📊 BTCUSDT March 2026 — DCA Ladder Backtest
Fixed-signal ladder strategy that opens a SHORT on every new pending signal, then dollar-cost-averages up to 10 steps while the position runs, closing at 0.5% portfolio profit.
Each signal opens a $100 SHORT via Position.moonbag (25% hard stop). While the position is active, commitAverageBuy fires whenever price moves outside a ±1–5% band around the last entry, adding another $100 rung up to 10 rungs total. The position closes as soon as portfolio PNL crosses +0.5%.
Strategy: mar_2026_strategy | Exchange: ccxt-exchange | Frame: mar_2026_frame
🚀 Quick Start
Link to the source code
npm start -- --backtest --symbol BTCUSDT ./content/mar_2026.strategy/mar_2026.strategy.ts
📉 Price Context (March 2026)
| Metric | Value |
|---|---|
| Frame open | ~$66,974 (Mar 1) |
| Frame close | ~$66,750 (Mar 31) |
| Period high | ~$75,253 |
| Period low | ~$65,132 |
| Net move | −0.3% |
March 2026 was a volatile, mean-reverting month for BTC. Price opened in the mid-$60k range, spiked to ~$75,253 mid-month (triggered by macro sentiment and tariff news), then sold off aggressively back to ~$65,000 by late March. The overall net move was nearly flat (−0.3%), masking intra-month swings of ±15%. This is a SHORT-biased, range-bound / downtrend regime — ideal conditions for a short DCA ladder.
✨ Performance Summary
Without DCA (single-entry, before.json)
| Metric | Value |
|---|---|
| Total trades | 64 |
| Entries per trade | 1 (fixed) |
| Total deployed capital | $6,400 |
| Net PNL ($) | −$26.36 |
| Net PNL (%) | −0.41% |
| Win rate | 68.8% (44 / 64) |
| Avg PNL per trade | −$0.41 |
| Best trade | +$1.08 (Mar 26, +1.08%) |
| Worst trade | −$7.43 (Mar 3, −7.43%) |
| Worst drawdown (%) | −7.35% (single entry) |
| Worst drawdown ($) | −$7.35 |
With DCA (ladder up to 10 entries)
| Metric | Value |
|---|---|
| Total trades | 21 |
| Avg entries per trade | 3.1 |
| Max entries in one trade | 10 |
| Total deployed capital | $6,600 |
| Net PNL ($) | +$37.83 |
| Net PNL (%) | +37.83% on capital deployed |
| Win rate | 95.2% (20 / 21) |
| Avg PNL per trade | +$1.80 |
| Best trade | +$6.36 (Mar 2, 8 entries, +0.79% blended) |
| Worst trade | −$3.24 (Mar 29, 5 entries, −0.65%) |
| Worst drawdown (%) | −10.49% (blended across entries) |
| Worst drawdown ($) | −$104.93 |
📊 DCA vs No-DCA Comparison
| Metric | No DCA | With DCA | Delta |
|---|---|---|---|
| Trades | 64 | 21 | −43 |
| Total capital deployed ($) | $6,400 | $6,600 | +$200 |
| Net PNL ($) | −$26.36 | +$37.83 | +$64.19 |
| Net PNL on capital (%) | −0.41% avg/trade | +0.61% avg/trade | +1.02 pp |
| Worst drawdown (% per-entry) | −7.35% | −10.49% | +3.14 pp |
| Worst drawdown ($) | −$7.35 | −$104.93 | +$97.58 in fiat |
The DCA ladder flips a losing month into a profitable one (+$37.83 vs −$26.36) by averaging up into rising price and consolidating 64 single-entry trades into 21 multi-entry positions. The trade-off: because March included sustained upside spikes before reverting, the ladder deployed up to 10 rungs in two positions — resulting in a maximum fiat drawdown of −$104.93 on a single position.
📋 Trade Log — Without DCA
| # | Open date | Close date | Open price | Close price | PNL% | PNL$ | Max DD% | Max DD$ |
|---|---|---|---|---|---|---|---|---|
| 1 | Mar 1 | Mar 1 | $66,974 | $66,316 | +0.59% | +$0.59 | −0.46% | −$0.46 |
| 2 | Mar 1 | Mar 1 | $66,316 | $65,620 | +0.65% | +$0.65 | −3.07% | −$3.07 |
| 3 | Mar 1 | Mar 2 | $65,620 | $68,767 | −5.21% | −$5.21 | −7.03% | −$7.03 |
| 4 | Mar 2 | Mar 3 | $68,767 | $68,116 | +0.55% | +$0.55 | −1.44% | −$1.44 |
| 5 | Mar 3 | Mar 3 | $68,116 | $67,410 | +0.64% | +$0.64 | −0.98% | −$0.98 |
| 6 | Mar 3 | Mar 3 | $67,410 | $66,687 | +0.68% | +$0.68 | 0.00% | $0.00 |
| 7 | Mar 3 | Mar 4 | $66,687 | $71,358 | −7.43% | −$7.43 | −7.35% | −$7.35 |
| 8 | Mar 4 | Mar 4 | $71,358 | $70,693 | +0.53% | +$0.53 | −1.04% | −$1.04 |
| 9 | Mar 4 | Mar 5 | $70,693 | $72,809 | −3.40% | −$3.40 | −4.95% | −$4.95 |
| 10 | Mar 5 | Mar 5 | $72,809 | $72,091 | +0.59% | +$0.59 | −0.67% | −$0.67 |
| 11 | Mar 5 | Mar 5 | $72,091 | $71,318 | +0.67% | +$0.67 | −1.16% | −$1.16 |
| 12 | Mar 5 | Mar 6 | $71,318 | $70,516 | +0.73% | +$0.73 | −0.84% | −$0.84 |
| 13 | Mar 6 | Mar 6 | $70,516 | $69,863 | +0.53% | +$0.53 | −1.55% | −$1.55 |
| 14 | Mar 6 | Mar 6 | $69,863 | $69,105 | +0.69% | +$0.69 | −0.90% | −$0.90 |
| 15 | Mar 6 | Mar 6 | $69,105 | $68,428 | +0.58% | +$0.58 | −0.43% | −$0.43 |
| 16 | Mar 6 | Mar 6 | $68,428 | $67,833 | +0.47% | +$0.47 | −1.17% | −$1.17 |
| 17 | Mar 6 | Mar 7 | $67,833 | $67,880 | −0.47% | −$0.47 | −1.35% | −$1.35 |
| 18 | Mar 7 | Mar 7 | $67,880 | $67,242 | +0.54% | +$0.54 | −0.40% | −$0.40 |
| 19 | Mar 7 | Mar 8 | $67,242 | $66,652 | +0.48% | +$0.48 | −0.73% | −$0.73 |
| 20 | Mar 8 | Mar 8 | $66,652 | $66,063 | +0.49% | +$0.49 | −2.65% | −$2.65 |
| 21 | Mar 8 | Mar 9 | $66,063 | $68,754 | −4.49% | −$4.49 | −5.42% | −$5.42 |
| 22 | Mar 9 | Mar 10 | $68,754 | $69,541 | −1.55% | −$1.55 | −4.51% | −$4.51 |
| 23 | Mar 10 | Mar 11 | $69,541 | $70,802 | −2.22% | −$2.22 | −2.87% | −$2.87 |
| 24 | Mar 11 | Mar 12 | $70,802 | $70,034 | +0.69% | +$0.69 | −0.43% | −$0.43 |
| 25 | Mar 12 | Mar 12 | $70,034 | $69,306 | +0.64% | +$0.64 | 0.00% | $0.00 |
| 26 | Mar 12 | Mar 13 | $69,306 | $71,151 | −3.07% | −$3.07 | −4.17% | −$4.17 |
| 27 | Mar 13 | Mar 14 | $71,151 | $70,829 | +0.05% | +$0.05 | −4.18% | −$4.18 |
| 28 | Mar 14 | Mar 15 | $70,829 | $71,425 | −1.24% | −$1.24 | −1.42% | −$1.42 |
| 29 | Mar 15 | Mar 16 | $71,425 | $72,554 | −1.99% | −$1.99 | −2.66% | −$2.66 |
| 30 | Mar 16 | Mar 17 | $72,554 | $75,253 | −4.13% | −$4.13 | −5.06% | −$5.06 |
| 31 | Mar 17 | Mar 17 | $75,253 | $74,488 | +0.62% | +$0.62 | −0.41% | −$0.41 |
| 32 | Mar 17 | Mar 17 | $74,488 | $73,706 | +0.65% | +$0.65 | −0.62% | −$0.62 |
| 33 | Mar 17 | Mar 18 | $73,706 | $74,116 | −0.96% | −$0.96 | −1.86% | −$1.86 |
| 34 | Mar 18 | Mar 18 | $74,116 | $73,330 | +0.66% | +$0.66 | −0.58% | −$0.58 |
| 35 | Mar 18 | Mar 18 | $73,330 | $72,583 | +0.62% | +$0.62 | 0.00% | $0.00 |
| 36 | Mar 18 | Mar 18 | $72,583 | $71,915 | +0.52% | +$0.52 | 0.00% | $0.00 |
| 37 | Mar 18 | Mar 18 | $71,915 | $71,133 | +0.69% | +$0.69 | −0.47% | −$0.47 |
| 38 | Mar 18 | Mar 19 | $71,133 | $70,442 | +0.57% | +$0.57 | −1.50% | −$1.50 |
| 39 | Mar 19 | Mar 19 | $70,442 | $69,670 | +0.70% | +$0.70 | 0.00% | $0.00 |
| 40 | Mar 19 | Mar 19 | $69,670 | $68,923 | +0.67% | +$0.67 | −1.61% | −$1.61 |
| 41 | Mar 19 | Mar 20 | $68,923 | $69,905 | −1.83% | −$1.83 | −3.81% | −$3.81 |
| 42 | Mar 20 | Mar 21 | $69,905 | $70,635 | −1.45% | −$1.45 | −2.01% | −$2.01 |
| 43 | Mar 21 | Mar 21 | $70,635 | $69,776 | +0.82% | +$0.82 | −0.45% | −$0.45 |
| 44 | Mar 21 | Mar 21 | $69,776 | $68,880 | +0.89% | +$0.89 | 0.00% | $0.00 |
| 45 | Mar 21 | Mar 22 | $68,880 | $68,231 | +0.54% | +$0.54 | −1.28% | −$1.28 |
| 46 | Mar 22 | Mar 22 | $68,231 | $67,500 | +0.67% | +$0.67 | −1.42% | −$1.42 |
| 47 | Mar 22 | Mar 23 | $67,500 | $70,864 | −5.40% | −$5.40 | −6.59% | −$6.59 |
| 48 | Mar 23 | Mar 24 | $70,864 | $70,187 | +0.56% | +$0.56 | −0.60% | −$0.60 |
| 49 | Mar 24 | Mar 24 | $70,187 | $69,464 | +0.63% | +$0.63 | −2.02% | −$2.02 |
| 50 | Mar 24 | Mar 25 | $69,464 | $71,548 | −3.41% | −$3.41 | −3.99% | −$3.99 |
| 51 | Mar 25 | Mar 25 | $71,548 | $70,887 | +0.53% | +$0.53 | 0.00% | $0.00 |
| 52 | Mar 25 | Mar 26 | $70,887 | $70,188 | +0.59% | +$0.59 | −1.17% | −$1.17 |
| 53 | Mar 26 | Mar 26 | $70,188 | $69,511 | +0.57% | +$0.57 | 0.00% | $0.00 |
| 54 | Mar 26 | Mar 26 | $69,511 | $68,890 | +0.49% | +$0.49 | −0.80% | −$0.80 |
| 55 | Mar 26 | Mar 26 | $68,890 | $68,199 | +0.61% | +$0.61 | −0.82% | −$0.82 |
| 56 | Mar 26 | Mar 27 | $68,199 | $67,195 | +1.08% | +$1.08 | −1.92% | −$1.92 |
| 57 | Mar 27 | Mar 27 | $67,195 | $66,548 | +0.57% | +$0.57 | 0.00% | $0.00 |
| 58 | Mar 27 | Mar 27 | $66,548 | $65,874 | +0.61% | +$0.61 | −0.78% | −$0.78 |
| 59 | Mar 27 | Mar 28 | $65,874 | $66,817 | −1.84% | −$1.84 | −2.13% | −$2.13 |
| 60 | Mar 28 | Mar 29 | $66,817 | $66,567 | −0.02% | −$0.02 | −0.98% | −$0.98 |
| 61 | Mar 29 | Mar 29 | $66,567 | $65,894 | +0.61% | +$0.61 | −0.64% | −$0.64 |
| 62 | Mar 29 | Mar 29 | $65,894 | $65,132 | +0.76% | +$0.76 | 0.00% | $0.00 |
| 63 | Mar 29 | Mar 30 | $65,132 | $66,728 | −2.86% | −$2.86 | −4.92% | −$4.92 |
| 64 | Mar 30 | Mar 31 | $66,728 | $66,751 | −0.43% | −$0.43 | −0.48% | −$0.48 |
| Σ | −$26.36 | −7.35% | −$7.35 |
📋 Trade Log — With DCA
| # | Open date | Close date | Entries | Blended open | Close price | PNL% (blended) | PNL$ | Max DD% | Max DD$ |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Mar 1 | Mar 1 | 1 | $66,974 | $66,316 | +0.59% | +$0.59 | −0.46% | −$0.46 |
| 2 | Mar 1 | Mar 1 | 3 | $66,901 | $66,306 | +0.49% | +$1.47 | −2.17% | −$6.52 |
| 3 | Mar 1 | Mar 1 | 2 | $66,604 | $66,118 | +0.33% | +$0.66 | −1.31% | −$2.62 |
| 4 | Mar 1 | Mar 1 | 1 | $66,118 | $65,477 | +0.57% | +$0.57 | −1.01% | −$1.01 |
| 5 | Mar 1 | Mar 2 | 3 | $66,108 | $65,430 | +0.63% | +$1.88 | −1.68% | −$5.04 |
| 6 | Mar 2 | Mar 3 | 8 | $67,595 | $66,790 | +0.79% | +$6.36 | −3.90% | −$31.22 |
| 7 | Mar 3 | Mar 3 | 2 | $67,114 | $66,392 | +0.68% | +$1.36 | −1.38% | −$2.76 |
| 8 | Mar 3 | Mar 6 | 10 | $69,234 | $68,568 | +0.56% | +$5.64 | −7.16% | −$71.59 |
| 9 | Mar 6 | Mar 6 | 1 | $68,568 | $67,867 | +0.63% | +$0.63 | −0.97% | −$0.97 |
| 10 | Mar 6 | Mar 7 | 1 | $67,867 | $67,240 | +0.53% | +$0.53 | −1.30% | −$1.30 |
| 11 | Mar 7 | Mar 8 | 1 | $67,240 | $66,652 | +0.48% | +$0.48 | −0.73% | −$0.73 |
| 12 | Mar 8 | Mar 8 | 3 | $67,302 | $66,115 | +1.37% | +$4.10 | −1.66% | −$4.99 |
| 13 | Mar 8 | Mar 22 | 10 | $68,981 | $68,316 | +0.57% | +$5.66 | −10.49% | −$104.93 |
| 14 | Mar 22 | Mar 22 | 1 | $68,316 | $67,512 | +0.78% | +$0.78 | −1.30% | −$1.30 |
| 15 | Mar 22 | Mar 26 | 7 | $69,406 | $68,739 | +0.56% | +$3.94 | −4.08% | −$28.54 |
| 16 | Mar 26 | Mar 27 | 1 | $68,739 | $67,940 | +0.77% | +$0.77 | −1.12% | −$1.12 |
| 17 | Mar 27 | Mar 27 | 1 | $67,940 | $67,172 | +0.73% | +$0.73 | −0.47% | −$0.47 |
| 18 | Mar 27 | Mar 27 | 1 | $67,172 | $66,536 | +0.55% | +$0.55 | 0.00% | $0.00 |
| 19 | Mar 27 | Mar 27 | 1 | $66,536 | $65,860 | +0.62% | +$0.62 | −0.80% | −$0.80 |
| 20 | Mar 27 | Mar 29 | 3 | $66,495 | $65,400 | +1.25% | +$3.76 | −1.47% | −$4.41 |
| 21 | Mar 29 | Mar 31 | 5 | $66,586 | $66,751 | −0.65% | −$3.24 | −2.64% | −$13.18 |
| Σ | 66 | +$37.83 | −10.49% | −$104.93 |
⚠️ Risk Analysis
Market regime
March 2026 was a high-volatility, directionless month for BTC shorts. Intra-week spikes of 5–10% (Mar 3–4, Mar 8–9, Mar 22–23) punished single-entry short positions repeatedly. The DCA ladder absorbed these spikes by averaging up into the move, reducing blended cost basis and recovering when price reverted to the mean.
Drawdown by percentage (per-position)
DCA lowers the percentage drawdown on most positions by spreading entry cost across multiple rungs:
- No DCA worst: −7.35% (Mar 3, single entry into a spike from $66,687 to $71,358)
- DCA worst: −10.49% (Mar 8–22, 10-rung position — price ran to $75,921 before reversing)
The worst-case DCA drawdown is higher in percentage because a full 10-rung position stayed open for 14 days through a macro-driven spike to $75,921.
Drawdown in fiat (absolute dollar loss)
DCA dramatically increases the absolute dollar at risk because more capital is deployed per position:
- No DCA worst: −$7.35 (1 × $100 entry)
- DCA worst: −$104.93 (10 × $100 entries = $1,000 deployed in one position)
Summary
| Risk metric | No DCA | With DCA |
|---|---|---|
| Max drawdown per position (%) | −7.35% | −10.49% |
| Max drawdown per position ($) | −$7.35 | −$104.93 |
| Capital at risk (worst position) | $100 | $1,000 |
| Hard stop distance | 25% | 25% |
| Max theoretical loss (worst, 10 rungs) | −$250 | −$2,500 |
In a trending market (March 2026 spike to $75k), the DCA ladder absorbs the spike at the cost of heavy fiat exposure. The strategy recovered because BTC ultimately reverted — but a non-reverting trend hitting the 25% hard stop with all 10 rungs filled would produce a −$2,500 loss on a single position.
🚀 How to Run
# With DCA ladder (current strategy)
npm start -- --backtest --symbol BTCUSDT \
--strategy mar_2026_strategy \
--exchange ccxt-exchange \
--frame mar_2026_frame \
./content/mar_2026.strategy/mar_2026.strategy.ts
# Without DCA (single-entry variant)
npm start -- --backtest --symbol BTCUSDT \
--strategy mar_2026_strategy \
--exchange ccxt-exchange \
--frame mar_2026_frame \
./content/mar_2026.strategy/mar_2026.test.ts
Add --ui to open the web dashboard at http://localhost:60050:
npm start -- --backtest --symbol BTCUSDT --ui \
./content/mar_2026.strategy/mar_2026.strategy.ts
🌍 Environment Variables
Create a .env file in the project root (copy from .env.example):
# Telegram notifications (optional)
CC_TELEGRAM_TOKEN=your_bot_token_here
CC_TELEGRAM_CHANNEL=-100123456789
# Web UI server (optional, defaults shown)
CC_WWWROOT_HOST=0.0.0.0
CC_WWWROOT_PORT=60050