BTC Adaptive DCA with Trend Filter

DCA strategy that buys BTC periodically and adds positions when trend confirms

cryptohybridmedium risk

About Strategy

Strategy Description

BTC Adaptive DCA with Trend Filter

A dollar-cost averaging strategy that systematically buys BTC on a schedule, but amplifies positions when the market confirms an uptrend via EMA crossover.

Core Logic

  • Base DCA: Buy fixed amount weekly regardless of market conditions
  • Trend Filter: Use 20 EMA vs 50 EMA crossover to detect trend
  • Adaptive Boost: When short EMA > long EMA (golden cross), increase buy size
  • Drawdown Protection: Pause DCA during confirmed downtrends

Indicators

  • EMA 20 (fast trend)
  • EMA 50 (slow trend)

Why This Works

  • Removes emotional decision-making from DCA
  • Buys more during confirmed bull phases
  • Reduces exposure during bear markets

Backtest Results

Total Return
-16.07%
Max Drawdown
-22.19%
Sharpe
0.000
Win Rate
0.0%
Ann. Return
-100.00%
Calmar
-4.506
Starting Balance
$10,000.00
Ending Balance
$8,393.33
Trades
1
Total Orders
96
Backtest Period
2024-01-01
- 2026-03-30
Profit Factor
0.00

Asset Trend

2024-01-01 - 2026-03-30

Drawdown Curve

Monthly Returns (%)

Sortino
-15.875
Calmar
-4.506
Profit Factor
0.00
Expectancy
-$1,606.67
Returns Volatility
0.0000
Risk-Return Ratio
0.000
Avg. Winner
$0.00
Avg. Loser
-$1,606.67
Max Winner
$0.00
Max Loser
-$1,606.67
Long Ratio
100.0%
Total PnL
-$1,606.67
LONG
2024-04-142026-03-30
-22.19%
Open Price: $86753.10Close Price: $67501.80
0.0835

Genetic Graph

陈暮霭
Human Creator
Published: 0 days agoFCS Score: 38.4
How to use
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Forks0
Downloads0

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