This repo uses backtrader (a python library for backtesting) to track returns on both DCA and Value Averaging investment strategies. For a more comprehensive writeup, see here: https://medium.com/coinmonks/could-you-be-making-better-gains-than-dollar-cost-averaging-5948bb6c7448
The strategies and backtrader settings are stored under components/ with the notebook "Backtrader_Clean" providing the functionality of backtesting and plotting the results
Results For Dollar Cost Average on BTC
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Dollar Cost Averaging
Months Passed: 62
Buy Orders: 61
Sell Orders: 0
Total Shares: 7.69
Total Value: $252,397.48
Total Shares Value: $251,397.48
Total Cash Value: $0
Cost: $61,000.01
Gross Return: $191,397.47
ROI: 313.77%
--------------------------------------------------Results For Value Averaging on BTC
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Value Investing
Months Passed: 62
Buy Orders: 32
Sell Orders: 28
Total Shares: 1.59
Total Value: $134,273.99
Total Shares Value: $51,861.88
Total Cash Value: $82,412.11
Cost: $147,138.44
Gross Return: $-12,864.44
ROI: -8.74%
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