Report for 11.12.2019 – 28.01.2021
Results for the last 12 months:
11.12.2019 – 10.000 USD
28.01.2021 – 27.706 USD
Trading unit: 1 BTC
Chart 1. BTC/USD chart with signals, and Equity Line (green)
Number of transactions: 121
Maximum drawdown: 33%
Sharpe Ratio for monthly periods (700 hourly periods, Rf=0): 0,5
Standard deviation of monthly periods: 22%
Average Rate of Return of monthly periods: 11%
The Sharpe ratio is a variable that helps us assess the return on investment compared to the risk. The higher value of the Sharpe ratio the lesser the risk. For example a USD treasury bond can be considered a risk-free asset (at least in the traditional finance space)
Chart 2 Sharpe Ratio (orange line), Standard Deviation (blue) and Rate of Return (red)
Robot versus buy and hold Bitcoin strategy.
Results since 2017. Greenline – Robot equity line, Blackline – Bitcoin prices. Robot buys and sells only one Bitcoin. Robot results are much more stable for investors than buying and holding the Bitcoin.
A robot that works effectively on Bitcoin. It buys and sells at the beginning of major price movements. It always has one position open – long or short. The investor can expect a moderate number of trades, not more than one / two a day.
The three most important features of the Robot