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Backtest this on ETH since 2021 with fees

def on_bar(ctx):
    fast = ctx.sma(10)
    slow = ctx.sma(100)
    if fast > slow:
        ctx.target(0.8)
    else:
        ctx.target(0)

Buy BTC when the 20 day crosses the 50 day, exit on a 3% trailing stop

def on_bar(ctx):
    fast = ctx.sma(10)
    slow = ctx.sma(50)
    if fast > slow:
        ctx.target(0.7)
    else:
        ctx.target(0)

Run it on paper with 10% of the portfolio

Backtest this on ETH since 2021 with fees

def on_bar(ctx):
    fast = ctx.sma(10)
    slow = ctx.sma(100)
    if fast > slow:
        ctx.target(0.8)
    else:
        ctx.target(0)

Buy BTC when the 20 day crosses the 50 day, exit on a 3% trailing stop

def on_bar(ctx):
    fast = ctx.sma(10)
    slow = ctx.sma(50)
    if fast > slow:
        ctx.target(0.7)
    else:
        ctx.target(0)

Run it on paper with 10% of the portfolio

Buy BTC when the 20 day crosses the 50 day, exit on a 3% trailing stop

def on_bar(ctx):
    fast = ctx.sma(20)
    slow = ctx.sma(50)
    if fast > slow:
        ctx.target(0.7)
    else:
        ctx.target(0)

Run it on paper with 10% of the portfolio

def on_bar(ctx):
    fast = ctx.sma(20)
    slow = ctx.sma(100)
    if fast > slow:
        ctx.target(0.6)
    else:
        ctx.target(0)

Why did the drawdown in March happen?

Buy BTC when the 20 day crosses the 50 day, exit on a 3% trailing stop

def on_bar(ctx):
    fast = ctx.sma(20)
    slow = ctx.sma(50)
    if fast > slow:
        ctx.target(0.7)
    else:
        ctx.target(0)

Run it on paper with 10% of the portfolio

def on_bar(ctx):
    fast = ctx.sma(20)
    slow = ctx.sma(100)
    if fast > slow:
        ctx.target(0.6)
    else:
        ctx.target(0)

Why did the drawdown in March happen?