Historical rule simulator

Backtest: When Bitcoin Drops 3% in a Day

Simulates one mechanical rule โ€” buy when bitcoin drops 3% in a day, hold a fixed number of days, then exit โ€” using only this site's own historical occurrence data. Only one position is held at a time; signals that fire while already in a trade are skipped and shown below.

Rule results for WhiteBIT Coin

20 historical signal(s) detected for WhiteBIT Coin; 15 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades14
Win rate57.1%
Average return / trade+0.04%
Compounded total return-1.92%
Max drawdown-21.77%
Buy & hold, same period+80.81%

Hypothetical growth of $100

1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-26 2025-10-03 $40.4998 $43.8584 +8.29% 108.29
2025-10-11 2025-10-18 $42.3741 $40.6859 -3.98% 103.98
2025-11-04 2025-11-11 $53.9293 $55.1219 +2.21% 106.28
2025-11-15 2025-11-22 $52.3430 $57.0967 +9.08% 115.93
2025-12-02 2025-12-09 $57.8819 $61.1003 +5.56% 122.38
2026-01-21 2026-01-28 $52.6169 $52.8160 +0.38% 122.84
2026-01-30 2026-02-06 $50.8203 $47.3491 -6.83% 114.45
2026-02-23 2026-03-02 $48.7551 $47.8759 -1.80% 112.38
2026-03-07 2026-03-14 $53.3595 $53.9131 +1.04% 113.55
2026-03-19 2026-03-26 $55.4207 $53.0976 -4.19% 108.79
2026-03-27 2026-04-03 $51.2926 $51.2311 -0.12% 108.66
2026-04-13 2026-04-20 $51.8341 $53.5169 +3.25% 112.19
2026-06-02 2026-06-09 $52.2985 $44.7994 -14.34% 96.10
2026-08-29 2026-09-05 $71.7529 $73.2295 +2.06% 98.08

How this backtest works

Every trade uses the same independent-episode detection and forward-return data as the full study page. A trade is entered on the day a signal triggers and exited exactly 7 days later at the historical close; a new signal is ignored while a trade is still open, so the trade count below is always less than or equal to the number of raw signals. Returns compound sequentially starting from a hypothetical $100.

View the full study for WhiteBIT Coin ยท Read the full methodology