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One Year Backtest (2021)

One Year Backtest (2021)

Apr 06, 2022

This is what the whole crypto market looked like for 2021. Overall we went from ~750 billion $ to 2.25 trillion, an increase of +200% (Source: TradingView):

So if you held the top 200 coins on coinmarketcap during this time you can expect to have done pretty well.

Here's a 1 year backtest for 88 DCA configs and 126 USDT pairs (11'088 individual tests, about 5'827'852'800 candles processed): https://bit.ly/3udm9jO

Coin selection was done by taking the top200 from Coinmarketcap from January 2021, and then filtering out stablecoins & coins that were not available on Binance. Keep in mind that we have somewhat of a bullish bias here for coins that might have gotten delisted from Binance because they are not included.

Top 5 by actual ROI:

As you might have expected, BuyAndHold wins this one. For an uptrend of +562% for these top 126 coins, it's hard to beat with the parameters that 3commas offers and ASAP deal start condition.

Top 5 by ROI without unrealized profits & losses:

Here some more aggressive bots performed even better than the ones above. I assume they got stuck hard in May & November, and haven't recovered from November, thus having large negative uPNL which cuts into actual ROI. But if you predicted the future in May and November and reacted, you could probably also beat BuyAndHold (not just with these bots, but probably especially with these).

Top 5 by profitable pairs:

3 bots were profitable for every coin except SUN (which is an anomaly if you look at the chart, so we can ignore it and say these were profitable for 100% of pairs). However of course safety comes at the price of ROI especially in such a bullish market.

As always, hope these are useful to you and reach out if you have any questions/feedback.

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