1D | -0.2 % |
1W | -0.4 % |
2W | -0.4 % |
1M | -5.7 % |
3M | -9.4 % |
6M | -25.6 % |
9M | 24.3 % |
1Y | 55.1 % |
Alpha
39.4%
|
Beta
0.18
|
sharpe-R
1.44
|
Benchmark
BTCUSD (Bitcoin - USD)
|
sharpe-R Benchmark
2.26
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 03:39:04 |
Launch Date | 2021-10-26 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -31.94% |
Max. DrawDown Benchmark | -26.18% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 1 Month in the Cryptocurrency asset class. The maximum number of assets that can be allocated in this strategy is 10.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
XDCUSD XDC Network - USD | Buy | 9.8% | 0% | 2024-09-17 |
Asset | Action | Perf % |
---|---|---|
OKBUSD | Sell All | -4.04% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OKBUSD OKB - USD | Buy | 9.8% | 0% | 2024-09-14 |
Asset | Action | Perf % |
---|---|---|
BTCUSD | Sell All | -5.06% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BTCUSD Bitcoin - USD | Buy | 10.24% | -2.34% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
SNTUSD | Sell All | -8.6% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SNTUSD Status - USD | Buy | 9.98% | -4.25% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 10.28% | -1.45% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
KNCUSD | Sell All | -5.5% |
OXTUSD | Sell All | -0.68% |
PERPUSD | Sell All | -0.79% |
PUNDIXUSD | Sell All | -1.9% |
SNXUSD | Sell All | -9.45% |
VTHOUSD | Sell All | -6.43% |
IOSTUSD | Sell All | -9.78% |
FLUXUSD | Sell All | -12.26% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PERPUSD Perpetual Protocol - USD | Buy | 10.26% | 6.54% | 2024-08-19 |
PUNDIXUSD Pundi X (New) - USD | Buy | 10% | 2.35% | 2024-08-22 |
VTHOUSD VeThor Token - USD | Buy | 9.55% | -2.28% | 2024-08-22 |
SNTUSD Status - USD | Buy | 10.09% | 3.27% | 2024-08-22 |
KNCUSD Kyber Network Crystal v2 - USD | Buy | 9.81% | 0.45% | 2024-08-22 |
SNXUSD Synthetix Network Token - USD | Buy | 9.61% | -1.63% | 2024-08-22 |
OXTUSD Orchid - USD | Buy | 10.13% | 3.66% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 10.18% | 4.14% | 2024-08-23 |
IOSTUSD IOST - USD | Buy | 9.41% | -3.71% | 2024-08-23 |
FLUXUSD Flux - USD | Buy | 8.97% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
AAVEUSD | Sell All | -8.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PERPUSD Perpetual Protocol - USD | Buy | 10.55% | 9.45% | 2024-08-19 |
PUNDIXUSD Pundi X (New) - USD | Buy | 9.73% | -0.53% | 2024-08-22 |
VTHOUSD VeThor Token - USD | Buy | 9.6% | -1.91% | 2024-08-22 |
SNTUSD Status - USD | Buy | 9.66% | -1.28% | 2024-08-22 |
AAVEUSD Aave - USD | Buy | 9.47% | -3.2% | 2024-08-22 |
KNCUSD Kyber Network Crystal v2 - USD | Buy | 9.84% | 0.55% | 2024-08-22 |
SNXUSD Synthetix Network Token - USD | Buy | 9.61% | -1.79% | 2024-08-22 |
OXTUSD Orchid - USD | Buy | 9.95% | 1.74% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 9.79% | 0% | 2024-08-23 |
IOSTUSD IOST - USD | Buy | 9.79% | 0% | 2024-08-23 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PERPUSD Perpetual Protocol - USD | Buy | 10.48% | 9.37% | 2024-08-19 |
PUNDIXUSD Pundi X (New) - USD | Buy | 9.72% | 0% | 2024-08-22 |
VTHOUSD VeThor Token - USD | Buy | 9.72% | 0% | 2024-08-22 |
SNTUSD Status - USD | Buy | 9.72% | 0% | 2024-08-22 |
AAVEUSD Aave - USD | Buy | 9.72% | 0% | 2024-08-22 |
KNCUSD Kyber Network Crystal v2 - USD | Buy | 9.72% | 0% | 2024-08-22 |
SNXUSD Synthetix Network Token - USD | Buy | 9.72% | 0% | 2024-08-22 |
OXTUSD Orchid - USD | Buy | 9.72% | 0% | 2024-08-22 |
Asset | Action | Perf % |
---|---|---|
TRXUSD | Sell All | 13.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PERPUSD Perpetual Protocol - USD | Buy | 9.8% | 0% | 2024-08-19 |
TRXUSD TRON - USD | Buy | 9.8% | 0% | 2024-08-19 |
Asset | Action | Perf % |
---|---|---|
XLMUSD | Sell All | 7.14% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
XLMUSD Stellar - USD | Buy | 9.8% | -3.47% | 2024-07-13 |
Asset | Action | Perf % |
---|---|---|
AAVEUSD | Sell All | 4.56% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAVEUSD Aave - USD | Buy | 11.8% | 18.85% | 2024-07-12 |
XLMUSD Stellar - USD | Buy | 10.38% | 4.54% | 2024-07-13 |
Asset | Action | Perf % |
---|---|---|
BCDUSD | Sell All | 7.24% |
MKRUSD | Sell All | -10.34% |
XECUSD | Sell All | -15% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAVEUSD Aave - USD | Buy | 12.07% | 25.67% | 2024-07-12 |
XLMUSD Stellar - USD | Buy | 10.44% | 8.74% | 2024-07-13 |
MKRUSD Maker - USD | Buy | 9.71% | 1.23% | 2024-07-14 |
BCDUSD Bitcoin Diamond - USD | Buy | 9.52% | 10.16% | 2024-07-23 |
XECUSD eCash - USD | Buy | 8.28% | -5% | 2024-07-28 |
Asset | Action | Perf % |
---|---|---|
SOLUSD | Sell All | 13.58% |
XNOUSD | Sell All | 0.23% |
BCHUSD | Sell All | -6.05% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AAVEUSD Aave - USD | Buy | 10.81% | 13.37% | 2024-07-12 |
XLMUSD Stellar - USD | Buy | 10.69% | 12.18% | 2024-07-13 |
MKRUSD Maker - USD | Buy | 9.76% | 2.51% | 2024-07-14 |
XNOUSD Nano - USD | Buy | 10.23% | 7.53% | 2024-07-15 |
SOLUSD Solana - USD | Buy | 11.54% | 21.33% | 2024-07-15 |
BCDUSD Bitcoin Diamond - USD | Buy | 8.89% | 3.55% | 2024-07-23 |
XECUSD eCash - USD | Buy | 8.44% | -2.5% | 2024-07-28 |
BCHUSD Bitcoin Cash - USD | Buy | 8.09% | -1.63% | 2024-07-30 |
Asset | Action | Perf % |
---|---|---|
TRXUSD | Sell All | 1.15% |
XVGUSD | Sell All | 3.81% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
XVGUSD Verge - USD | Buy | 10.17% | 7.78% | 2024-07-11 |
TRXUSD TRON - USD | Buy | 9.88% | 4.69% | 2024-07-11 |
AAVEUSD Aave - USD | Buy | 10.67% | 13.08% | 2024-07-12 |
XLMUSD Stellar - USD | Buy | 10.25% | 8.57% | 2024-07-13 |
MKRUSD Maker - USD | Buy | 9.81% | 4.01% | 2024-07-14 |
XNOUSD Nano - USD | Buy | 10.21% | 8.4% | 2024-07-15 |
SOLUSD Solana - USD | Buy | 11.66% | 23.82% | 2024-07-15 |
BCDUSD Bitcoin Diamond - USD | Buy | 8.84% | 4.07% | 2024-07-23 |
XECUSD eCash - USD | Buy | 8.36% | -2.5% | 2024-07-28 |
BCHUSD Bitcoin Cash - USD | Buy | 8.14% | 0% | 2024-07-30 |
Asset | Action | Perf % |
---|---|---|
MANAUSD | Sell All | -4.91% |