Bitcoin (USD) (BTC) Daily/Weekly Backtest Results

Buy indicator:            
              [ What are these indicators? | Switch to BTC's monthly backtests ]
Profit target:           [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 8.36%.   Win rate: 87.50%.   Sharpe Ratio: 0.057.   Maximum drawdown: 77.26% on 21 February 2014.
Mean CAGR: 198.04%. Time in market: 1481 days.   Hypothetical return: $1000 would be worth $3093.13 on 24 June 2023.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Bitcoin

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 16 signal(s) occurring before 25 January 2024 for a 5% profit target: (87.50% * 9.38%) + (12.50% * 1.17%) - (0% * 0%) = 8.36%.
Wins: 14 Breakevens: 2 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

 

Super Oversold Backtest Summary

This table summarises how profitable it would have been to have bought this stock at each Super Oversold entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date Price Performance (mouseover for details)
5% 7.5% 10% 20%
31 January 2026 $81105.92 schedule schedule schedule schedule
13 June 2022 $25183.69 select_check_box select_check_box select_check_box select_check_box electric_bolt
10 May 2022 $30559.22 select_check_box select_check_box select_check_box select_check_box
21 January 2022 $38655.70 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
21 May 2021 $38713.61 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
13 March 2020 $5736.66 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
23 November 2019 $7303.10 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
20 November 2018 $4597.78 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 January 2015 $245.31 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
18 September 2014 $442.68 select_check_box select_check_box select_check_box select_check_box
13 February 2014 $491.28 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
03 July 2013 $84.65 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
02 May 2013 $111.32 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
17 October 2011 $3.06 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
10 September 2011 $4.90 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
05 July 2011 $13.38 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box
30 November 2010 $0.22 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt

 

The data for Bitcoin (USD) (exchange: CRYPTO symbol: BTC) was last updated 01 Feb 2026 06:57. Data for this stock is available from 17 Jul 2010 - 31 Jan 2026.