Backtests
Hypothetical performance
Modelled on historical data with assumed fees and slippage. No capital was traded. Hypothetical results have inherent limitations and are not indicative of future performance.
statarbHypothetical
published 05 Aug 2026
- Return
- −15.75%
- Sharpe
- -1.18
- Max DD
- 31.34%
- Costs
- $0.41
momentumHypothetical
published 05 Aug 2026
- Return
- −23.14%
- Sharpe
- -4.44
- Max DD
- 27.14%
- Costs
- $32.45
Half of this strategy is not in this curve. The backtest engine is long-only at the ledger, so the published run models the long side only, while the live momentum bots also take shorts on Phoenix perps. The backtest gate every bot clears covers half of this one.
gridHypothetical
published 05 Aug 2026
- Return
- +1.68%
- Sharpe
- 0.50
- Max DD
- 9.51%
- Costs
- $1.28
dcaHypothetical
published 05 Aug 2026
- Return
- −16.85%
- Sharpe
- -1.23
- Max DD
- 33.24%
- Costs
- $0.94