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The Bull Bear Ethereum Investment Strategy
Backtest statistics vs Buy and Hold
January 2017 to February 2020

  All trades Buy&Hold (ETH-USD)
Initial capital 10,000.00 10,000.00
Ending capital 2,036,699.7 218,108.7
Net Profit 2,026,699.77 208,108.78
Net Profit % 20,267.00% 2,081.09%
Exposure % 47.73% 100.00%
Net Risk Adjusted Return % 42458.79% 2081.09%
Annual Return % 461.20% 171.85%
Risk Adjusted Return % 966.20% 171.85%
Max. trade drawdown -504114.11 -1600686.62
Max. trade % drawdown -28.15 -93.96
Max. system drawdown -1014082.13 -1600686.62
Max. system % drawdown -49.09% -93.96%
Recovery Factor 2.00 0.13
CAR/MaxDD 9.40 1.83
RAR/MaxDD 19.68 1.83
Profit Factor 2.55 inf
Payoff Ratio 2.09 nan
Standard Error 343892.27 294065.92
Risk-Reward Ratio 1.84 -0.15
Ulcer Performance Index 17.61 2.53
Sharpe Ratio of trades 1.56 inf
K-Ratio 0.05 -0.00

Monthly and Year Returns
YearJanFebMarAprMayJunJulAugSepOctNovDecYr%
201727.7%50.0%214.9%31.7%184.7%38.0%0.0%67.6%-24.1%-0.3%43.9%69.2%9531.5%
201832.7%0.0%0.0%32.3%0.3%0.0%-6.8%0.0%-0.0%-19.0%-12.8%14.3%32.6%
2019-4.2%13.7%-9.2%17.2%54.4%-3.3%-9.1%-10.8%-11.2%-0.9%-1.9%0.0%21.3%
202031.4%N/AN/AN/AN/AN/AN/AN/AN/AN/AN/AN/A31.4%
Avg21.9%21.3%68.6%27.1%79.8%11.6%-5.3%18.9%-11.8%-6.7%9.7%27.9% 

The Bull Bear Ethereum Strategy

For the BBE strategy details, information and historical performance please send us a request.

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