κ Kappa Factsheet

Inception date : 11/14/22 - BTC / Long Only

High-frequency trading on Bitcoin with bounce detection and significantly reduced risks compared to the overall market.

Performance analysis

Here are year-by-year comparative performance charts for strategy κ Kappa versus Bitcoin.

On the graph, performance is expressed in multiples (×2, ×3, etc.) of the starting stack set at 1 on January 1 of the year shown.

We also show total annual performance in %.

The scale used is logarithmic: this has the advantage of representing similar rises and falls in % with the same amplitude at any point in the chart's evolution. This makes it possible to compare and measure risks across the entire chart within a single year.

2024 :

20.59%

vs BTC :

41.19%

Beats BTC 61.75% of the time

2023 :

73.06%

vs BTC :

154.49%

Beats BTC 1.10% of the time

2022 :

30.60%

vs BTC :

-65.37%

Beats BTC 99.45% of the time

2021 :

127.38%

vs BTC :

57.19%

Beats BTC 51.37% of the time

2020 :

515.31%

vs BTC :

302.96%

Beats BTC 93.98% of the time

2019 :

404.62%

vs BTC :

85.14%

Beats BTC 92.22% of the time

Drawdown analysis

Monthly performance

KPIs

MetricsBacktest
Max DD-19.53%
Annualised Perf217.09%
Avg. Monthly Perf10.09%
Calmar Ratio11.12
Winning Month63 / 80