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Backtest: version 1 vs version 2

In July 2026 the entire buy and sell logic was replaced. Both versions were run over the same year of Bitvavo data, on the same coins, over the same period. These are the results, and the raw trades are downloadable so you can check them yourself.

fees included 15 Sep 2025 - 7 Aug 2026 only coins in the daily volume top 80

This page is for you to explore, not a recommendation. See our disclaimer.

€100 per position
Version 1.0
−59%
−€586 · 1,520 trades taken, 1,076 signals skipped
Version 2.0
+21%
+€211 · 304 trades taken, 1,002 signals skipped
Bitcoin, same period
−42%
buy and hold, fees included

Move the sliders and both versions are recalculated on the real trades. A position takes a slot until it closes, so with fewer slots the bot has to skip more signals. Nothing is extrapolated here: every trade that appears was actually produced by the strategy on Bitvavo data, it is only the question of whether there was room for it that changes.

Why V1 wins 86% of its trades and still loses money

This is the part worth understanding, and it is what the rebuild was about. Both versions win the large majority of their trades — 86% for V1, 89% for V2. What decides the outcome isn't how often they lose, it's the roughly 6% of trades in both versions that go badly wrong.

Result of the trade % of V1 trades V1 total % of V2 trades V2 total
Big loss — more than 20% down 6% -2917 6% -594
Small loss — 0 to 20% down 8% -142 5% -102
Small win — 0 to 2% up 61% +898 38% +131
Big win — more than 2% up 25% +1575 52% +776
Total · 1520 trades (86% win rate) -586 +211
The share of trades that go badly wrong is almost identical: about 6% for both versions. What differs is what happens on the other side. V1 makes five times as many trades as V2, so its 6% of big losers costs five times as much in absolute euros (−€2,917 vs −€594), and most of its wins are small — 61% of its trades gain less than 2%. V2 trades less often, holds a little longer, and when it wins it tends to win bigger: 52% of its trades gain more than 2%, which is what covers its own bad slice and then some. Nothing here is a clever trick, it is a strategy that says no more often.

Check it yourself

Every trade of both versions, with entry, exit, holding time and result. Same columns in both files.

⇩ Version 1 1,520 trades · CSV ⇩ Version 2 304 trades · CSV

What this is not

A backtest is not a guarantee for the future. This is one year, in a market where bitcoin fell 42%, and a strategy that does well in a falling market can do poorly in a rising one. Version 2 needs 35 days of history before it can compute anything, which is why the test starts in September and not August. And the results assume every order fills at the closing price of its candle; in reality there is a delay of up to a minute between signal and order.

The bot currently runs in paper mode for everyone, which means no real money, precisely because one good year on paper is not the same as a good year live.