Bitcoin 50-day breakout / 20-day exit
Buy BTC on a close above the prior 50-day closing high; exit when it closes below its 20-day SMA.
BTC/USD, backtested 2021-06-01 to 2026-09-27 with $100,000
| strategy | BTC/USD | |
|---|---|---|
| total return | +73.6% | +130.2% |
| annualised | +10.9% | +17.0% |
| sharpe | 0.54 | 0.56 |
| max drawdown | -39.7% | -76.7% |
| volatility | 24.5% | 53.5% |
Ended at $173,564. Decisions after each close, fills at the next open, 5 bps slippage, crypto fees 25 bps.
- trades
- 29
- win rate
- 45%
- avg trade
- +2.75%
- profit factor
- 1.64
- time invested
- 24%
Rules
- Trades BTC/USD.
- Sell the position when price < SMA(20).
- Buy with 100% of cash when price > 50-day high yesterday.
By year
| year | strategy | BTC/USD | difference |
|---|---|---|---|
| 2021 | -4.3% | +25.9% | -30.3 pts |
| 2022 | -22.7% | -64.2% | +41.5 pts |
| 2023 | +62.1% | +155.8% | -93.7 pts |
| 2024 | +37.6% | +119.2% | -81.6 pts |
| 2025 | +0.1% | -6.0% | +6.1 pts |
| 2026 | +5.1% | -3.1% | +8.2 pts |
Held at the end of the backtest
| BTC/USD | since 2026-09-22 | $173,564 | -2.5% |
Latest trades (29 in total)
| symbol | bought | sold | days | entry | exit | return | why it sold |
|---|---|---|---|---|---|---|---|
| BTC/USD | 2026-08-20 | 2026-09-10 | 21 | 69358.31 | 78239.61 | +12.3% | rule 1 |
| BTC/USD | 2026-04-17 | 2026-05-16 | 29 | 75183.31 | 79017.63 | +4.6% | rule 1 |
| BTC/USD | 2026-01-14 | 2026-01-21 | 7 | 95454.77 | 88323.72 | -8.0% | rule 1 |
| BTC/USD | 2025-10-04 | 2025-10-11 | 7 | 122373.42 | 112939.40 | -8.2% | rule 1 |
| BTC/USD | 2025-08-13 | 2025-08-19 | 6 | 120186.91 | 116142.90 | -3.9% | rule 1 |
| BTC/USD | 2025-07-11 | 2025-07-30 | 19 | 116072.61 | 117836.38 | +1.0% | rule 1 |
| BTC/USD | 2025-04-23 | 2025-05-30 | 37 | 93570.48 | 105587.05 | +12.3% | rule 1 |
| BTC/USD | 2024-12-14 | 2024-12-20 | 6 | 101546.96 | 97422.10 | -4.6% | rule 1 |
| BTC/USD | 2024-11-07 | 2024-12-11 | 34 | 75729.16 | 96721.14 | +27.2% | rule 1 |
| BTC/USD | 2024-10-15 | 2024-11-05 | 21 | 66143.46 | 67744.53 | +1.9% | rule 1 |
| BTC/USD | 2024-09-27 | 2024-10-02 | 5 | 65188.02 | 60742.36 | -7.3% | rule 1 |
| BTC/USD | 2024-02-10 | 2024-03-17 | 36 | 47198.94 | 65269.08 | +37.7% | rule 1 |
| BTC/USD | 2024-01-09 | 2024-01-13 | 4 | 47024.28 | 42759.03 | -9.5% | rule 1 |
| BTC/USD | 2024-01-02 | 2024-01-04 | 2 | 44214.10 | 42838.31 | -3.6% | rule 1 |
| BTC/USD | 2023-12-02 | 2023-12-18 | 16 | 38732.94 | 41315.25 | +6.2% | rule 1 |
| BTC/USD | 2023-10-17 | 2023-11-22 | 36 | 28546.13 | 35729.80 | +24.6% | rule 1 |
| BTC/USD | 2023-07-14 | 2023-07-15 | 1 | 31502.98 | 30297.30 | -4.3% | rule 1 |
| BTC/USD | 2023-06-22 | 2023-07-10 | 18 | 30013.83 | 30161.23 | -0.0% | rule 1 |
| BTC/USD | 2023-04-11 | 2023-04-20 | 9 | 29668.84 | 28826.43 | -3.3% | rule 1 |
| BTC/USD | 2023-03-17 | 2023-04-08 | 22 | 25045.24 | 27914.78 | +10.9% | rule 1 |
| BTC/USD | 2023-02-16 | 2023-02-25 | 9 | 24339.76 | 23177.68 | -5.3% | rule 1 |
| BTC/USD | 2023-01-12 | 2023-02-07 | 26 | 17945.49 | 22756.52 | +26.2% | rule 1 |
| BTC/USD | 2022-11-05 | 2022-11-09 | 4 | 21159.72 | 18536.97 | -12.9% | rule 1 |
| BTC/USD | 2022-08-11 | 2022-08-18 | 7 | 23976.48 | 23326.99 | -3.2% | rule 1 |
| BTC/USD | 2022-03-28 | 2022-04-07 | 10 | 46866.48 | 43150.43 | -8.4% | rule 1 |
| BTC/USD | 2021-11-09 | 2021-11-17 | 8 | 67603.36 | 60072.49 | -11.6% | rule 1 |
| BTC/USD | 2021-10-07 | 2021-10-28 | 21 | 55366.24 | 58439.61 | +5.0% | rule 1 |
| BTC/USD | 2021-09-04 | 2021-09-08 | 4 | 50051.60 | 46847.78 | -6.9% | rule 1 |
| BTC/USD | 2021-07-31 | 2021-08-31 | 31 | 42245.80 | 46959.39 | +10.6% | rule 1 |
Strategy document
{
"name": "Bitcoin 50-day breakout / 20-day exit",
"rules": [
{
"then": {
"sell": {}
},
"when": {
"lt": [
{
"price": {}
},
{
"sma": {
"period": 20
}
}
]
}
},
{
"then": {
"buy": {
"percent_of_cash": 100
}
},
"when": {
"gt": [
{
"price": {}
},
{
"highest": {
"offset": 1,
"period": 50
}
}
]
}
}
],
"universe": {
"symbols": [
"BTC/USD"
]
},
"description": "Buy BTC on a close above the prior 50-day closing high; exit when it closes below its 20-day SMA."
}