The strategy was developed and evaluated using historical Kraken XBTUSD data across multiple market cycles since 2017.

In-Sample Testing

Period: 13 Jun 2021 – 30 Sep 2025

This phase represents the model’s performance during the development and optimization window.

Figure 1: Relative performance of the 2boost strategy (including 0.40% transaction fees and 0.10% slippage per trade) versus a Bitcoin buy-and-hold benchmark.
Figure 2: Bitcoin price chart with highlighted exposure windows. Shaded intervals show periods of active exposure, while unshaded intervals indicate no market exposure.
MetricValue
Profit Factor7.51
Maximum Drawdown34.26%
Sharpe Ratio1.26
Annualized Return71.60%
Total Trades25
Table 1: Summary performance metrics corresponding to the performance and exposure windows shown above.

Out-of-Sample Testing

Period: 22 Feb 2017 – 13 Jun 2021

To prevent curve-fitting, we tested the model on unseen data from previous cycles, including the 2017 bull run and the 2018/2020 crashes.

Figure 3: Relative performance of the 2boost strategy (including 0.40% transaction fees and 0.10% slippage per trade) versus a Bitcoin buy-and-hold benchmark.
Figure 4: Bitcoin price chart with highlighted exposure windows. Shaded intervals show periods of active exposure, while unshaded intervals indicate no market exposure.
MetricValue
Profit Factor5.44
Maximum Drawdown48.36%
Sharpe Ratio1.74
Annualized Return184.96%
Total Trades35
Table 2: Summary performance metrics corresponding to the performance and exposure windows shown above.

Disclaimer: Backtests are based on historical data and assume ideal execution conditions. Real-world results may differ due to market conditions, liquidity, and execution constraints.

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