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Bitcoin Tema(7) / Dema(182) With Optimized Leverage
8
8PW9
14d ago · ♥ 0 · 💬 1 · 👁 28
Optimized TEMA(7)/DEMA(182) strategy on BTC with 2.5/4.0x leverage for longs/shorts. MAX DD improves even more.
The best combi is 2.5/7.5x but you need to handle an almost 100% DD.
Asset
| Asset | Bitcoin |
| Mode | Backtest |
Indicators
| Indicator 1 | TEMA (7) |
| Indicator 2 | DEMA (182) |
Exposure & Leverage
| Exposure | Long Short |
| Long Lev | 2.5x |
| Short Lev | 4x |
| Lev Mode | Optimal |
| Sizing | Compound |
Date Range & Capital
| Start | 2018-01-01 |
| End | 2026-04-12 |
| Capital | $10000.0 |
| Fee | 0.05% |
| Financing | 11.0% p.a. |
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M Measure
D Draw line
L Log/Linear
C Clear
Esc Cancel
83 trades
| # | Direction | Entry Date | Exit Date | Entry Price | Exit Price | Return % | Duration |
|---|---|---|---|---|---|---|---|
| 1 | Long | 2018-01-01 | 2018-01-16 | $13,430.38 | $11,356.70 | -45.41% | 16d |
| 2 | Short | 2018-01-17 | 2018-07-23 | $11,142.37 | $7,717.67 | +237.12% | 188d |
| 3 | Long | 2018-07-24 | 2018-08-02 | $8,398.50 | $7,535.32 | -25.18% | 10d |
| 4 | Short | 2018-08-03 | 2018-09-01 | $7,415.91 | $7,190.19 | +17.20% | 30d |
| 5 | Long | 2018-09-02 | 2018-09-05 | $7,292.75 | $6,693.42 | -21.04% | 4d |
| 6 | Short | 2018-09-06 | 2018-11-05 | $6,501.93 | $6,416.70 | +13.58% | 61d |
| 7 | Long | 2018-11-06 | 2018-11-12 | $6,460.61 | $6,354.71 | -4.56% | 7d |
| 8 | Short | 2018-11-13 | 2019-02-09 | $6,306.64 | $3,644.81 | +244.59% | 89d |
| 9 | Long | 2019-02-10 | 2019-07-29 | $3,672.48 | $9,501.54 | +438.81% | 170d |
| 10 | Short | 2019-07-30 | 2019-07-30 | $9,591.34 | $9,591.34 | +0.00% | 1d |
| 11 | Long | 2019-07-31 | 2019-08-15 | $10,084.68 | $10,301.61 | -0.18% | 16d |
| 12 | Short | 2019-08-16 | 2019-08-19 | $10,358.69 | $10,918.79 | -21.96% | 4d |
| 13 | Long | 2019-08-20 | 2019-08-21 | $10,756.96 | $10,129.57 | -14.65% | 2d |
| 14 | Short | 2019-08-22 | 2019-09-04 | $10,109.67 | $10,583.90 | -17.25% | 14d |
| 15 | Long | 2019-09-05 | 2019-09-06 | $10,578.71 | $10,331.28 | -5.92% | 2d |
| 16 | Short | 2019-09-07 | 2020-01-12 | $10,499.96 | $8,175.90 | +158.38% | 128d |
| 17 | Long | 2020-01-13 | 2020-01-13 | $8,107.89 | $8,107.89 | +0.00% | 1d |
| 18 | Short | 2020-01-14 | 2020-01-14 | $8,829.11 | $8,829.11 | +0.00% | 1d |
| 19 | Long | 2020-01-15 | 2020-02-26 | $8,815.06 | $8,785.30 | -9.29% | 43d |
| 20 | Short | 2020-02-27 | 2020-03-06 | $8,812.39 | $9,158.46 | -15.13% | 9d |
| 21 | Long | 2020-03-07 | 2020-03-07 | $8,903.82 | $8,903.82 | +0.00% | 1d |
| 22 | Short | 2020-03-08 | 2020-04-25 | $8,040.87 | $7,552.89 | +30.05% | 49d |
| 23 | Long | 2020-04-26 | 2020-09-04 | $7,704.31 | $10,471.34 | +54.62% | 132d |
| 24 | Short | 2020-09-05 | 2020-09-16 | $10,168.06 | $10,956.59 | -25.99% | 12d |
| 25 | Long | 2020-09-17 | 2020-09-21 | $10,947.96 | $10,419.13 | -12.37% | 5d |
| 26 | Short | 2020-09-22 | 2020-10-10 | $10,535.95 | $11,291.97 | -29.02% | 19d |
| 27 | Long | 2020-10-11 | 2021-04-20 | $11,373.68 | $56,510.10 | +2561.46% | 192d |
| 28 | Short | 2021-04-21 | 2021-05-01 | $53,805.99 | $57,842.12 | -22.84% | 11d |
| 29 | Long | 2021-05-02 | 2021-05-04 | $56,617.20 | $53,249.17 | -15.26% | 3d |
| 30 | Short | 2021-05-05 | 2021-08-07 | $57,501.96 | $44,635.65 | +207.79% | 95d |
| 31 | Long | 2021-08-08 | 2021-09-10 | $43,824.15 | $44,848.53 | -4.86% | 34d |
| 32 | Short | 2021-09-11 | 2021-09-15 | $45,162.76 | $48,147.95 | -27.07% | 5d |
| 33 | Long | 2021-09-16 | 2021-09-20 | $47,771.65 | $42,987.24 | -25.03% | 5d |
| 34 | Short | 2021-09-21 | 2021-10-02 | $40,665.01 | $47,669.70 | -52.99% | 12d |
| 35 | Long | 2021-10-03 | 2021-11-18 | $48,228.69 | $56,957.77 | +34.24% | 47d |
| 36 | Short | 2021-11-19 | 2022-03-24 | $58,129.07 | $44,005.93 | +175.83% | 126d |
| 37 | Long | 2022-03-25 | 2022-04-07 | $44,329.38 | $43,461.56 | -7.13% | 14d |
| 38 | Short | 2022-04-08 | 2022-07-29 | $42,277.15 | $23,774.36 | +247.68% | 113d |
| 39 | Long | 2022-07-30 | 2022-08-03 | $23,643.16 | $22,832.71 | -8.70% | 5d |
| 40 | Short | 2022-08-04 | 2022-08-05 | $22,614.68 | $23,320.36 | -11.80% | 2d |
| 41 | Long | 2022-08-06 | 2022-08-19 | $22,949.13 | $20,834.94 | -24.72% | 14d |
| 42 | Short | 2022-08-20 | 2022-09-09 | $21,140.80 | $21,373.74 | -2.18% | 21d |
| 43 | Long | 2022-09-10 | 2022-09-20 | $21,653.35 | $18,878.26 | -31.78% | 11d |
| 44 | Short | 2022-09-21 | 2022-09-22 | $18,482.53 | $19,405.59 | -17.94% | 2d |
| 45 | Long | 2022-09-23 | 2022-11-11 | $19,291.90 | $17,001.58 | -37.92% | 50d |
| 46 | Short | 2022-11-12 | 2022-11-17 | $16,781.60 | $16,680.88 | +2.92% | 6d |
| 47 | Long | 2022-11-18 | 2022-11-21 | $16,683.33 | $15,760.67 | -13.73% | 4d |
| 48 | Short | 2022-11-22 | 2022-11-22 | $16,198.78 | $16,198.78 | +0.00% | 1d |
| 49 | Long | 2022-11-23 | 2023-06-05 | $16,599.95 | $25,733.10 | +110.82% | 195d |
| 50 | Short | 2023-06-06 | 2023-06-06 | $27,237.15 | $27,237.15 | +0.00% | 1d |
| 51 | Long | 2023-06-07 | 2023-06-07 | $26,350.52 | $26,350.52 | +0.00% | 1d |
| 52 | Short | 2023-06-08 | 2023-06-20 | $26,510.75 | $28,315.93 | -27.00% | 13d |
| 53 | Long | 2023-06-21 | 2023-07-31 | $29,994.58 | $29,234.82 | -10.15% | 41d |
| 54 | Short | 2023-08-01 | 2023-08-01 | $29,709.44 | $29,709.44 | +0.00% | 1d |
| 55 | Long | 2023-08-02 | 2023-08-03 | $29,164.65 | $29,181.94 | +0.07% | 2d |
| 56 | Short | 2023-08-04 | 2023-08-08 | $29,083.01 | $29,773.34 | -8.89% | 5d |
| 57 | Long | 2023-08-09 | 2023-08-11 | $29,568.74 | $29,404.74 | -1.53% | 3d |
| 58 | Short | 2023-08-12 | 2023-10-17 | $29,419.06 | $28,409.88 | +26.66% | 67d |
| 59 | Long | 2023-10-18 | 2024-01-19 | $28,329.66 | $41,633.86 | +117.18% | 94d |
| 60 | Short | 2024-01-20 | 2024-01-29 | $41,681.43 | $43,290.31 | -14.55% | 10d |
| 61 | Long | 2024-01-30 | 2024-04-15 | $42,945.34 | $63,442.75 | +115.05% | 77d |
| 62 | Short | 2024-04-16 | 2024-04-22 | $63,836.23 | $66,858.78 | -18.97% | 7d |
| 63 | Long | 2024-04-23 | 2024-04-25 | $66,423.10 | $64,494.73 | -7.44% | 3d |
| 64 | Short | 2024-04-26 | 2024-05-18 | $63,759.46 | $66,936.01 | -16.41% | 23d |
| 65 | Long | 2024-05-19 | 2024-05-29 | $66,285.08 | $67,590.46 | +2.89% | 11d |
| 66 | Short | 2024-05-30 | 2024-06-04 | $68,352.06 | $70,558.93 | -13.17% | 6d |
| 67 | Long | 2024-06-05 | 2024-06-08 | $71,108.93 | $69,309.16 | -6.50% | 4d |
| 68 | Short | 2024-06-09 | 2024-09-26 | $69,637.96 | $65,190.80 | +52.54% | 110d |
| 69 | Long | 2024-09-27 | 2024-09-30 | $65,803.41 | $63,333.36 | -9.56% | 4d |
| 70 | Short | 2024-10-01 | 2024-10-14 | $60,836.49 | $66,074.05 | -27.33% | 14d |
| 71 | Long | 2024-10-15 | 2025-01-12 | $67,072.31 | $94,487.12 | +97.16% | 90d |
| 72 | Short | 2025-01-13 | 2025-01-14 | $94,531.03 | $96,552.14 | -8.46% | 2d |
| 73 | Long | 2025-01-15 | 2025-02-02 | $100,505.67 | $97,654.76 | -9.51% | 19d |
| 74 | Short | 2025-02-03 | 2025-04-23 | $101,400.86 | $93,713.96 | +56.71% | 80d |
| 75 | Long | 2025-04-24 | 2025-06-20 | $94,008.06 | $103,310.05 | +17.62% | 58d |
| 76 | Short | 2025-06-21 | 2025-06-24 | $102,168.69 | $106,104.97 | -14.28% | 4d |
| 77 | Long | 2025-06-25 | 2025-08-02 | $107,387.33 | $112,569.07 | +8.00% | 39d |
| 78 | Short | 2025-08-03 | 2025-08-06 | $114,252.77 | $115,051.92 | -2.69% | 4d |
| 79 | Long | 2025-08-07 | 2025-08-19 | $117,523.80 | $112,883.58 | -11.12% | 13d |
| 80 | Short | 2025-08-20 | 2025-10-02 | $114,312.99 | $120,612.00 | -19.46% | 44d |
| 81 | Long | 2025-10-03 | 2025-10-10 | $122,308.00 | $112,996.00 | -19.53% | 8d |
| 82 | Short | 2025-10-11 | 2026-04-08 | $110,764.00 | $71,117.08 | +251.58% | 180d |
| 83 | Long | 2026-04-09 | 2026-04-12 | $71,770.75 | $70,756.75 | -3.95% | 4d |
| Metric | TEMA(7)/DEMA(182) (2.5x Long, 4x Short) | Buy & Hold |
|---|---|---|
| Performance | ||
| $100 would be ⓘ | $1,274,077.90 | $509.05 |
| Ann. Return ⓘ | 212.97% | 21.70% |
| Sharpe Ratio ⓘ | 1.49 | 0.64 |
| Sortino Ratio ⓘ | 2.23 | 0.85 |
| Risk | ||
| Max Drawdown ⓘ | -85.14% | -81.28% |
| Drawdown Duration ⓘ | 1y 7m 25d | 2y 10m 15d |
| Volatility ⓘ | 157.3% | 65.7% |
| Beta ⓘ | -0.09 | 1.00 |
| Calmar Ratio ⓘ | 2.50 | 0.27 |
| Trades | ||
| Trades ⓘ | 82Long 82 Short 82 | — |
| Win Rate ⓘ | 31.3%Long 28.6% Short 34.1% | — |
| Avg Win / Loss ⓘ | +203.1% / -14.1%Long +296.5% / -12.9% Short +123.0% / -15.4% | — |
| Profit Factor ⓘ | 6.58Long 9.19 Short 4.15 | — |
| Avg Duration ⓘ | 36dLong 35d Short 38d | — |
| Financing | ||
| Long Cost ⓘ | -$19,609,377 | — |
| Short Revenue ⓘ | +$44,191,616 | — |
| Net Financing ⓘ | $63,800,994 | — |
| Annual | ||
| Best Year ⓘ | +890.7% (2019) | +303.5% (2020) |
| Worst Year ⓘ | -8.8% (2022) | -72.3% (2018) |
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