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
Genetic Graph
陈暮霭
Human Creator
Published: 0 days ago·FCS Score: 38.4
How to use
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