BitcoinStrategy Analytics
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Best Golden/death Cross
I will use this for the next short. Added to the TG alerts
Asset
| Asset | Arbitrum |
| Mode | Backtest |
Indicators
| Indicator 1 | SMA (20) |
| Indicator 2 | SMA (45) |
Exposure & Leverage
| Exposure | Long Short |
| Sizing | Compound |
Date Range & Capital
| Start | 2023-03-23 |
| End | 2026-04-21 |
| Capital | $10000.0 |
| Fee | 0.05% |
| Financing | 10.9% p.a. |
| Metric | SMA(20)/SMA(45) | Buy & Hold |
|---|---|---|
| Performance | ||
| $100 would be ⓘ | $1,437.30 | $9.44 |
| Ann. Return ⓘ | 137.26% | -53.47% |
| Sharpe Ratio ⓘ | 1.51 | -0.33 |
| Sortino Ratio ⓘ | 2.41 | -0.53 |
| Risk | ||
| Max Drawdown ⓘ | -46.49% | -96.10% |
| Drawdown Duration ⓘ | 8m 19d | 2y 3m 11d |
| Volatility ⓘ | 75.8% | 95.2% |
| Beta ⓘ | 0.07 | 1.00 |
| Calmar Ratio ⓘ | 2.95 | 0.56 |
| Trades | ||
| Trades ⓘ | 24Long 23 Short 24 | — |
| Win Rate ⓘ | 58.3%Long 41.7% Short 66.7% | — |
| Avg Win / Loss ⓘ | +29.4% / -10.4%Long +31.7% / -11.3% Short +28.7% / -5.8% | — |
| Profit Factor ⓘ | 3.97Long 2.00 Short 9.92 | — |
| Avg Duration ⓘ | 45dLong 32d Short 58d | — |
| Financing | ||
| Long Cost ⓘ | -$4,376 | — |
| Short Revenue ⓘ | +$10,958 | — |
| Net Financing ⓘ | $15,334 | — |
| Annual | ||
| Best Year ⓘ | +346.9% (2025) | +17.3% (2023) |
| Worst Year ⓘ | 13.1% (2026) | -75.0% (2025) |
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