Strategies / Mean Reversion v2 / Backtest / Run #418

+184.2% over 3y 4m

Mean Reversion v2 · ETH/USDC · Jan 2023 → May 2026 · Uni v4 + Curve + Balancer, 1h bars, 9-window walk-forward, MEV-simulated.

CAGR

+62.4%

vs BM +21.4%

Sharpe

2.84

σ 12.4%

Sortino

3.62

downside σ 9.8%

Max DD

−6.2%

recovered 84d

Win rate

68.4%

970 / 1,418

Profit factor

2.41

gross +/- ratio

Total trades

1,418

avg hold 4.2h

Equity curve · Jan 2023 → May 2026

$284,200 +184.2% · vs HODL +98.4%

starting capital $100,000 · 9 walk-forward windows

Strategy HODL ETH SPY WF boundary

SVB collapse · Mar 23

FTX claim trade · Nov 23

Bull rally · Q1 24

Underwater chart

Drawdown from peak

−6.2% max · 84d to recovery

Avg DD

−2.1%

Recovery factor

29.7

Ulcer index

1.84

Monthly returns

% per calendar month

−6 0 +12

J F M A M J J A S O N D

Best month

+12.4% Mar 24

Worst month

−6.2% Aug 23

Positive months

31 / 40

Trade ledger first 10 of 1,418

#	Open	Close	Side	Asset	Entry	Exit	Size	Duration	PnL ($)	PnL %
1418	2026-05-11 03:24	2026-05-11 07:48	LONG	ETH/USDC	3,812.40	3,839.18	2.10 ETH	4h 24m	+$56.24	+0.70%
1417	2026-05-10 19:12	2026-05-10 22:36	SHORT	ETH/USDC	3,884.20	3,861.40	2.08 ETH	3h 24m	+$47.42	+0.59%
1416	2026-05-10 11:48	2026-05-10 13:24	LONG	ETH/USDC	3,798.10	3,792.20	2.12 ETH	1h 36m	−$12.51	−0.16%
1415	2026-05-09 22:00	2026-05-10 06:12	LONG	ETH/USDC	3,768.40	3,812.62	2.14 ETH	8h 12m	+$94.63	+1.17%
1414	2026-05-09 14:48	2026-05-09 18:24	SHORT	ETH/USDC	3,808.80	3,778.40	2.10 ETH	3h 36m	+$63.84	+0.80%
1413	2026-05-09 04:12	2026-05-09 11:24	LONG	ETH/USDC	3,740.10	3,802.40	2.18 ETH	7h 12m	+$135.81	+1.67%
1412	2026-05-08 22:00	2026-05-09 02:48	SHORT	ETH/USDC	3,798.20	3,748.40	2.12 ETH	4h 48m	+$105.58	+1.31%
1411	2026-05-08 12:36	2026-05-08 16:00	LONG	ETH/USDC	3,732.80	3,729.20	2.20 ETH	3h 24m	−$7.92	−0.10%
1410	2026-05-08 06:00	2026-05-08 09:48	LONG	ETH/USDC	3,704.20	3,738.40	2.20 ETH	3h 48m	+$75.24	+0.92%
1409	2026-05-07 22:24	2026-05-08 02:36	SHORT	ETH/USDC	3,748.60	3,712.40	2.20 ETH	4h 12m	+$79.64	+1.00%

Showing 1,409 → 1,418 of 1,418 trades

142 / 142