This post documents a systematic backtest of a crypto strategy on Bitcoin. Over the backtest window, the strategy produced a 55% return alongside a 30% maximum drawdown — figures must be read together with risk and drawdown. The strategy parameter set and full backtest output are published to our free Read more
29% Exposure – 1.66 Sharpe – 32% Max Drawdown (2018–2026) Most crypto backtests lead with absurd equity curves. This one doesn’t. Let’s start with what actually matters: CAGR is 67.7%, but that’s not the point. The point is return per unit of exposure and drawdown control. 1. Strategy Design Philosophy Read more
Disclaimer. Content on KreamEdge is published for informational and educational purposes only. Backtest results and strategy outputs do not constitute personalised investment advice nor an invitation to buy or sell any financial instrument. Past performance is not indicative of future results. Financial markets involve risk of partial or total capital loss. Each reader is solely responsible for their investment decisions and risk management. Full bilingual disclaimer on the community page.