Explore how Bitcoin (BTC) performs around full moon days with detailed ROI, drawdown, and win rate metrics. Analyze lunar cycle effects on BTC trading strategies using data-driven charts and insights.
Over an empirical backtest sample comprising 5,320 audited executions, this model achieved a cumulative net return of +682,496.5% (+82.6% compound annual growth rate). Trade execution efficiency registered a 53.1% win rate (maintaining favorable win probability), paired with a marginally positive profit factor of 1.22. Downside risk analysis records a maximum historical drawdown of -84.8% (elevated drawdown risk during market contractions requiring disciplined margin management), while current drawdown stands at -40.5% from recent peak equity. Risk metrics reflect an annualized Sharpe ratio of 0.96 (positive risk-adjusted compensation) alongside an R² statistical fit score of 0.66 (66% consistency, indicating moderate trend consistency).
Historical return drift exhibits negative expectancy or elevated drawdown during the tested interval; macro trend filters are recommended.Strategies: 0
