Portfolio Simulator

Backtest any configuration across 60+ crypto assets. Pro members can deploy these exact settings via the TradingView strategy.

With fees
ⓘ info Single Threshold Regime-Adaptive
Defines Bull vs Bear market
BULL MARKET (BTC > 200 EMA)
5.0
3.0
BEAR MARKET (BTC < 200 EMA)
5.0
2.0
ⓘ info On (Method 7d)
1.10
0.75
0.75
1.10
DD Steps: -5%→×0.67 | -10%→×0.50 | -20%→×0.33
When portfolio drops X% from peak, sizes auto-reduce to protect capital.
ⓘ info On (regime caps)
10
66
Skipped by cap: 0 trades (66 = no cap)
Limiting concurrent positions improves risk-adjusted returns by avoiding over-exposure during crowded markets.
▶ 66 of 66 assets selected
Bull: - trades Bear: - trades
Total Trades
-
Win Rate
-
Avg Return
-
Total Return
-
Profit Factor
-
CAGR
-
R:R (Win/Loss)
-
Max Drawdown
-
Sharpe Ratio
-
Sortino Ratio
-
Final Equity
-
Monte Carlo 500 sims
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Monthly Returns Heatmap
Year JFMAMJ JASOND Yr

Per-Asset Breakdown

Asset Trades Win Rate Avg Ret Total Ret Bull Bear Bull WR Bear WR

Trade Log (most recent 50)

Exit Date Asset Side Regime Conviction Return TP Return Days
Disclaimer: Past performance is not indicative of future results. All figures shown are from backtested simulations and do not represent actual trading results. This is not financial advice. Cryptocurrency trading involves substantial risk of loss. Do your own research (DYOR). Veridian Research provides market intelligence only — not investment recommendations.

Assumptions & Methodology
All backtesting is performed client-side using historical signal data from 2019–2026 across 65 crypto futures assets.
Fees: 0.05% per trade (entry + exit) + 0.03%/day estimated funding cost.
Starting equity: $10,000. Position sizing applies to the specified percentage of current equity at the given leverage.
Regime classification: Bull = BTC above 200-day EMA; Bear = BTC below 200-day EMA.
Signals are generated by the v11 scoring engine which evaluates multi-timeframe momentum, trend alignment, market cycle positioning, and risk-adjusted indicators.
Dynamic sizing combines four factors: score-proportional scaling, volatility adjustment, regime multipliers, and drawdown-adaptive reduction.
Past performance is not indicative of future results. Trading crypto futures involves substantial risk of loss.

Pro Tip
The filters and settings on this page can be applied directly in the TradingView strategy available to Professional tier members. Experiment here first, then deploy your preferred configuration live.