momentum_10bar_5pct

Buy 5% rally over 10 bars

Symbol: BTC | Exchange: Bitfinex

5/6

Profitable Years

+131.7%

Total Return

44.2%

Avg Win Rate

0.97

Avg Sharpe

Year-by-Year Results

Year	Return	Win Rate	Trades	Max DD	Sharpe
2020	+46.6%	47.4%	38	13.6%	1.65
2021	-4.4%	32.2%	59	25.7%	-0.11
2022	+1.9%	28.6%	28	15.8%	0.09
2023	+57.3%	58.8%	17	3.1%	2.55
2024	+20.3%	42.4%	33	19.9%	0.74
2025	+10.0%	55.6%	18	8.8%	0.90

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