lilibtc

7 yearly total return 101, max drawdown 35%

Short
lilibtc Updated   
BITSTAMP:BTCUSD   Bitcoin
BTCUSD
Can't you invest Bitcoin for it's price fluctuations too big ?
I backtest the Bitcoin long-term strategy using historical data in 7 years, total return is 101, maximum drawdown is 35%, annualized sharpe ratio is 1.99.
In the chart above, the yellow line is the net value of account, $10000 in the January 1, 2015, to 1.02 million dollars in November 3, 2021. I backtest from 2015 because before 2015 the Bitcoin price fluctuations is much more than it after 2015, the Bitcoin price fluctuations decrease year by year, it is unlikely to have so big fluctuations in the future.
The red line is the total return, its value in November 3, 2021 is 101 .
The green line is the sharpe ratio, its value in November 3, 2021 is 1.97.
Blue line is the factor indicator, I start to buy when it is less than -0.33, and open positions for 10 days. I start to sell when it is greater than 0.4 , and close positions for 10 days. My last article "Accuracy of the Bitcoin factor indicator for 10 years is 83%" was introduced in detail. In the November 3, 2021 it has a value of 1.76, it is the maximum during the period of the backtest. Please pay attention to the risk.
Olive green line is annual return, its value in November 3, 2021 is 97%.
Yellow line is the proportion of positions, a maximum of 1, minimum value is 0, this strategy doesn't use leverage.
Purple line is the ratio of the maximum drawdown, the background is red when maximum drawdown ratio is greater than 30%, in the July 16, 2017 it's value is 35%.
In strategy tester overview, the number of transactions is 62, winning percentage is 100%, the average rate of return for trading is 163%, the average holding time was 426 days.
This strategy is suitable for ordinary investors, is a weapon to realize the freedom of wealth.

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Trade active:
Buy.

区块链专家(排名前1%,Huobi)令人印象深刻的资质,提供交易信号实现100%的年回报率。Huobi crypto guru boasts 50x ROI, offers 100% annual return trading signal. lilibtc.com/collections/frontpage-en
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