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BTC Momentum
BTC/USDactivemomentum8/8 long+short price-only. Mejor MAR (1.04). Branch btc-momentum-v1 (merged a0f76eb).
Config vigente · 8/8 price-only
PnL
+$42,042
CAGR
+21.8%
DD máx
−20.9%
MAR
1.04
PF
1.39
WR
+17.5%
Racha perd.
21
Longs
+$42,834
Shorts
−$791
Rentabilidad anual
| Año | Trades | WR | PnL | Balance |
|---|---|---|---|---|
| 2018 | 10 | +40.0% | +$2,529 | +$12,529 |
| 2019 | 45 | +22.2% | +$5,479 | +$18,008 |
| 2020 | 60 | +20.0% | +$7,949 | +$25,957 |
| 2021 | 50 | +12.0% | +$294 | +$26,251 |
| 2022 | 33 | +21.2% | +$8,017 | +$34,268 |
| 2023 | 39 | +20.5% | +$11,224 | +$45,493 |
| 2024 | 54 | +14.8% | +$7,001 | +$52,494 |
| 2025 | 49 | +10.2% | −$3,310 | +$49,184 |
| 2026 | 20 | +15.0% | +$2,857 | +$52,041 |
Historial de iteraciones (2)
- 8/8 price-onlymergeda0f76eb+$42,042−20.9%MAR 1.04
Hipótesis: Replicar momentum+regimen del oro a BTC; price-only por tick-volume Dukascopy=0 desde 2022; RR 8/8 (cripto ultra-tendencial).
Decisión: Ganadora. RR sweep: 8/8 optimo (MAR 1.04 vs 0.35 con 6/5). 8/9 anios positivos. Shorts netos -$791 (irrelevantes).
- volume-confirmdiscarded
Hipótesis: Reusar filtro de volumen 2x de Sykes (como el oro).
Decisión: Descartada: tick-volume Dukascopy BTC = 0 desde 2022 -> bloquea TODAS las senales post-2021, PnL concentrado en 2019-2020. Cambio a price-only.
Sweeps
rr_target— RR sweep 8.4yr: pico limpio en 8/8
| Parámetro | PnL | CAGR | DD | PF | MAR |
|---|---|---|---|---|---|
| 8/8elegido | — | — | — | — | 1.04 |
| 6/5 | — | — | — | — | 0.35 |