1D | 0.0 % |
1W | -5.7 % |
2W | -5.3 % |
1M | -0.1 % |
3M | -4.7 % |
6M | -7.3 % |
9M | 40.8 % |
1Y | 64.7 % |
Alpha
50.7%
|
Beta
0.11
|
sharpe-R
1.86
|
Benchmark
BTCUSD (Bitcoin - USD)
|
sharpe-R Benchmark
1.88
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-10-29 03:39:46 |
Launch Date | 2021-10-26 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -20.63% |
Max. DrawDown Benchmark | -26.18% |
This Long Only strategy aims to find promising assets to invest in for a maximum holding period of 2 Weeks in the Cryptocurrency asset class. The maximum number of assets that can be allocated in this strategy is 20.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Perf % |
---|---|---|
AUDIOUSD | Sell All | -9.06% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
AUDIOUSD Audius - USD | Buy | 5.02% | -2.69% | 2024-10-21 |
Asset | Action | Perf % |
---|---|---|
BANDUSD | Sell All | -7.05% |
DGBUSD | Sell All | -6.45% |
GLMUSD | Sell All | -8.53% |
MINAUSD | Sell All | -9.76% |
NEXOUSD | Sell All | -5.57% |
POWRUSD | Sell All | -8.23% |
XNOUSD | Sell All | -6.98% |
XDBUSD | Sell All | -9.76% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
DGBUSD DigiByte - USD | Buy | 5.17% | 1.92% | 2024-10-20 |
POWRUSD Powerledger - USD | Buy | 4.85% | -4.43% | 2024-10-20 |
XNOUSD Nano - USD | Buy | 4.93% | -2.87% | 2024-10-21 |
XDBUSD DigitalBits - USD | Buy | 4.8% | -5.39% | 2024-10-21 |
MINAUSD Mina - USD | Buy | 4.79% | -5.56% | 2024-10-21 |
NEXOUSD Nexo - USD | Buy | 4.92% | -2.97% | 2024-10-21 |
GLMUSD Golem - USD | Buy | 4.86% | -4.19% | 2024-10-21 |
BANDUSD Band Protocol - USD | Buy | 4.9% | -3.28% | 2024-10-21 |
AUDIOUSD Audius - USD | Buy | 4.83% | -4.79% | 2024-10-21 |
Asset | Action | Perf % |
---|---|---|
AAVEUSD | Sell All | -3.57% |
DASHUSD | Sell All | -4.9% |
SCUSD | Sell All | -0.34% |
WINUSD | Sell All | -3.3% |
RVNUSD | Sell All | -5.07% |
CELRUSD | Sell All | -9.77% |
FLOWUSD | Sell All | -4.32% |
SCRTUSD | Sell All | -6.21% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SCUSD Siacoin - USD | Buy | 5.05% | 3.46% | 2024-10-16 |
DGBUSD DigiByte - USD | Buy | 5.07% | 3.83% | 2024-10-20 |
AAVEUSD Aave - USD | Buy | 4.9% | 0.39% | 2024-10-20 |
POWRUSD Powerledger - USD | Buy | 4.89% | 0.28% | 2024-10-20 |
WINUSD WINkLink - USD | Buy | 4.88% | 0% | 2024-10-21 |
DASHUSD Dash - USD | Buy | 4.88% | 0% | 2024-10-21 |
XNOUSD Nano - USD | Buy | 4.88% | 0% | 2024-10-21 |
RVNUSD Ravencoin - USD | Buy | 4.88% | 0% | 2024-10-21 |
XDBUSD DigitalBits - USD | Buy | 4.88% | 0% | 2024-10-21 |
CELRUSD Celer Network - USD | Buy | 4.88% | 0% | 2024-10-21 |
FLOWUSD Flow - USD | Buy | 4.88% | 0% | 2024-10-21 |
MINAUSD Mina - USD | Buy | 4.88% | 0% | 2024-10-21 |
SCRTUSD Secret - USD | Buy | 4.88% | 0% | 2024-10-21 |
NEXOUSD Nexo - USD | Buy | 4.88% | 0% | 2024-10-21 |
GLMUSD Golem - USD | Buy | 4.88% | 0% | 2024-10-21 |
BANDUSD Band Protocol - USD | Buy | 4.88% | 0% | 2024-10-21 |
AUDIOUSD Audius - USD | Buy | 4.88% | 0% | 2024-10-21 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SCUSD Siacoin - USD | Buy | 5.1% | 4.2% | 2024-10-16 |
DGBUSD DigiByte - USD | Buy | 4.89% | 0% | 2024-10-20 |
AAVEUSD Aave - USD | Buy | 4.89% | 0% | 2024-10-20 |
POWRUSD Powerledger - USD | Buy | 4.89% | 0% | 2024-10-20 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SCUSD Siacoin - USD | Buy | 4.9% | 0% | 2024-10-16 |