Selene

The calmest diversifier — the shallowest drawdown in the lineup, and highly independent.

engine-backtestedTV provisional

Two complementary axes, not a contradiction: the primary badge is internal validation engine-backtested · external TradingView cross-check provisional (provisional until reconciled). how we verify →

CAGR

9.9%

Profit factor

4.25

Max drawdown

-10.2%

Net return

113%

Win rate

45.8%

Sharpe

1.04

daily, annualized

Sortino

0.75

daily, annualized

Trades

Time underwater

477d

longest

Denomination

BTC

inverse

⚠ Leverage — read before sizing

typical 0.49× · max 2.2×

These signals imply a leveraged position — not a 1:1 deployment. At the stated risk %, the position notional is about 0.49× your deployed capital (typical), and up to 2.2× on a tight-stop trade. You execute on your own venue at your own size — cap your leverage at your discretion.

Equity curve · growth of 1.0 · full backtest · base risk

CAGR

9.9%

MAX DD

-10.2%

NET

113%

Hover the curve for date & cumulative value

Evaluate at your risk level

per-trade risk 2.5% · base 2.5%

Drag 0.5%–3.0%. The full-history curve, CAGR & drawdown recompute live; the axes rescale with it. Profit factor, Sharpe & Sortino are scale-invariant (unchanged). Documented transform, identical to the API.

Profitable risk range · CAGR > 10%amber ≥ 10% · standout ≥ 15%

Risk	CAGR	max-DD	PF	Sharpe
3.0%	11.8%	-12.1%	4.25	1.04

CAGR & drawdown scale with sizing; profit factor & Sharpe are scale-invariant (unchanged). Rows shown only where CAGR > 10%, up to a 3.0% cap. Drawdown shown beside every CAGR.

Pick your sizing

The table lists each 0.5% level where this strategy clears 10% CAGR, up to 3.0%. Use the slider above to dial any value in between — the curve, CAGR and drawdown recompute live.

Drawdown is shown beside every CAGR — you weigh the trade-off.

Monthly returns — the full record

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2018									0	-3	0	0
2019	0	0	0	0	0	0	0	0	0	0	-3	0	-3
2020	5	-4	0	0	0	-1	3	1	-2	13	11	11	40
2021	3	3	2	-1	0	0	0	4	-5	15	-4	0	17
2022	0	0	0	0	0	0	0	0	0	0	0	0	0
2023	0	4	-2	0	-1	3	-2	-1	-1	8	3	3	16
2024	0	7	1	-1	-1	0	3	-2	1	2	8	-1	18
2025	2	-2	-3	4	4	1	2	-2	-1	-2	-2	0	1
2026	0	0	0	0	0	0	0	0					0

Monthly & annual returns (%) at base risk — green = up, red = down. Backtested / modelled, provisional — the full record, down months included.

Provenance

Base risk: 2.5% per trade
Window: 2018-08-15 → 2026-08-24
Engine: Deribit-native BTC-PERPETUAL DRY_RUN backtest (keyless)
Data source: public Deribit chart history
Commission: 5 bps / side
Slippage: 2 ticks
Parameters: — (null until stamped)
Engine commit: — (null until stamped)

Backtested / modelled historical data, net of the costs above — not advice. → full methodology

Live signals

The data is free — subscribe for the signals

Every stat, return series and the risk-% tool on this page are free, no key — verify Selene against your own book first. The product is the live signals: real-time, actionable trade alerts as it fires. Request-based today.

Subscribe for live signals Contact for access — request-based

Included in: Diversifier · Steady