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BBB Investment Strategy
Backtest statistics vs Buy and Hold
January 2012 to November 2019

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The BB Bitcoin StrategyBitcoin Buy&Hold
Initial capital10,000.0010,000.00
Ending capital85,749,303.9117,355,349.48
Net Profit %857,393.04% 173,453.49%
Exposure %36.02% 100.00%
Net Risk Adjusted Return %2,380,565.11% 173,453.49%
Annual Return %217.54% 158.99%

Max. trade % drawdown-28.26-90.99
Max. system % drawdown-36.68% -90.99%
Recovery Factor4.200.56
CAR/MaxDD5.931.75
RAR/MaxDD16.471.75
Profit Factor3.03inf
Payoff Ratio2.52nan
Risk-Reward Ratio0.620.49
Ulcer Performance Index13.002.90
Sharpe Ratio of trades1.66inf
K-Ratio0.030.02

Monthly and Year Returns
YearJanFebMarAprMayJunJulAugSepOctNovDecYr%
201219.8%-9.4%-15.4%-6.0%0.0%11.9%21.6%20.9%8.8%0.9%8.7%7.1%81.4%
201349.1%62.7%164.2%41.3%4.4%-5.6%4.8%21.8%-11.5%37.7%429.5%-16.2%6054.9%
20142.3%-3.2%7.3%-7.6%33.4%0.4%-2.9%0.0%0.0%1.7%7.7%0.0%39.8%
2015-4.7%-0.2%12.8%-5.6%-5.2%7.6%9.8%0.0%-3.5%30.7%27.1%16.6%111.6%
2016-2.6%7.5%-4.1%4.1%18.2%23.8%-5.1%0.0%1.1%8.9%-3.5%24.3%91.7%
20172.0%16.5%3.6%26.6%29.4%6.5%-9.7%35.5%0.8%16.4%41.2%72.4%649.8%
2018-13.1%-1.9%-5.9%12.0%-3.2%-2.8%10.6%-0.4%-5.8%-1.8%-1.2%7.6%-8.6%
2019-9.7%2.1%0.0%18.5%27.4%27.9%-7.4%12.4%-0.1%-3.5%-0.5%N/A77.7%
Avg5.4%9.3%20.3%10.4%13.0%8.7%2.7%11.3%-1.3%11.4%63.6%16.0% 
BitcoinThe Bull Bear investment strategy
BitcoinThe Bull Bear investment strategy

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

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