Symbols / KR-DAIUSDT-MARGIN

Kraken DAI/USDT

KR-DAIUSDT-MARGIN · Bollinger reversion, long & short (5m, margin)

Get alerts · $50/mo

One margin order on the closer side: buy DAI at the lower Bollinger band or short it at the upper band (7-day average, 2.5 standard deviations, 5-minute candles); exit at the opposite band, falling back to entry + fees + 1 tick after 2 days. Short positions pay Kraken margin open and rollover fees (included). Orders only move when the new price is 2 ticks away.

Exchange
Kraken
Pair
DAI/USDT
Market type
Margin
Book mode
Long & short (margin)
Holdings required
$100 USDT margin collateral
Strategy
Bollinger reversion, long & short (5m, margin)
Timeframe
5m
Update schedule
every candle (orders move only when 2+ ticks away)
Capital
$100
Maker / taker fee
0.2% / 0.2%
Liquidity
thin
Backtest window
2026-04-04 → 2026-11-08 (218 days)

Leverage

1x
1x2x3x4x
Net PnL
+23.70%
Per year
+39.64%
Last 90 days
+19.47%
Max drawdown
-6.40%
Trades
63
Win rate
87.3%
Strict-rule PnL
+11.56%
TradingView match
35 of 61 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

2026-042026-11

History

  • +10.9% came in September 2026 alone.
  • Last 90 days: +19.5% (a 79.0% yearly pace).
  • 63 trades, 87.3% winners; the longest trade lasted 3.1 days.

Risks

  • Margin account: shorts borrow DAI and pay rollover fees.
  • Kraken fees are 0.20% per side.
  • Thin market (DAI/USDT trades in under 1% of minutes); large orders may not fill.
  • Only about 7 months of usable history (the 7-day average needs a long warm-up).

Trades (63)

#SourceBookEntryEntry priceExitExit priceReasonNet
63Backtestlong2026-11-06 09:350.989242026-11-08 17:551.0009tp+0.776%
62Backtestlong2026-11-05 09:450.99172026-11-05 15:351.0093tp+1.371%
61Backtestshort2026-10-29 21:101.009152026-11-01 04:101.00113tp+0.101%
60Backtestshort2026-10-24 08:351.009092026-10-25 11:300.99179tp+1.163%
59Backtestlong2026-10-21 11:100.991822026-10-21 20:101.00906tp+1.335%
58Backtestshort2026-10-15 07:101.008922026-10-17 11:501.00142tp+0.062%
57Backtestlong2026-10-08 15:200.992052026-10-11 11:551.00329tp+0.731%
56Backtestlong2026-10-07 15:100.992182026-10-07 20:501.00883tp+1.275%
55Backtestshort2026-10-03 20:351.008662026-10-06 07:101.00461tp-0.311%
54Backtestlong2026-09-30 13:500.990012026-10-02 01:051.00864tp+1.478%
53Backtestlong2026-09-26 22:000.992592026-09-27 17:151.00842tp+1.192%
52Backtestlong2026-09-24 08:550.992992026-09-26 19:101.00006tp+0.311%
51Backtestlong2026-09-21 06:100.993172026-09-23 12:250.99716tp+0.001%
50Backtestlong2026-09-20 11:150.993312026-09-20 17:401.00785tp+1.061%
49Backtestshort2026-09-18 01:001.007642026-09-19 14:200.99346tp+0.803%
48Backtestshort2026-09-15 15:251.007582026-09-17 08:100.99357tp+0.769%
47Backtestshort2026-09-13 11:101.027642026-09-15 13:351.00042tp+1.982%
46Backtestshort2026-09-08 20:551.007092026-09-10 23:551.00015tp+0.015%
45Backtestshort2026-09-03 12:201.031592026-09-06 08:451.00002tp+2.304%
44Backtestlong2026-09-01 09:050.9952026-09-03 12:150.99899tp+0.000%
43Backtestshort2026-08-30 17:451.027272026-09-01 09:000.9954tp+2.492%
42Backtestshort2026-08-22 21:401.004932026-08-23 11:100.9962tp+0.383%
41Backtestlong2026-08-22 11:200.996322026-08-22 21:101.00485tp+0.454%
40Backtestlong2026-08-19 15:200.996412026-08-21 20:101.00041tp+0.001%
39Backtestshort2026-08-14 18:351.003922026-08-16 23:450.99989tp-0.284%
38Backtestlong2026-08-11 16:400.997172026-08-14 18:301.00117tp+0.000%
37Backtestshort2026-07-26 15:051.004092026-07-27 12:450.99691tp+0.188%
36Backtestshort2026-07-25 23:451.004052026-07-26 14:350.99692tp+0.217%
35Backtestlong2026-07-23 11:350.996922026-07-23 17:151.00403tp+0.312%
34Backtestlong2026-07-15 22:000.996872026-07-18 19:151.00087tp+0.000%
33Backtestshort2026-07-11 06:501.004242026-07-13 08:300.9967tp+0.084%
32Backtestshort2026-07-08 02:301.004282026-07-10 09:551.0001tp-0.280%
31Backtestshort2026-06-26 15:101.004462026-06-27 12:450.99627tp+0.289%
30Backtestlong2026-06-24 11:350.990662026-06-24 20:051.0044tp+0.984%
29Backtestshort2026-06-21 07:401.004282026-06-22 01:400.99637tp+0.279%
28Backtestshort2026-06-18 20:251.004252026-06-20 23:351.00022tp-0.274%
27Backtestlong2026-06-17 07:150.99642026-06-18 20:001.00426tp+0.387%
26Backtestlong2026-06-14 16:450.996532026-06-16 18:001.00053tp+0.001%
25Backtestlong2026-06-06 18:050.996552026-06-09 16:101.00055tp+0.001%
24Backtestshort2026-06-05 01:501.004172026-06-06 16:450.99656tp+0.145%
23Backtestlong2026-06-02 03:000.996662026-06-04 11:401.00066tp+0.001%
22Backtestlong2026-06-01 12:150.996812026-06-02 00:201.00407tp+0.327%
21Backtestshort2026-05-30 19:401.003982026-06-01 09:050.99683tp+0.107%
20Backtestshort2026-05-24 01:451.004022026-05-26 11:400.99999tp-0.307%
19Backtestshort2026-05-20 18:151.004062026-05-23 08:001.00003tp-0.327%
18Backtestshort2026-05-17 14:451.003982026-05-19 16:550.99995tp-0.269%
17Backtestshort2026-05-14 13:101.003992026-05-15 14:500.99685tp+0.164%
16Backtestshort2026-05-05 19:051.003982026-05-07 19:200.99923tp-0.187%
15Backtestlong2026-05-04 07:150.997052026-05-04 16:451.00398tp+0.294%
14Backtestshort2026-05-03 15:101.003952026-05-04 06:000.99707tp+0.193%
13Backtestlong2026-05-03 01:150.997092026-05-03 14:501.00393tp+0.285%
12Backtestshort2026-05-01 06:551.003912026-05-01 22:100.99709tp+0.184%
11Backtestlong2026-04-30 21:100.99712026-05-01 06:251.0039tp+0.281%
10Backtestshort2026-04-29 22:401.003892026-04-30 18:500.99711tp+0.156%
9Backtestlong2026-04-26 15:100.997022026-04-28 15:251.00102tp+0.000%
8Backtestshort2026-04-26 09:101.003922026-04-26 11:100.99705tp+0.256%
7Backtestlong2026-04-23 10:300.997182026-04-25 18:301.00118tp+0.000%
6Backtestshort2026-04-21 18:251.003662026-04-22 13:150.99718tp+0.133%
5Backtestlong2026-04-21 18:150.997332026-04-21 18:201.00366tp+0.233%
4Backtestshort2026-04-21 16:451.003492026-04-21 17:550.99739tp+0.183%
3Backtestlong2026-04-21 15:550.997512026-04-21 16:001.00347tp+0.196%
2Backtestlong2026-04-13 17:400.996332026-04-15 19:301.00033tp+0.001%
1Backtestlong2026-04-10 12:300.997772026-04-13 08:201.00178tp+0.001%

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