Symbols / KR-DAIUSDT-BB

Kraken DAI/USDT

KR-DAIUSDT-BB · Bollinger reversion (15m)

Get alerts · $50/mo

Buys DAI at the lower Bollinger band (12-hour average, 2.5 standard deviations, 15-minute candles) and sells at the upper band, falling back to entry + fees + 1 tick after 2 days. Orders only move when the new price is 3 ticks away.

Exchange
Kraken
Pair
DAI/USDT
Market type
Spot
Book mode
Buy only
Holdings required
$100 USDT
Strategy
Bollinger reversion (15m)
Timeframe
15m
Update schedule
every candle (orders move only when 3+ ticks away)
Capital
$100
Maker / taker fee
0.2% / 0.2%
Liquidity
thin
Backtest window
2025-11-06 → 2026-11-08 (368 days)

Leverage

1x (spot, no leverage)
1x2x
Net PnL
+18.22%
Per year
+18.08%
Last 90 days
+12.83%
Max drawdown
-4.81%
Trades
57
Win rate
100.0%
Strict-rule PnL
+12.25%
TradingView match
54 of 55 trades identical

Results use fair fills and real exchange fees and are verified trade by trade against TradingView. All orders are limit orders.

Monthly returns

2025-112026-11

History

  • +6.8% came in September 2026 alone.
  • Last 90 days: +12.8% (a 52.0% yearly pace).
  • 57 trades, 100.0% winners; the longest trade lasted 19.4 days.

Risks

  • Kraken fees are 0.20% per side.
  • Thin market (DAI/USDT trades in under 1% of minutes); large orders may not fill.

Trades (57)

#SourceBookEntryEntry priceExitExit priceReasonNet
57Backtestbuy book2026-11-06 09:300.990882026-11-08 17:451.0009tp+0.609%
56Backtestbuy book2026-11-05 09:450.995462026-11-05 15:301.0076tp+0.817%
55Backtestbuy book2026-10-28 11:000.99472026-10-29 21:001.00688tp+0.822%
54Backtestbuy book2026-10-25 11:300.993932026-10-27 14:450.99792tp+0.001%
53Backtestbuy book2026-10-21 11:000.991782026-10-21 20:001.01133tp+1.567%
52Backtestbuy book2026-10-07 15:000.992652026-10-09 17:301.00065tp+0.404%
51Backtestbuy book2026-09-30 13:450.983082026-10-02 19:001.00023tp+1.341%
50Backtestbuy book2026-09-27 10:150.982682026-09-30 01:151.00032tp+1.391%
49Backtestbuy book2026-09-24 09:000.988072026-09-26 19:001.00006tp+0.811%
48Backtestbuy book2026-09-19 14:150.992122026-09-20 17:301.0116tp+1.560%
47Backtestbuy book2026-09-17 08:000.993162026-09-17 11:001.00817tp+1.108%
46Backtestbuy book2026-09-02 11:300.989072026-09-03 12:151.01169tp+1.882%
45Backtestbuy book2026-08-29 20:150.997612026-08-30 17:301.00236tp+0.075%
44Backtestbuy book2026-08-27 00:000.997322026-08-28 22:001.00209tp+0.077%
43Backtestbuy book2026-08-22 11:150.996222026-08-22 21:001.00384tp+0.363%
42Backtestbuy book2026-08-19 15:150.997182026-08-21 20:001.00118tp+0.000%
41Backtestbuy book2026-08-06 17:450.99942026-08-14 18:301.00341tp+0.000%
40Backtestbuy book2026-08-01 14:000.999112026-08-02 23:001.00312tp+0.001%
39Backtestbuy book2026-07-23 11:300.997042026-07-23 16:001.00293tp+0.190%
38Backtestbuy book2026-07-15 22:000.997362026-07-19 00:301.00136tp+0.000%
37Backtestbuy book2026-07-13 08:300.996932026-07-15 12:001.00093tp+0.000%
36Backtestbuy book2026-07-04 02:150.999282026-07-04 05:151.00329tp+0.000%
35Backtestbuy book2026-06-30 23:001.000232026-07-03 00:451.00425tp+0.001%
34Backtestbuy book2026-06-27 12:450.999372026-06-30 03:151.00338tp+0.000%
33Backtestbuy book2026-06-24 11:300.998612026-06-24 14:301.00279tp+0.018%
32Backtestbuy book2026-06-22 01:300.998212026-06-24 09:001.00222tp+0.001%
31Backtestbuy book2026-06-20 12:000.998462026-06-20 17:451.0034tp+0.094%
30Backtestbuy book2026-06-12 15:000.999122026-06-17 19:001.00313tp+0.001%
29Backtestbuy book2026-06-10 11:000.997422026-06-12 14:001.00142tp+0.000%
28Backtestbuy book2026-06-06 18:000.996592026-06-08 08:151.00159tp+0.101%
27Backtestbuy book2026-06-05 10:000.996952026-06-06 17:151.00389tp+0.295%
26Backtestbuy book2026-06-04 20:450.997382026-06-04 22:001.00315tp+0.177%
25Backtestbuy book2026-06-02 11:000.993542026-06-04 11:301.00084tp+0.333%
24Backtestbuy book2026-05-31 14:300.998672026-06-02 00:151.0046tp+0.193%
23Backtestbuy book2026-05-26 11:300.999832026-05-30 19:301.00384tp+0.000%
22Backtestbuy book2026-05-23 08:000.999642026-05-24 01:451.00365tp+0.000%
21Backtestbuy book2026-05-17 22:000.997982026-05-17 22:151.00284tp+0.086%
20Backtestbuy book2026-05-15 14:450.99822026-05-16 01:001.00221tp+0.001%
19Backtestbuy book2026-05-14 01:150.998222026-05-14 12:001.00223tp+0.001%
18Backtestbuy book2026-05-06 11:000.997522026-05-08 18:301.00153tp+0.001%
17Backtestbuy book2026-05-04 06:000.995572026-05-06 08:151.00015tp+0.059%
16Backtestbuy book2026-04-30 18:450.996942026-05-01 06:151.00333tp+0.240%
15Backtestbuy book2026-04-26 11:000.995042026-04-28 12:451.00132tp+0.230%
14Backtestbuy book2026-04-25 07:450.99652026-04-26 06:451.00313tp+0.264%
13Backtestbuy book2026-04-23 10:300.99242026-04-24 23:001.00256tp+0.622%
12Backtestbuy book2026-04-21 17:450.991542026-04-22 00:151.00941tp+1.399%
11Backtestbuy book2026-04-21 15:450.992192026-04-21 16:001.00684tp+1.074%
10Backtestbuy book2026-03-31 11:150.999352026-04-19 20:151.00336tp+0.000%
9Backtestbuy book2026-03-29 11:300.999592026-03-29 12:301.0036tp+0.000%
8Backtestbuy book2026-03-23 13:450.999132026-03-29 11:151.00314tp+0.001%
7Backtestbuy book2026-03-04 10:450.99862026-03-13 14:001.00261tp+0.001%
6Backtestbuy book2026-01-05 19:150.998962026-01-24 10:451.00297tp+0.001%
5Backtestbuy book2025-12-06 06:300.997862025-12-20 10:001.00187tp+0.001%
4Backtestbuy book2025-12-01 07:150.994532025-12-03 19:000.99852tp+0.000%
3Backtestbuy book2025-11-27 16:450.998192025-11-28 18:301.0022tp+0.001%
2Backtestbuy book2025-11-21 16:450.9972025-11-24 17:001.001tp+0.000%
1Backtestbuy book2025-11-13 20:450.998262025-11-18 20:301.00227tp+0.001%

Backtested results, not a guarantee. Stablecoins can lose their peg. Thin markets may not fill large orders.