Diamond
Tested with protocol v1: 2025-11-01 → 2026-11-01, 0.15% fee, 8 slots.
80-pair list (Spot) bbadaad91982 · How we test
Spot
- Profit
- −69.3%
- MTM drawdown
- 70.7%
- Profit / drawdown
- −0.98
- Trades
- 585
- Win rate
- 69.7%
- Profit factor
- 0.32
Lookahead bias: not found · Recursive (warm-up) bias: not checked · 2026-11-04
Monthly returns
| 2025-11 | 2025-12 | 2026-01 | 2026-02 | 2026-03 | 2026-04 | 2026-05 | 2026-06 | 2026-07 | 2026-08 | 2026-09 | 2026-10 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| −27.9% | −13.4% | −10.2% | −8.9% | +1.6% | +3.1% | −4.0% | −7.2% | −0.2% | −1.7% | +2.9% | −3.3% |
What we don't know
- The pair list was drawn from coins still listed on Bybit today: those delisted after November 2025 are missing. This is survivorship bias — results may look better than reality.
- The test covers one year (2025-11-01 → 2026-11-01), including a bear market. Another year may give a different result.
- Strategy settings are the author's, unchanged; only slots, stake, fee and leverage are common to all.
- A backtest has no slippage or partial fills — the higher 0.15% fee only partly covers that.