BitcoinStrategy Analytics
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The Best Sma Cross-Over Strategy
12-day (short-term) crosses above the 33-day (long-term)
Asset
| Asset | Ethereum |
| Mode | Heatmap |
Indicators
| Indicator 1 | SMA |
| Indicator 2 | SMA (33) |
| Period Range | 2 – 50 (step 1) |
Exposure & Leverage
| Exposure | Long Cash |
| Sizing | Compound |
Date Range & Capital
| Start | 2015-08-07 |
| End | 2026-03-11 |
| Capital | $10000 |
| Fee | 0.05% |
| Metric | SMA(12)/SMA(33) | Buy & Hold |
|---|---|---|
| Performance | ||
| $100 would be ⓘ | $4,265,468.65 | $67,491.00 |
| Ann. Return ⓘ | 173.68% | 85.01% |
| Sharpe Ratio ⓘ | 1.73 | 1.12 |
| Sortino Ratio ⓘ | 1.93 | 1.59 |
| Risk | ||
| Max Drawdown ⓘ | -53.80% | -90.20% |
| Drawdown Duration ⓘ | 1y 9m 7d | 3y 9m 17d |
| Volatility ⓘ | 73.9% | 102.2% |
| Beta ⓘ | 0.52 | 1.00 |
| Calmar Ratio ⓘ | 3.23 | 0.94 |
| Trades | ||
| Trades ⓘ | 107 | — |
| Win Rate ⓘ | 53.7% | — |
| Avg Win / Loss ⓘ | +97.1% / -9.2% | — |
| Profit Factor ⓘ | 12.25 | — |
| Avg Duration ⓘ | 36d | — |
| Annual | ||
| Best Year ⓘ | +5009.9% (2017) | +7599.6% (2017) |
| Worst Year ⓘ | -14.1% (2015) | -73.0% (2018) |
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