BitcoinStrategy Analytics

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Bittensor Best Moving Average Cross

Gerhard 1mo ago · ♥ 2 · 💬 1 · 👁 302
Moderate leverage I will use the upcoming death this April to enter a short in Bittensor
Asset
AssetBittensor
ModeBacktest
Indicators
Indicator 1SMA (6)
Indicator 2SMA (15)
Exposure & Leverage
ExposureLong Short
Long Lev2x
Short Lev2x
Lev ModeOptimal
SizingCompound
Date Range & Capital
Start2023-03-03
End2026-03-11
Capital$10000.0
Fee0.05%

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Metric SMA(6)/SMA(15) (2x Long, 2x Short) Buy & Hold
Performance
$100 would be ⓘ$36,541.21$63.58
Ann. Return ⓘ602.31%-13.89%
Sharpe Ratio ⓘ1.920.34
Sortino Ratio ⓘ3.500.66
Risk
Max Drawdown ⓘ-69.75%-83.14%
Drawdown Duration ⓘ6m 28d2y 25d
Volatility ⓘ183.8%100.5%
Beta ⓘ0.341.00
Calmar Ratio ⓘ8.640.17
Trades
Trades ⓘ67Long 66
Short 67		—
Win Rate ⓘ44.8%Long 33.3%
Short 55.9%		—
Avg Win / Loss ⓘ+59.4% / -12.8%Long +126.6% / -13.3%
Short +20.5% / -12.0%		—
Profit Factor ⓘ3.77Long 4.75
Short 2.17		—
Avg Duration ⓘ16dLong 14d
Short 19d		—
Annual
Best Year ⓘ+3138.8% (2023)+40.3% (2023)
Worst Year ⓘ-13.7% (2026)-51.7% (2025)

Comments (1)

Niek 24d ago
Say you have a account of 10000usdt that you would dedicate to this strategy. Considering the 2x leverage from the backtest, would you then open a 20.000 position of both bitcoin and bittensor, or 10000 each? (I understand that you need more leverage to open these position sizes considering the account size). Just trying to understand how you would get the historical performance in practise.