BitcoinStrategy Analytics

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The New Vault Strategy

Gerhard 1mo ago · ♥ 2 · 💬 8 · 👁 326
Using a combination of medium-term moving average crosses
Asset
AssetEthereum
ModeBacktest
Indicators
Indicator 1SMA (12)
Indicator 2SMA (33)
Exposure & Leverage
ExposureLong Short
Long Lev2.25x
Short Lev1.75x
Lev ModeOptimal
SizingCompound
Date Range & Capital
Start2015-08-07
End2026-03-11
Capital$10000.0
Fee0.05%

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Metric SMA(12)/SMA(33) (2.25x Long, 1.75x Short) Buy & Hold
Performance
$100 would be $3,927,965,204.64$67,491.00
Ann. Return 421.40%85.01%
Sharpe Ratio 1.811.12
Sortino Ratio 2.711.59
Risk
Max Drawdown -92.59%-90.20%
Drawdown Duration 3y 7m 1d3y 9m 17d
Volatility 183.4%102.2%
Beta 0.751.00
Calmar Ratio 4.550.94
Trades
Trades 108Long 107
Short 108
Win Rate 45.4%Long 50.0%
Short 40.7%
Avg Win / Loss +281.6% / -17.5%Long +485.5% / -20.8%
Short +31.4% / -14.7%
Profit Factor 13.37Long 23.31
Short 1.47
Avg Duration 35dLong 36d
Short 35d
Annual
Best Year +89570.1% (2017)+7599.6% (2017)
Worst Year -60.4% (2024)-73.0% (2018)

Comments (6)

urawizard (justin) 1mo ago
3 billion doll hairs?
urawizard (justin) 1mo ago
4 billion dolares?
urawizard (justin) 1mo ago
this strategy is amazing
urawizard (justin) 1mo ago
4 billion is crazy
urawizard (justin) 1mo ago
4 billion is Jared Kushner money
bberzolla 1mo ago
If you start in 2018 instead of 2015 data are very different with same SMAs same leverage (4x less retourne). What is the sweet spot for start dates ??
replying to bberzolla
Gerhard 1mo ago
I think the consistency of the return can be evaluated based on the "value in Ethereum" chart
replying to bberzolla
bberzolla 1mo ago
Sorry I don't get it. Can you please be more specific?