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BullBear Ethereum Strategy performance – Jan 2020 to March 2021

March 23, 2021 by sanz prophet Leave a Comment

These are the real performance stats of the BBE TokenSet, based on the BullBear Ethereum strategy, that went live on January 2020 up to March 19, 2021.

The TokenSet has now been suspended due to high Ethereum fees.

Tearsheet (generated by QuantStats)

BullBearEthereum (BBE) Set Tearsheet
1 Feb, 2020 – 21 Mar, 2021

Generated by QuantStats (v. 0.0.25)


Key Performance Metrics

MetricStrategy
Risk-Free Rate0.0%
Time in Market80.0%

Cumulative Return468.97%
CAGR%363.15%
Sharpe2.16
Sortino3.97
Max Drawdown-23.69%
Longest DD Days99
Volatility (ann.)69.27%
Calmar15.33
Skew1.49
Kurtosis9.43

Expected Daily %0.5%
Expected Monthly %13.22%
Expected Yearly %138.53%
Kelly Criterion22.14%
Risk of Ruin0.0%
Daily Value-at-Risk-6.58%
Expected Shortfall (cVaR)-6.58%

Payoff Ratio1.33
Profit Factor1.66
Common Sense Ratio2.32
CPC Index1.23
Tail Ratio1.4
Outlier Win Ratio7.15
Outlier Loss Ratio4.18

MTD20.54%
3M116.38%
6M152.92%
YTD116.54%
1Y363.92%
3Y (ann.)363.15%
5Y (ann.)363.15%
10Y (ann.)363.15%
All-time (ann.)363.15%

Best Day28.05%
Worst Day-15.11%
Best Month66.74%
Worst Month-13.3%
Best Year162.76%
Worst Year116.54%

Avg. Drawdown-8.63%
Avg. Drawdown Days19
Recovery Factor19.8
Ulcer Index0.99

Avg. Up Month26.01%
Avg. Down Month-5.78%
Win Days %55.6%
Win Month %69.23%
Win Quarter %100.0%
Win Year %100.0%

EOY Returns

YearReturnCumulative
2020115.02%162.76%
202190.94%116.54%

Worst 10 Drawdowns

StartedRecoveredDrawdownDays
2020-02-162020-04-26-23.6970
2021-02-142021-03-14-22.9628
2020-05-102020-07-26-22.0277
2021-01-122021-01-19-15.117
2020-08-162020-11-23-13.8199
2020-12-052021-01-04-12.2830
2021-01-212021-01-30-11.269
2020-11-252020-12-03-8.148
2021-01-312021-02-03-5.853
2020-08-032020-08-04-5.551

Filed Under: Uncategorized

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