Backtest performance
Super Perps trades BTC, ETH, SOL, and HYPE. The backtest below was run on Bitcoin, the asset with the longest clean price history for a test like this. Over the test window, Bitcoin climbed from roughly $104,000 to about $124,000 and then fell to near $63,000. The strategy stayed positive through both halves.
Every figure on this page comes from a backtest that replays the strategy over historical data. It is not a record of live customer trading. The backtest does not fully model exchange fees, price movement inside each four-hour window, partial fills, or execution delay, so live results can differ. Crypto derivatives can lose money quickly. Nothing here is a promise of future performance.
Portfolio growth
The simulated account started at $100,000 and finished at $271,465, a gain of 171.46% across 688 filled trades, with 52.3% of resolved trades profitable and a 13.6% maximum drawdown. The path was not a straight line. It gave back ground during the sharp move down before recovering.
Month-end portfolio value across the backtest.
Month by month
Some months carried the result and a few gave a little back. The largest gains landed while Bitcoin was trending, which is what you would expect from a directional strategy.
Green months added value; red months gave some back. The biggest gains came as Bitcoin trended.
Both directions worked
The agent traded long and short, and both sides finished in profit. Shorts did most of the heavy lifting through the back half of the test, when Bitcoin fell hard.
Both directions made money. Shorts carried more of the result as Bitcoin fell through the back half of the test.
How the trades ended
Losing trades mostly closed the same quiet way, at their stop. Winners split between trades that reached a profit target and trades the trailing stop closed out in profit. A handful expired without a clear result.
What the backtest cannot prove yet
A strong simulation is a starting point, not a live track record. Three things still have to hold up in real trading.
- Live execution. Real fills, fees, and delays can pull performance below the simulation.
- Range-bound markets. The test covered a large move up and a large move down, with less prolonged sideways trading. A choppy, directionless market is a different test.
- Consistency ahead. Past results cannot prove the agent keeps the same edge in conditions it has not seen.
We show the backtest because it is the honest evidence available today, caveats included. As live trading data accumulates, it will sit next to these figures rather than replace this disclosure.
Read next
- How Super Perps works: the loop that produced this record.
- Risk management: why the drawdown stayed contained.