Strategies
Every saved strategy with its full backtest. Returns include slippage and fees.
| strategy | return | vs benchmark | annualised | sharpe | max dd | trades |
|---|---|---|---|---|---|---|
| Bitcoin 50-day breakout / 20-day exit BTC/USD | +73.6% | -56.7 pts vs BTC/USD | +10.9% | 0.54 | -39.7% | 29 |
| Bitcoin 50-day breakout / 20-day SMA exit BTC/USD | +73.6% | -56.7 pts vs BTC/USD | +10.9% | 0.54 | -39.7% | 29 |
| Monthly top-2 3-month momentum SPY QQQ TLT GLD | +161.1% | -170.9 pts vs SPY | +9.7% | 0.70 | -35.2% | 133 |