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BullBear Bitcoin Strategy performance – Jan 2020 to March 2021

March 23, 2021 by sanz prophet 1 Comment

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.

Tearsheet (generated by QuantStats)

BullBearBitcoin (BBB) Set Tearsheet
17 Jan, 2020 – 19 Mar, 2021

Generated by QuantStats (v. 0.0.25)


Key Performance Metrics

MetricStrategy
Risk-Free Rate0.0%
Time in Market74.0%

Cumulative Return307.68%
CAGR%232.43%
Sharpe2.08
Sortino3.69
Max Drawdown-20.84%
Longest DD Days89
Volatility (ann.)57.32%
Calmar11.16
Skew1.42
Kurtosis12.17

Expected Daily %0.41%
Expected Monthly %9.82%
Expected Yearly %101.91%
Kelly Criterion23.49%
Risk of Ruin0.0%
Daily Value-at-Risk-5.47%
Expected Shortfall (cVaR)-5.47%

Payoff Ratio1.3
Profit Factor1.71
Common Sense Ratio2.07
CPC Index1.26
Tail Ratio1.21
Outlier Win Ratio7.17
Outlier Loss Ratio4.61

MTD29.83%
3M96.76%
6M198.48%
YTD96.91%
1Y315.58%
3Y (ann.)232.43%
5Y (ann.)232.43%
10Y (ann.)232.43%
All-time (ann.)232.43%

Best Day24.68%
Worst Day-15.69%
Best Month36.92%
Worst Month-8.1%
Best Year107.03%
Worst Year96.91%

Avg. Drawdown-5.61%
Avg. Drawdown Days15
Recovery Factor14.77
Ulcer Index1.02

Avg. Up Month17.68%
Avg. Down Month-4.22%
Win Days %56.69%
Win Month %71.43%
Win Quarter %80.0%
Win Year %100.0%

EOY Returns

YearReturnCumulative
202085.46%107.03%
202177.05%96.91%

Worst 10 Drawdowns

StartedRecoveredDrawdownDays
2021-01-122021-02-08-20.8427
2020-05-092020-08-06-20.3389
2020-09-282020-10-20-14.4022
2021-02-192021-03-18-12.9227
2020-12-022021-01-03-12.4832
2020-11-232020-12-01-10.428
2020-02-162020-04-24-8.6368
2020-08-222020-09-25-4.5034
2020-11-142020-11-19-3.815
2020-10-292020-10-31-3.802

Filed Under: Uncategorized

Reader Interactions

Comments

  1. Robert Douglas says

    June 2, 2022 at 12:53 pm

    How do I gain access to this portfolio?

    Reply

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