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Ena Sma Crossover Strategy
Good strategy from the start of ENA.
Asset
| Asset | Ethena |
| Mode | Backtest |
Indicators
| Indicator 1 | SMA (28) |
| Indicator 2 | SMA (36) |
Exposure & Leverage
| Exposure | Long Short |
| Long Lev | 1.5x |
| Short Lev | 2x |
| Lev Mode | Optimal |
| Sizing | Compound |
Date Range & Capital
| Start | 2024-04-02 |
| End | 2026-04-02 |
| Capital | $10000.0 |
| Fee | 0.05% |
| Financing | 11.0% p.a. |
| Metric | SMA(28)/SMA(36) (1.5x Long, 2x Short) | Buy & Hold |
|---|---|---|
| Performance | ||
| $100 would be ⓘ | $20,979.06 | $10.47 |
| Ann. Return ⓘ | 1343.13% | -67.60% |
| Sharpe Ratio ⓘ | 2.39 | -0.14 |
| Sortino Ratio ⓘ | 3.94 | -0.27 |
| Risk | ||
| Max Drawdown ⓘ | -74.70% | -94.45% |
| Drawdown Duration ⓘ | 2m 19d | 1y 11m 27d |
| Volatility ⓘ | 169.9% | 138.9% |
| Beta ⓘ | 0.15 | 1.00 |
| Calmar Ratio ⓘ | 17.98 | 0.72 |
| Trades | ||
| Trades ⓘ | 21Long 20 Short 21 | — |
| Win Rate ⓘ | 66.7%Long 60.0% Short 72.7% | — |
| Avg Win / Loss ⓘ | +59.7% / -22.8%Long +55.0% / -25.9% Short +63.2% / -18.7% | — |
| Profit Factor ⓘ | 5.24Long 3.19 Short 9.04 | — |
| Avg Duration ⓘ | 33dLong 24d Short 41d | — |
| Financing | ||
| Long Cost ⓘ | -$39,818 | — |
| Short Revenue ⓘ | +$179,467 | — |
| Net Financing ⓘ | $219,284 | — |
| Annual | ||
| Best Year ⓘ | +1820.3% (2025) | +17.1% (2024) |
| Worst Year ⓘ | 16.9% (2026) | -79.1% (2025) |
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