Optimal leverage strategy using crossover of SMA33 and SMA34
| Asset | Bitcoin |
| Mode | Backtest |
| Indicator 1 | SMA (33) |
| Indicator 2 | SMA (34) |
| Exposure | Long Cash |
| Long Lev | 3.5x |
| Short Lev | 0.5x |
| Lev Mode | Optimal |
| Sizing | Compound |
| Start | 2020-04-15 |
| End | 2026-03-24 |
| Capital | $10000 |
| Fee | 0.05% |
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| Metric |
SMA(33)/SMA(34) (3.5x Long, 0.5x Short) |
Buy & Hold |
| Performance |
| $100 would be ⓘ | $100,430.28 | $1,017.66 |
| Ann. Return ⓘ | 222.08% | 48.08% |
| Sharpe Ratio ⓘ | 1.53 | 0.97 |
| Sortino Ratio ⓘ | 1.82 | 1.40 |
| Risk |
| Max Drawdown ⓘ | -87.87% | -76.67% |
| Drawdown Duration ⓘ | 2y 2m 26d | 2y 3m 26d |
| Volatility ⓘ | 149.3% | 58.8% |
| Beta ⓘ | 1.84 | 1.00 |
| Calmar Ratio ⓘ | 2.53 | 0.63 |
| Trades |
| Trades ⓘ | 218 | — |
| Win Rate ⓘ | 33.6% | — |
| Avg Win / Loss ⓘ | +132.8% / -8.0% | — |
| Profit Factor ⓘ | 8.42 | — |
| Avg Duration ⓘ | 11d | — |
| Annual |
| Best Year ⓘ | +2644.3% (2020) | +337.0% (2020) |
| Worst Year ⓘ | -63.3% (2026) | -65.4% (2022) |
| # | Direction | Entry Date | Exit Date | Entry Price | Exit Price | Return % | Duration |
|---|
| 1 | Long | 2020-05-19 | 2020-06-09 | $9,780.64 | $9,779.03 | -9.24% | 22d |
| 2 | Long | 2020-06-13 | 2020-06-16 | $9,472.09 | $9,526.98 | +1.84% | 4d |
| 3 | Long | 2020-06-18 | 2020-06-19 | $9,380.50 | $9,303.94 | -2.86% | 2d |
| 4 | Long | 2020-06-24 | 2020-06-30 | $9,288.26 | $9,137.68 | -5.81% | 7d |
| 5 | Long | 2020-07-02 | 2020-07-02 | $9,096.29 | $9,096.29 | +0.00% | 1d |
| 6 | Long | 2020-07-15 | 2020-07-15 | $9,192.98 | $9,192.98 | +0.00% | 1d |
| 7 | Long | 2020-07-28 | 2020-09-03 | $10,933.42 | $10,186.21 | -33.90% | 38d |
| 8 | Long | 2020-09-05 | 2020-09-07 | $10,168.06 | $10,378.99 | +7.35% | 3d |
| 9 | Long | 2020-10-07 | 2020-10-19 | $10,670.94 | $11,756.94 | +38.97% | 13d |
| 10 | Long | 2020-10-21 | 2021-02-08 | $12,809.14 | $46,444.80 | +3521.21% | 111d |
| 11 | Long | 2021-02-14 | 2021-02-16 | $48,693.81 | $49,170.82 | +3.09% | 3d |
| 12 | Long | 2021-02-18 | 2021-03-24 | $51,615.87 | $52,338.41 | -19.93% | 35d |
| 13 | Long | 2021-03-29 | 2021-04-13 | $57,587.81 | $63,570.02 | +35.80% | 16d |
| 14 | Long | 2021-04-15 | 2021-04-15 | $63,248.53 | $63,248.53 | +0.00% | 1d |
| 15 | Long | 2021-04-18 | 2021-04-19 | $56,248.94 | $55,680.61 | -3.54% | 2d |
| 16 | Long | 2021-04-21 | 2021-04-21 | $53,805.99 | $53,805.99 | +0.00% | 1d |
| 17 | Long | 2021-04-25 | 2021-05-01 | $49,098.20 | $57,842.12 | +67.16% | 7d |
| 18 | Long | 2021-05-11 | 2021-05-11 | $56,746.42 | $56,746.42 | +0.00% | 1d |
| 19 | Long | 2021-06-22 | 2021-06-22 | $32,521.38 | $32,521.38 | +0.00% | 1d |
| 20 | Long | 2021-06-26 | 2021-06-26 | $32,285.97 | $32,285.97 | +0.00% | 1d |
| 21 | Long | 2021-07-01 | 2021-07-03 | $33,539.02 | $34,684.59 | +12.14% | 3d |
| 22 | Long | 2021-07-11 | 2021-07-12 | $34,240.75 | $33,098.08 | -11.68% | 2d |
| 23 | Long | 2021-07-25 | 2021-07-26 | $35,416.81 | $37,287.25 | +18.48% | 2d |
| 24 | Long | 2021-07-29 | 2021-07-30 | $40,029.54 | $42,204.35 | +19.02% | 2d |
| 25 | Long | 2021-08-01 | 2021-08-01 | $39,886.01 | $39,886.01 | +0.00% | 1d |
| 26 | Long | 2021-08-04 | 2021-09-15 | $39,730.01 | $48,147.95 | +54.87% | 43d |
| 27 | Long | 2021-09-17 | 2021-09-22 | $47,288.45 | $43,575.36 | -31.10% | 6d |
| 28 | Long | 2021-10-11 | 2021-11-21 | $57,503.40 | $58,739.86 | -8.47% | 42d |
| 29 | Long | 2021-11-25 | 2021-11-27 | $58,964.05 | $54,800.74 | -26.30% | 3d |
| 30 | Long | 2021-11-29 | 2021-12-01 | $57,834.87 | $57,238.25 | -3.68% | 3d |
| 31 | Long | 2022-02-24 | 2022-03-09 | $38,361.28 | $41,957.64 | +18.35% | 14d |
| 32 | Long | 2022-03-24 | 2022-04-02 | $44,005.93 | $45,815.27 | +13.08% | 10d |
| 33 | Long | 2022-04-07 | 2022-04-26 | $43,461.56 | $38,128.92 | -40.68% | 20d |
| 34 | Long | 2022-06-14 | 2022-06-15 | $22,129.62 | $22,572.73 | +7.01% | 2d |
| 35 | Long | 2022-07-20 | 2022-07-26 | $23,221.77 | $21,265.33 | -27.96% | 7d |
| 36 | Long | 2022-07-30 | 2022-08-21 | $23,643.16 | $21,507.21 | -34.46% | 23d |
| 37 | Long | 2022-08-25 | 2022-08-29 | $21,566.99 | $20,298.71 | -21.43% | 5d |
| 38 | Long | 2022-10-01 | 2022-10-01 | $19,315.59 | $19,315.59 | +0.00% | 1d |
| 39 | Long | 2022-10-10 | 2022-10-12 | $19,133.30 | $19,157.28 | +0.42% | 3d |
| 40 | Long | 2022-10-24 | 2022-10-25 | $19,333.43 | $20,088.83 | +13.68% | 2d |
| 41 | Long | 2022-10-27 | 2022-11-06 | $20,293.07 | $20,914.29 | +9.66% | 11d |
| 42 | Long | 2022-11-10 | 2022-11-15 | $17,555.58 | $16,878.87 | -13.88% | 6d |
| 43 | Long | 2022-11-17 | 2022-11-18 | $16,680.88 | $16,683.33 | +0.05% | 2d |
| 44 | Long | 2022-12-13 | 2022-12-13 | $17,774.76 | $17,774.76 | +0.00% | 1d |
| 45 | Long | 2022-12-16 | 2022-12-18 | $16,632.82 | $16,744.76 | +2.34% | 3d |
| 46 | Long | 2022-12-20 | 2023-01-02 | $16,904.77 | $16,670.99 | -4.93% | 14d |
| 47 | Long | 2023-01-06 | 2023-01-06 | $16,952.13 | $16,952.13 | +0.00% | 1d |
| 48 | Long | 2023-01-10 | 2023-01-10 | $17,444.19 | $17,444.19 | +0.00% | 1d |
| 49 | Long | 2023-01-18 | 2023-03-03 | $20,672.56 | $22,361.66 | +15.67% | 45d |
| 50 | Long | 2023-03-05 | 2023-03-06 | $22,430.11 | $22,407.16 | -0.36% | 2d |
| 51 | Long | 2023-03-12 | 2023-03-12 | $22,189.81 | $22,189.81 | +0.00% | 1d |
| 52 | Long | 2023-03-15 | 2023-03-20 | $24,364.59 | $27,796.22 | +52.11% | 6d |
| 53 | Long | 2023-03-22 | 2023-03-22 | $27,311.07 | $27,311.07 | +0.00% | 1d |
| 54 | Long | 2023-03-28 | 2023-05-13 | $27,271.30 | $26,785.78 | -13.76% | 47d |
| 55 | Long | 2023-05-25 | 2023-05-25 | $26,481.30 | $26,481.30 | +0.00% | 1d |
| 56 | Long | 2023-05-27 | 2023-05-28 | $26,872.86 | $28,079.83 | +15.72% | 2d |
| 57 | Long | 2023-06-24 | 2023-06-25 | $30,548.71 | $30,472.96 | -0.87% | 2d |
| 58 | Long | 2023-06-27 | 2023-06-30 | $30,700.00 | $30,476.04 | -2.78% | 4d |
| 59 | Long | 2023-07-02 | 2023-07-26 | $30,621.04 | $29,353.13 | -15.70% | 25d |
| 60 | Long | 2023-08-01 | 2023-08-01 | $29,709.44 | $29,709.44 | +0.00% | 1d |
| 61 | Long | 2023-09-21 | 2023-09-25 | $26,570.36 | $26,300.88 | -3.57% | 5d |
| 62 | Long | 2023-09-27 | 2023-10-01 | $26,360.65 | $27,979.21 | +22.18% | 5d |
| 63 | Long | 2023-10-04 | 2024-01-07 | $27,796.32 | $43,943.20 | +297.74% | 96d |
| 64 | Long | 2024-01-10 | 2024-01-10 | $46,660.83 | $46,660.83 | +0.00% | 1d |
| 65 | Long | 2024-01-14 | 2024-01-22 | $41,724.37 | $39,512.71 | -19.11% | 9d |
| 66 | Long | 2024-01-29 | 2024-01-29 | $43,290.31 | $43,290.31 | +0.00% | 1d |
| 67 | Long | 2024-01-31 | 2024-02-03 | $42,556.53 | $42,997.47 | +3.60% | 4d |
| 68 | Long | 2024-02-15 | 2024-04-06 | $51,936.34 | $68,905.16 | +101.59% | 52d |
| 69 | Long | 2024-04-08 | 2024-04-12 | $71,634.56 | $67,169.36 | -21.47% | 5d |
| 70 | Long | 2024-04-19 | 2024-04-19 | $63,834.97 | $63,834.97 | +0.00% | 1d |
| 71 | Long | 2024-04-22 | 2024-04-22 | $66,858.78 | $66,858.78 | +0.00% | 1d |
| 72 | Long | 2024-04-24 | 2024-04-26 | $64,274.20 | $63,759.46 | -2.84% | 3d |
| 73 | Long | 2024-05-21 | 2024-05-23 | $70,138.30 | $67,956.25 | -10.68% | 3d |
| 74 | Long | 2024-05-28 | 2024-06-22 | $68,322.78 | $64,259.62 | -20.83% | 26d |
| 75 | Long | 2024-07-28 | 2024-08-03 | $68,279.69 | $60,684.97 | -35.46% | 7d |
| 76 | Long | 2024-08-05 | 2024-08-17 | $54,013.94 | $59,494.02 | +30.53% | 13d |
| 77 | Long | 2024-09-07 | 2024-09-10 | $54,176.99 | $57,662.88 | +23.48% | 4d |
| 78 | Long | 2024-09-14 | 2024-09-14 | $60,026.93 | $60,026.93 | +0.00% | 1d |
| 79 | Long | 2024-09-17 | 2024-09-19 | $60,329.85 | $62,957.29 | +15.64% | 3d |
| 80 | Long | 2024-09-21 | 2024-09-21 | $63,370.01 | $63,370.01 | +0.00% | 1d |
| 81 | Long | 2024-09-23 | 2024-09-23 | $63,348.05 | $63,348.05 | +0.00% | 1d |
| 82 | Long | 2024-09-30 | 2024-10-30 | $63,333.36 | $72,350.11 | +51.44% | 31d |
| 83 | Long | 2024-11-02 | 2024-12-24 | $69,315.47 | $98,638.34 | +184.57% | 53d |
| 84 | Long | 2024-12-27 | 2025-01-06 | $94,196.49 | $102,271.25 | +31.68% | 11d |
| 85 | Long | 2025-01-08 | 2025-01-08 | $95,071.68 | $95,071.68 | +0.00% | 1d |
| 86 | Long | 2025-01-12 | 2025-01-13 | $94,487.12 | $94,531.03 | +0.16% | 2d |
| 87 | Long | 2025-01-24 | 2025-01-26 | $104,836.76 | $102,593.48 | -7.47% | 3d |
| 88 | Long | 2025-01-29 | 2025-02-08 | $103,738.51 | $96,492.62 | -23.99% | 11d |
| 89 | Long | 2025-02-10 | 2025-02-17 | $97,469.24 | $95,801.74 | -6.37% | 8d |
| 90 | Long | 2025-02-19 | 2025-02-19 | $96,660.44 | $96,660.44 | +0.00% | 1d |
| 91 | Long | 2025-04-01 | 2025-04-03 | $85,185.95 | $83,143.42 | -8.61% | 3d |
| 92 | Long | 2025-04-12 | 2025-04-14 | $85,277.55 | $84,561.98 | -3.10% | 3d |
| 93 | Long | 2025-04-16 | 2025-04-16 | $84,031.07 | $84,031.07 | +0.00% | 1d |
| 94 | Long | 2025-04-19 | 2025-04-19 | $85,048.68 | $85,048.68 | +0.00% | 1d |
| 95 | Long | 2025-04-21 | 2025-04-21 | $87,509.79 | $87,509.79 | +0.00% | 1d |
| 96 | Long | 2025-04-24 | 2025-04-25 | $94,008.06 | $94,724.09 | +2.67% | 2d |
| 97 | Long | 2025-05-01 | 2025-06-22 | $96,515.98 | $101,043.65 | +9.68% | 53d |
| 98 | Long | 2025-07-02 | 2025-07-12 | $108,892.13 | $117,438.64 | +28.77% | 11d |
| 99 | Long | 2025-07-16 | 2025-08-15 | $118,715.24 | $117,447.85 | -6.23% | 31d |
| 100 | Long | 2025-09-04 | 2025-09-06 | $110,747.00 | $110,223.00 | -1.65% | 3d |
| 101 | Long | 2025-09-22 | 2025-09-22 | $112,741.00 | $112,741.00 | +0.00% | 1d |
| 102 | Long | 2025-09-24 | 2025-09-24 | $113,339.00 | $113,339.00 | +0.00% | 1d |
| 103 | Long | 2025-09-28 | 2025-10-15 | $112,203.00 | $110,804.00 | -9.47% | 18d |
| 104 | Long | 2025-10-18 | 2025-10-18 | $107,220.00 | $107,220.00 | +0.00% | 1d |
| 105 | Long | 2025-10-26 | 2025-11-01 | $114,551.00 | $110,047.00 | -13.57% | 7d |
| 106 | Long | 2025-12-24 | 2025-12-29 | $87,605.00 | $87,119.00 | -1.99% | 6d |
| 107 | Long | 2026-01-04 | 2026-01-04 | $91,501.00 | $91,501.00 | +0.00% | 1d |
| 108 | Long | 2026-01-09 | 2026-01-09 | $90,510.00 | $90,510.00 | +0.00% | 1d |
| 109 | Long | 2026-01-17 | 2026-02-04 | $95,113.00 | $73,172.29 | -62.87% | 19d |
| 110 | Long | 2026-03-11 | 2026-03-11 | $70,226.82 | $70,226.82 | +0.00% | 1d |
| 111 | Long | 2026-03-17 | 2026-03-18 | $73,926.28 | $71,255.86 | -12.64% | 2d |
| 112 | Long | 2026-03-21 | 2026-03-21 | $68,733.55 | $68,733.55 | +0.00% | 1d |
| 113 | Long | 2026-03-23 | 2026-03-24 | $70,892.83 | $70,524.51 | -1.82% | 2d |
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