4 higher lows over 10-bar periods
Symbol: BTC | Exchange: Bitfinex
| Year | Return | Win Rate | Trades | Max DD | Sharpe |
|---|---|---|---|---|---|
| 2020 | +78.8% | 33.3% | 27 | 15.4% | 1.98 |
| 2021 | +45.7% | 28.6% | 28 | 25.7% | 0.58 |
| 2022 | -45.5% | 17.1% | 35 | 37.8% | -2.39 |
| 2023 | +70.2% | 39.3% | 28 | 7.4% | 1.73 |
| 2024 | +30.1% | 43.6% | 39 | 15.4% | 0.85 |
| 2025 | +7.6% | 34.4% | 32 | 10.2% | 0.36 |
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