1D | 0.1 % |
1W | -1.1 % |
2W | -0.9 % |
1M | -7.8 % |
3M | -11.9 % |
6M | -27.8 % |
9M | 22.2 % |
1Y | 36.7 % |
Alpha
27.4%
|
Beta
0.13
|
sharpe-R
1.04
|
Benchmark
BTCUSD (Bitcoin - USD)
|
sharpe-R Benchmark
2.43
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 03:39:05 |
Launch Date | 2021-10-26 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -35.27% |
Max. DrawDown Benchmark | -26.18% |
This Long-Short 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 25.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Asset Class | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|---|
OKBUSD OKB - USD | Cryptocurrency | Buy | 6.68% | -1.89% | 2024-09-14 | ||
ZECUSD Zcash - USD | Cryptocurrency | Sell | -3.11% | 16.71% | 2024-08-27 | ||
CROUSD Cronos - USD | Cryptocurrency | Sell | -3.61% | 3.3% | 2024-08-27 | ||
CSPRUSD Casper - USD | Cryptocurrency | Sell | -3.46% | 7.35% | 2024-08-27 | ||
FTTUSD FTX Token - USD | Cryptocurrency | Sell | -3.5% | 6.31% | 2024-08-27 | ||
TRXUSD TRON - USD | Cryptocurrency | Sell | -3.99% | 1.04% | 2024-09-14 | ||
HBTCUSD Huobi BTC - USD | Cryptocurrency | Sell | -4.11% | 0% | 2024-09-15 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OKBUSD OKB - USD | Buy | 6.68% | -1.89% | 2024-09-14 |
ZECUSD Zcash - USD | Sell | -3.11% | 16.71% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -3.61% | 3.3% | 2024-08-27 |
CSPRUSD Casper - USD | Sell | -3.46% | 7.35% | 2024-08-27 |
FTTUSD FTX Token - USD | Sell | -3.5% | 6.31% | 2024-08-27 |
TRXUSD TRON - USD | Sell | -3.99% | 1.04% | 2024-09-14 |
HBTCUSD Huobi BTC - USD | Sell | -4.11% | 0% | 2024-09-15 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OKBUSD OKB - USD | Buy | 6.82% | 0% | 2024-09-14 |
ZECUSD Zcash - USD | Sell | -3.11% | 16.67% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -3.67% | 1.8% | 2024-08-27 |
CSPRUSD Casper - USD | Sell | -3.52% | 5.69% | 2024-08-27 |
FTTUSD FTX Token - USD | Sell | -3.55% | 5.02% | 2024-08-27 |
TRXUSD TRON - USD | Sell | -4.04% | 0% | 2024-09-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ZECUSD Zcash - USD | Sell | -3% | 19.5% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -3.43% | 7.94% | 2024-08-27 |
CSPRUSD Casper - USD | Sell | -3.38% | 9.05% | 2024-08-27 |
FTTUSD FTX Token - USD | Sell | -3.58% | 3.89% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
1INCHUSD | Buy All | -7.63% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ZECUSD Zcash - USD | Sell | -2.94% | 20.06% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -3.39% | 7.74% | 2024-08-27 |
CSPRUSD Casper - USD | Sell | -3.17% | 13.61% | 2024-08-27 |
1INCHUSD 1inch Network - USD | Sell | -3.22% | 12.27% | 2024-08-27 |
FTTUSD FTX Token - USD | Sell | -3.2% | 12.92% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
BTCUSD | Sell All | -5.06% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BTCUSD Bitcoin - USD | Buy | 6.9% | -2.34% | 2024-08-23 |
ZECUSD Zcash - USD | Sell | -3.24% | 12.45% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -3.53% | 4.49% | 2024-08-27 |
CSPRUSD Casper - USD | Sell | -3.31% | 10.51% | 2024-08-27 |
1INCHUSD 1inch Network - USD | Sell | -3.44% | 7.07% | 2024-08-27 |
FTTUSD FTX Token - USD | Sell | -3.39% | 8.5% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
DIVIUSD | Buy All | -4.59% |
SNTUSD | Sell All | -8.6% |
ENJUSD | Sell All | -6.94% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SNTUSD Status - USD | Buy | 6.77% | -4.25% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 6.97% | -1.45% | 2024-08-23 |
ENJUSD EnjinCoin - USD | Buy | 6.78% | -4.12% | 2024-08-23 |
DIVIUSD Divi - USD | Sell | -3.72% | -4.53% | 2024-08-14 |
ZECUSD Zcash - USD | Sell | -3.58% | 3.3% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -3.55% | 4.04% | 2024-08-27 |
CSPRUSD Casper - USD | Sell | -3.4% | 8.24% | 2024-08-27 |
1INCHUSD 1inch Network - USD | Sell | -3.45% | 6.65% | 2024-08-27 |
FTTUSD FTX Token - USD | Sell | -3.51% | 5.05% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
QNTUSD | Buy All | NA |