Samāpatti BTC 1D Strategy Backtest

The Samāpatti BTC 1D Strategy by River Algos has had the following results

The above Backtest is on BITSTAMP:BTCUSD which goes back to late 2011, with no Commission, and Initial Capital of $1000
With Commission set to 0.072 (Binance fees of 0.036% x2 for Taker In and Out)
With 0.1% to cover both Fees and Slippage, a commonly used number in Backtesting.
Jan 1st 2018–25th Jan 2021 with 0.1% for Fees and Slippage
Jan 1st 2020 — Jan 25th 2021 with 0.1% for Fees and Slippage
3 Month Forward Test
2011: 1st Sept 2011–31st Dec 2011. All annual results are with 0.1% to cover Fees and Slippage
2012: 1st Jan 2012–6th Jan 2013 (when open trade closed).
2013: 7th Jan 2013–31st Dec 2013
2014: 1st Jan 2014–22nd Jan 2015
2015: 23rd Jan 2015–31st Dec 2015
2016: 1st Jan 2016–6th Jan 2017
2017: 7th Jan 2017–1st Jan 2018
2018: 2nd Jan 2018–31st Dec 2018
2019: 1st Jan 2019–2nd Jan 2020
2020: 3rd Jan 2020–12th Jan 2021

Welcome to River Algos! I’m an ex-pat full time Crypto bot coder, bot investor, and former Theravadan Buddhist monk in Thailand.