Build and backtest BTC weekly accumulation

TL;DR

Buying $150 of BTC after each seven-day filled-buy interval turned $10,000 into $13,863.37 in the 2024 backtest, with 14.14% reported drawdown and $55.65 in fees. The purchases use the original cash balance, without new deposits or a sale rule. It gained more than the displayed SPY holding benchmark but less than BTC holding's 119.27%; ending value includes unsold BTC.

Follow the example

Step 1 of 3

Read this pair's entry and exit

Read the seven-day $150 purchase rule and follow the accumulated BTC holding. This example has no sale rule.

Entry

Saved rule: DaysSinceOrder(BTC-USD, Buy, Filled) >= 7

Exit

Saved rule: Hold accumulated units through the end of the test

Allocation

Saved rule: $150 per qualifying purchase from $10,000 initial cash; no new deposits

Pair

Saved rule: BTC-USD

What you should see

The plain-language purpose matches the saved rules below. Keep the rule, purchase size and exit together when creating your version.

BTC weekly accumulation 2024-12-31, 21:00:00 UTC

13,863.37

SPY buy and hold 2024-12-31, 21:00:00 UTC

12,530.29

BTC buy and hold 2024-12-31, 21:00:00 UTC

21,926.92

BTC weekly accumulationSPY buy and holdBTC buy and holdHistorical simulation

Step 2 of 3

Completed 2024 backtest

Explore the completed 2024 simulation below. Compare its recorded return and drawdown with the plotted benchmarks, then follow the captured fills. The original history, fees and execution assumptions remain available below.

What you should see

The exact stored history shown here, with its source's period, comparisons and limits. Opening the walkthrough does not rerun it.

Step 3 of 3

Preview this strategy in Aurora

Review the provided strategy request without changing its pair or sizing. Ask for a draft preview before any saved candidate or paid test.

What you should see

An inspectable candidate. New dates or a changed rule define another experiment, not the published result.

Work through BTC weekly accumulation in Aurora →

Choose a step to follow the example. Opening a request lets you review it; it does not submit a job or change your account.

Inspect the recorded trades

Follow the Filled events by pair, side and time. Compare the submitted price, filled price, fractional quantity and fee. This table shows up to eight orders from the captured excerpt (50 Filled events).

For a percentage fee, multiply the traded notional by 0.007. To follow a position, start with a purchase and inspect subsequent sale quantities, remaining holdings and cash flows. For the weekly accumulation example, follow each purchase and the resulting position value.

The algorithm

This example trades BTC-USD as a spot Cryptocurrency asset. The saved rules were read back and verified with automated trading off.

Create the same strategy

Ask Aurora to build the rules above, review the preview, then save the draft with automated trading off. Confirm the Cryptocurrency pair, allocation and entry and exit conditions in the saved rules.

In the native Strategies editor, use Buy and Sell actions with the same Cryptocurrency pair. Add the indicator and position-value conditions shown above. The weekly accumulation example uses a single Buy rule with a seven-day DaysSinceOrder condition.

Plan a separate variant and later test

Completed 2024 backtest

This saved algorithm completed a Day backtest from 2024-01-01 through 2024-12-31, with $10000.00 starting capital. The chart includes all 744 exported history points.

Compare the strategy with SPY and BTC buy and hold. Each benchmark invests the full $10000.00 starting balance over the same 2024 period. SPY follows its trading sessions; BTC includes weekends. This algorithm follows its own allocation and entry/exit rules, with 0.7% of traded notional charged on each fill. Explore cash and position values to see how capital was deployed.

Understand this entry with Aurora

At 2024-12-30T14:30:00.000Z, the recorded rule was: # of Days Since the Last Filled Buy Order of BTC-USD ≥ Constant 7. Its overall result was true. Read the individual comparisons below, then ask Aurora to explain how they led to the action.

The signal requested 150 dollars at a submitted price of 92,807.3438. 1 captured Filled order shares this timestamp; Aurora receives those fields with the signal.

Inspect the original signal record

{
  "eventType": "BuySignal",
  "event": {
    "eventType": "BuySignal",
    "timestamp": "2024-12-30T14:30:00.000Z",
    "signals": [
      {
        "conditionName": "# of Days Since the Last Filled Buy Order of BTC-USD ≥ Constant 7",
        "audit": {
          "type": "minimal",
          "results": {
            "0": {
              "isTrue": true,
              "lhsValue": 7,
              "rhsValue": 7,
              "lhsError": null,
              "rhsError": null,
              "comparison": "greaterThanOrEqual"
            }
          },
          "failuresOnly": false
        },
        "isTrue": true,
        "actionName": "Buy",
        "actionMetadata": {
          "buyOrSell": {
            "targetAsset": {
              "name": "BTC-USD",
              "symbol": "BTC-USD",
              "type": "Cryptocurrency",
              "underlyingSymbol": null,
              "optionType": null,
              "expirationDate": null,
              "strikePrice": null,
              "multiplier": null
            },
            "allocation": {
              "type": "dollars",
              "amount": 150
            },
            "price": 92807.34375,
            "orderType": "Market Order"
          }
        },
        "orderExecution": {
          "type": "Market"
        }
      }
    ]
  },
  "timestamp": 1735569000000
}

Explore a drawdown period

Follow the decline from Jun 05, 2024 to Aug 05, 2024. The table retains the recorded portfolio, cash and position values. The engine reported maximum drawdown of 14.14%.

Test another version

Change one rule or choose a different date range, then compare the resulting curve and trade events with this saved experiment. Explore which trades, fees and periods explain the difference.

Exact captured fill fields

Exact drawdown measurement

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