Swapperbox algorithm is backtested against historical price data. We use the backtest to provide a forecast of the future performance and as the axiom to justify the trades.

This is not the historical data of the live trader. This is the backtest data of the Swapperbox algorithm. Sometimes we upgrade the algorithms to enhance performance or fix bugs, so this data may not reflect the currently running algorithm.

Swapperbox performance compared to the HODL strategy

The most common strategy in crypto trading, is the buy and hold strategy (aka. HODL). HODL has been an effective strategy and has driven good profits to the investors. However, these profits came with very high risk. Swapperbox is intended to handle the risk to outperform the HODL strategy.

BTCUSD vs Swapperbox Performance

The following chart makes a comparison of HODL strategy for BTC against the Swapperbox algorithm performance. Profits are in percentage points starting from 100% which represents the original amount.

In the backtest results, Swapperbox achieved a % USD ROI.

USDBTC vs Swapperbox Performance

We cah change the point of view, to see the performance of USD on BTC terms, we can then compare it with the Bot’s performance on BTC terms.

In the backtest results, Swapperbox algorithm achieved a % BTC ROI.


Swapperbox draw downs relative to the HODL strategy

Draw downs in the HODL strategy have reached up to -90% USD in the past, due to the extreme volatility events of Bitcoin. Swapperbox is intended to lower the risk and increase the profits by forecasting the market, avoiding those large draw downs.

The following charts are custom DrawDown oscillators intended to show the risk in DrawDown terms.

  • The orange line, represent the DrawDown oscillator.
  • The Red line is the average DrawDown of the backtest results.
  • The Blue line is the profit line.

When the orange line touches the blue line, it means the balances reached an all-time high.

DrawDown oscillator for USD

One of the most important measures of risk for a trader, is the DrawDown in USD terms, this is the most approximate chart to such measure.

During the backtest session, the DrawDown for USD was on average %.

DrawDown oscillator for BTC

For the BTC case, the same thing is important to measure, since the future USD profits will be influenced by how much we gained or lost on BTC.

During the backtest session, the DrawDown for BTC was on average %.


Conclusions on the performance data

We encourage you to derive your own conclusions from the provided data.

Remember, that this data represents the results of the algorithm backtest. Although we do use this data as a forecast for the future performance of the bot, and as the axiom to justify the trades, the data is not an indicative of future performance.