BitcoinStrategy Analytics
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Mstr Backtest
The start date was around when Strategy first purchased BTC
Asset
| Asset | Strategy |
| Mode | Heatmap |
Indicators
| Indicator 1 | SMA (52) |
| Indicator 2 | SMA (162) |
| Period Range | 2 – 200 (step 5) |
Exposure & Leverage
| Exposure | Long Cash |
| Sizing | Compound |
Date Range & Capital
| Start | 2020-08-11 |
| End | 2026-04-04 |
| Capital | $10000.0 |
| Fee | 0.05% |
| Financing | 11.0% p.a. |
| Metric | SMA(52)/SMA(162) | Buy & Hold |
|---|---|---|
| Performance | ||
| $100 would be ⓘ | $5,163.84 | $969.34 |
| Ann. Return ⓘ | 176.01% | 79.44% |
| Sharpe Ratio ⓘ | 1.57 | 1.06 |
| Sortino Ratio ⓘ | 2.17 | 1.71 |
| Risk | ||
| Max Drawdown ⓘ | -64.61% | -89.27% |
| Drawdown Duration ⓘ | 1y 11m 14d | 2y 1m 9d |
| Volatility ⓘ | 89.5% | 112.3% |
| Beta ⓘ | 0.63 | 1.00 |
| Calmar Ratio ⓘ | 2.72 | 0.89 |
| Trades | ||
| Trades ⓘ | 6 | — |
| Win Rate ⓘ | 66.7% | — |
| Avg Win / Loss ⓘ | +850.5% / -23.5% | — |
| Profit Factor ⓘ | 72.26 | — |
| Avg Duration ⓘ | 309d | — |
| Annual | ||
| Best Year ⓘ | +322.7% (2024) | +335.5% (2023) |
| Worst Year ⓘ | -16.2% (2022) | -74.6% (2022) |
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