These are the real performance stats of the BBB TokenSet, based on the BullBear Bitcoin strategy, that went live on January 2020 up to March 19, 2021.
The TokenSet has now been suspended due to high Ethereum fees.
BullBearBitcoin (BBB) Set Tearsheet 17 Jan, 2020 – 19 Mar, 2021
Generated by QuantStats (v. 0.0.25)
Key Performance Metrics
| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 74.0% |
| Cumulative Return | 307.68% |
| CAGR% | 232.43% |
| Sharpe | 2.08 |
| Sortino | 3.69 |
| Max Drawdown | -20.84% |
| Longest DD Days | 89 |
| Volatility (ann.) | 57.32% |
| Calmar | 11.16 |
| Skew | 1.42 |
| Kurtosis | 12.17 |
| Expected Daily % | 0.41% |
| Expected Monthly % | 9.82% |
| Expected Yearly % | 101.91% |
| Kelly Criterion | 23.49% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -5.47% |
| Expected Shortfall (cVaR) | -5.47% |
| Payoff Ratio | 1.3 |
| Profit Factor | 1.71 |
| Common Sense Ratio | 2.07 |
| CPC Index | 1.26 |
| Tail Ratio | 1.21 |
| Outlier Win Ratio | 7.17 |
| Outlier Loss Ratio | 4.61 |
| MTD | 29.83% |
| 3M | 96.76% |
| 6M | 198.48% |
| YTD | 96.91% |
| 1Y | 315.58% |
| 3Y (ann.) | 232.43% |
| 5Y (ann.) | 232.43% |
| 10Y (ann.) | 232.43% |
| All-time (ann.) | 232.43% |
| Best Day | 24.68% |
| Worst Day | -15.69% |
| Best Month | 36.92% |
| Worst Month | -8.1% |
| Best Year | 107.03% |
| Worst Year | 96.91% |
| Avg. Drawdown | -5.61% |
| Avg. Drawdown Days | 15 |
| Recovery Factor | 14.77 |
| Ulcer Index | 1.02 |
| Avg. Up Month | 17.68% |
| Avg. Down Month | -4.22% |
| Win Days % | 56.69% |
| Win Month % | 71.43% |
| Win Quarter % | 80.0% |
| Win Year % | 100.0% |
EOY Returns
| Year | Return | Cumulative |
|---|---|---|
| 2020 | 85.46% | 107.03% |
| 2021 | 77.05% | 96.91% |
Worst 10 Drawdowns
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-01-12 | 2021-02-08 | -20.84 | 27 |
| 2020-05-09 | 2020-08-06 | -20.33 | 89 |
| 2020-09-28 | 2020-10-20 | -14.40 | 22 |
| 2021-02-19 | 2021-03-18 | -12.92 | 27 |
| 2020-12-02 | 2021-01-03 | -12.48 | 32 |
| 2020-11-23 | 2020-12-01 | -10.42 | 8 |
| 2020-02-16 | 2020-04-24 | -8.63 | 68 |
| 2020-08-22 | 2020-09-25 | -4.50 | 34 |
| 2020-11-14 | 2020-11-19 | -3.81 | 5 |
| 2020-10-29 | 2020-10-31 | -3.80 | 2 |
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