How the BTC DCA backtest runs
Pick an amount, a frequency (daily, weekly, monthly) and a window; the tool fetches real historical prices for Bitcoin (BTC) over that window and buys at each close.
Fills use the period close with no fees or slippage, and the output covers total invested, coins accumulated, average cost, end value, return and maximum drawdown.
BTC backtest formulas
contribution ÷ period close pricesum across all periodstotal invested ÷ coins accumulated(end value − total invested) ÷ total invested(peak value − trough value) ÷ peak valueWhy BTC backtests differ so much by window
BTC trades in pronounced cycles, so results depend heavily on the start and end dates: the same amount and frequency can look excellent from one start date and poor from another.
Run 3-year and 5-year windows as well before drawing conclusions, and never treat a single window as a forecast.
BTC backtest data and disclaimer
Historical prices come from Binance spot daily candles fetched through our edge proxy and cached at the edge; the page shows the data source and update time. Past results are not indicative of future performance and nothing here is investment advice.
Backtest output metrics
| Metric | Definition |
|---|---|
| Total invested | Sum of every scheduled BTC contribution, excluding fees and slippage. |
| Coins accumulated | Sum of BTC bought each period (contribution ÷ period price). |
| Average cost | Total invested ÷ BTC accumulated — the weighted average entry price. |
| End value | Coins accumulated × final BTC price in the window. |
| Total return | (End value − total invested) ÷ total invested across the whole BTC window. |
| Max drawdown | Largest peak-to-trough fall in BTC position value, a measure of path risk. |
The BTC backtest pulls Binance spot daily candles through our edge proxy with edge caching. The table defines each metric used for BTC; run the calculator over your chosen window for the actual figures.
FAQ
Where does the historical BTC price data come from?
Historical BTC prices come from Binance spot daily candles, fetched through our Cloudflare Worker proxy and cached at the edge; the page displays the source and update time. The end value uses the close of the final trading day in the backtest window.
What does maximum drawdown mean in the BTC backtest?
Max drawdown = (peak value − trough value) ÷ peak value. It measures the largest fall from a high point in the BTC DCA account over the window, which describes path risk rather than final return.