/SL
The BTC Intraday Regime Pulse engine with percentage-based take-profit and stop-loss on deployed capital.
Key observations
- The window covers 167 days (2026-02-23 to 2026-08-08). BTC/USDC moved from 66,686.2 to 64,880.3, a -2.71% change over the period.
- The engine opened 20 long and 21 short positions - 1.7 trades per week on average - with a mean holding time of 0.7 hours.
- The best trade gained +1.76R (+177.00 USDC) on 2026-04-12; the worst lost -1.25R (-126.00 USDC) on 2026-04-11.
- The deepest equity drawdown reached -252.00 USDC between 2026-07-06 and 2026-07-13.
- Longs closed in profit 85% of the time; shorts 90.5%.
Backtest chart
Last 236 1-hour candles with entries (arrows) and exits (circles - green win, red loss).
Monthly breakdown
| Month | Trades | Win rate | PnL | Total R |
|---|---|---|---|---|
| 2026-07 | 13 | 76.9% | +1,389.00 USDC | +13.84R |
| 2026-06 | 7 | 100% | +1,236.00 USDC | +12.31R |
| 2026-05 | 12 | 100% | +2,121.00 USDC | +21.11R |
| 2026-04 | 9 | 77.8% | +990.00 USDC | +9.83R |
Recent trades
| Date | Side | Entry | Exit | Result | PnL | Exit reason |
|---|---|---|---|---|---|---|
| 2026-07-27 | SHORT | 64,647.6 | 64,216.62 | +1.76R | +177.00 USDC | target |
| 2026-07-26 | LONG | 65,129.5 | 64,912.4 | -1.25R | -126.00 USDC | stop |
| 2026-07-23 | SHORT | 65,452.7 | 65,016.35 | +1.76R | +177.00 USDC | target |
| 2026-07-20 | LONG | 64,899.9 | 65,332.57 | +1.76R | +177.00 USDC | target |
| 2026-07-20 | SHORT | 64,181.6 | 63,753.72 | +1.76R | +177.00 USDC | target |
| 2026-07-17 | LONG | 63,895 | 64,320.97 | +1.75R | +174.00 USDC | target |
| 2026-07-17 | SHORT | 63,359.2 | 62,936.81 | +1.76R | +177.00 USDC | target |
| 2026-07-13 | SHORT | 62,758.4 | 62,967.59 | -1.25R | -126.00 USDC | stop |
| 2026-07-06 | LONG | 64,258.9 | 64,044.7 | -1.25R | -126.00 USDC | stop |
| 2026-07-06 | SHORT | 62,730.6 | 62,312.4 | +1.76R | +177.00 USDC | target |
| 2026-07-05 | LONG | 63,153.7 | 63,574.72 | +1.76R | +177.00 USDC | target |
| 2026-07-04 | LONG | 62,796.1 | 63,214.74 | +1.76R | +177.00 USDC | target |
| 2026-07-03 | LONG | 62,353.9 | 62,769.59 | +1.76R | +177.00 USDC | target |
| 2026-06-22 | LONG | 64,675.1 | 65,106.27 | +1.76R | +177.00 USDC | target |
| 2026-06-17 | SHORT | 65,263.1 | 64,828.01 | +1.76R | +177.00 USDC | target |
| 2026-06-15 | LONG | 66,564.9 | 67,008.67 | +1.76R | +177.00 USDC | target |
| 2026-06-14 | LONG | 64,053.1 | 64,480.12 | +1.76R | +177.00 USDC | target |
| 2026-06-01 | SHORT | 71,401.8 | 70,925.79 | +1.76R | +177.00 USDC | target |
| 2026-06-01 | SHORT | 72,591.2 | 72,107.26 | +1.76R | +177.00 USDC | target |
| 2026-06-01 | SHORT | 73,197.6 | 72,709.62 | +1.75R | +174.00 USDC | target |
Why these parameters
This is the same BTC Intraday Regime Pulse engine as the base page - 1h regime classification, 4h structure, volume Z-score and taker-flow filters, one position at a time with a 15-minute cooldown - but with a different exit rule.
Instead of a target multiple, the standard TP/SL variant takes profit at a fixed 2% and stops out at 1% of the deployed position (30,000 USDC notional at 3x leverage on 10,000 USDC capital). That is a fixed 2:1 reward-to-risk ratio per trade, which is why the win rate matters more than the profit factor for this variant.
Fixed percentage exits make risk per trade predictable and identical for every signal, at the cost of leaving winners running less than a trailing target would.
How this backtest works
This backtest replays the BTC Intraday Regime Pulse + standard TP/SL strategy over BTC/USDC perpetual candles between 2026-02-23 to 2026-08-08 - the most recent 1-hour candles available in the market data feed. The simulation runs server-side and every entry decision uses only information that existed at the signal time, so there is no lookahead bias in the results.
Positions are sized at 30,000 USDC notional with 3x leverage (10,000 USDC capital) for the base variants, or at 2% take-profit / 1% stop-loss of that deployed position for the standard TP/SL variants. Exit rules execute on the next candle after the signal, and a trade closes when the target or stop is hit, when the maximum holding time expires, or when the data window ends.
Transaction costs are modeled as 0.04% on entry and 0.04% on exit, plus a 0.03% daily funding charge for positions held overnight. The 0.08% round-trip cost is realistic for a retail perpetual-futures account on major venues.
Every trade produced by the engine is shown on this page - nothing is filtered or excluded. The trade table lists the most recent 20, the chart marks every trade in the window, and the monthly table aggregates all of them.
Reading the results
Win rate
87.8% of the 41 trades closed in profit (36 winners of 41). With the fixed 2:1 reward-to-risk exit the breakeven win rate is about 33%. This result sits 54.8 percentage points above that breakeven point.
Profit factor
A profit factor of 10.15 means the engine made 10.15 USDC (in R terms) for every 1 USDC it lost - a positive expectancy before costs.
Average R and total R
Each trade is measured in R - multiples of the initial stop distance. The average trade on this page returned 1.39R, and all trades together accumulated +57.09R. A positive total R over a window of 167 days is the most honest single summary of whether the edge held up.
Max drawdown
The equity curve fell -2.50R from peak to trough in R terms (2026-07-06 to 2026-07-13) and -252.00 USDC in USDC terms. Drawdown is the price of every strategy - the question is whether the recovery took days or months.
PnL vs R
R multiples scale profit against the distance to the stop, while USDC PnL is the fixed-notional result after costs. The two can diverge when stops are wide (a big stop makes each R worth more USDC), which is why both are shown - the R curve is the fairer comparison across different stop distances.
Tips for using this backtest
- With a fixed 2:1 reward-to-risk ratio, the breakeven win rate is only 34% - the 87.8% win rate on this window is what makes the result unusually strong.
- Watch the live app track record: a fixed TP/SL engine either keeps its edge or loses it in a regime shift, and the window below rolls forward daily.
- Keep position sizing flat - the backtest uses a fixed notional, and variable sizing would change every statistic on this page.
Limitations and risks
- The window is a sample, not a promise: results cover 2026-02-23 to 2026-08-08 and shift as new candles arrive and older ones drop out of the window.
- Slippage is not modeled beyond the 0.04% per-side cost assumption - live fills on fast moves can be worse than assumed.
- The engine and its default parameters were developed on past data. A change in BTC market regime (volatility, funding rates, liquidity) can invalidate an edge that worked in this window.
- Funding is charged as a flat 0.03% per day of holding; actual funding varies continuously with market conditions and can be higher in crowded trades.
- This is educational software. Nothing on this page is a recommendation to buy, sell or hold any position, and past performance never guarantees future results.
Other versions of this backtest
Other strategies on 1-hour candles
FAQ
What does "standard TP/SL" mean?
Take-profit is fixed at 2% and stop-loss at 1% of the deployed position (notional 30,000 USDC at 3x leverage on 10,000 USDC capital) - a constant 2:1 reward-to-risk ratio on every trade.
Why is the win rate so high on this variant?
Because every trade risks 1% to make 2%, a majority of small wins is the expected shape of a 2:1 engine. The win rate is high, but each win is capped at 2%.
What does the profit factor mean?
Profit factor divides gross wins by gross losses, measured in R multiples. Above 1 the strategy made more than it lost; a value like 10+ usually reflects a small number of losses rather than a huge win rate.
What costs are included?
The simulation applies 0.04% per side (buy and sell) plus a 0.03% daily funding charge for positions held overnight - 0.08% round trip plus funding on longer holds.
How is this backtest calculated?
The server replays the strategy over the last 1-hour BTC/USDC candles (2026-02-23 to 2026-08-08). Entries only use information available at signal time - no future data - and the full trade log is listed on this page.
Why does the result differ from the live app?
This page uses the strategy's default settings over a fixed historical window. The app runs live signals with your chosen settings, and results change as new candles arrive.
Is this investment advice?
No. Backtests are historical simulations with fixed parameters. Past results do not guarantee future performance, and Trade-Strategy.com is educational software.
Backtests are historical simulations of past BTC/USDC candle data with fixed parameters. They do not guarantee future results and are not investment advice.