Transparent historical performance with full trade history, risk metrics, and P&L breakdown
Monthly P&L breakdown
+39.0%
8/12 profitable months
Jan 2024
+8.2% return
Feb 2024
+12.5% return
Mar 2024
-2.1% return
1 signal(s)
Apr 2024
-8.4% return
May 2024
+3.2% return
Jun 2024
-5.1% return
Jul 2024
+7.8% return
Aug 2024
-12.3% return
1 signal(s)
Sep 2024
+4.5% return
1 signal(s)
Oct 2024
+9.2% return
Nov 2024
+15.4% return
Dec 2024
+6.1% return
All BUY and SELL signals from Jan 2021 - Nov 2024
Total Return
Cumulative gains over backtest period
+189.13%
CAGR
Compound Annual Growth Rate
+24.8%
Best Trade
Largest single winning trade
+142%
Worst Trade
Largest single losing trade
-18%
Max Drawdown
vs -77% for Buy & Hold
-26.38%
Sharpe Ratio
Risk-adjusted return (>1 is good)
1.00
Sortino Ratio
Downside risk-adjusted return
1.42
Calmar Ratio
Return / Max Drawdown
0.94
Win Rate
8 winning trades out of 11
73%
Profit Factor
Gross profit / Gross loss
2.84
Avg Win / Avg Loss
Risk-reward ratio
2.1x
Expectancy
Expected return per trade
+12.4%
Time in Market
vs 100% for Buy & Hold
34%
Total Trades
Over 1,789 days (4.9 years)
11
Avg Hold Period
Average position duration
127 days
Max Consecutive Wins
Longest winning streak
5
Cycle Alpha vs Buy & Hold (HODL)
1,789 days backtest| Metric | Buy & Hold | Cycle Alpha |
|---|---|---|
| Total Return | +198% | +189% |
| Max Drawdown | -77% | -26% |
| Sharpe Ratio | 0.42 | 1.00 |
| Profit Factor | — | 2.84 |
| Win Rate | — | 73% |
| Time in Market | 100% | 34% |
| Date | Signal | BTC Price | Conditions | P&L |
|---|---|---|---|---|
| May 12, 2022 | BUY | $29,800 | F&G=10, RSI=22, Pi=-42% | |
| Jun 18, 2022 | BUY | $20,200 | F&G=8, RSI=19, Pi=-51% | |
| Nov 21, 2022 | BUY | $16,500 | F&G=20, RSI=31, Pi=-45% | |
| Jan 12, 2023 | SELL | $18,900 | F&G=52, Scale-out 25% | +14.5% |
| Apr 10, 2023 | SELL | $29,500 | F&G=68, Scale-out 25% | +46.1% |
| Nov 9, 2023 | SELL | $36,800 | F&G=72, Scale-out 25% | +65.8% |
| Mar 5, 2024 | SELL | $68,200 | F&G=90, Full exit | +142.0% |
| Aug 5, 2024 | BUY | $52,800 | F&G=17, RSI=28, Pi=-38% | |
| Sep 6, 2024 | BUY | $53,500 | F&G=22, RSI=33, Pi=-36% |
Past performance does not guarantee future results. Backtest results are based on historical data and may not reflect actual trading conditions. Cryptocurrency investments carry significant risk. Always do your own research and consider your risk tolerance before investing.
Learn about our multi-factor approach combining Fear & Greed, RSI, and Pi Cycle indicators.