CTM 2.X v4 Spot BTC ETFs — IBIT / GBTC Modeled (D)

CAGR

77.65%

Profit Factor

5.61

Win Rate

46.6%

Max Drawdown

17.3%

Total Trades

Expectancy

+9.64%

Equity Curve

Log Scale · Compounded

Core Metrics

Returns

CAGR 77.65%

Expectancy / Trade +9.64%

Best Trade +186.18%

Worst Trade -13.87%

Avg Winner +25.2%

Avg Loser -3.92%

Risk

Max Drawdown 17.33%

Profit Factor 5.61

Win Rate 46.6%

Max Consec. Wins 3

Max Consec. Losses 6

Avg Favorable Excursion +22.59%

Avg Adverse Excursion -3.96%

Timing

Avg Trade Duration 18.5 days

Avg Winner Duration 33.1 days

Avg Loser Duration 5.7 days

Years Backtested 6.6

Trades / Year ~9

Direction Split

Long vs Short

Long Trades

46.6% Win Rate · +9.64% avg

Short Trades

0% Win Rate · +0% avg

Annual Performance

Year	Return	Trades	Win Rate

Monthly Returns

Heatmap

Trade Distribution

P&L Buckets

Important Disclosure
Past performance and backtested results do not guarantee future returns. All trading involves risk, including the loss of principal. Results shown are based on backtested data from TradingView using AMEX:GBTC on the 8-hour timeframe. Actual trading results may differ due to slippage, fees, liquidity, and market conditions. This is not investment advice. You are solely responsible for your own trading decisions.