1D | 0.2 % |
1W | -0.7 % |
2W | -0.4 % |
1M | -10.1 % |
3M | -9.5 % |
6M | -29.5 % |
9M | 41.3 % |
1Y | 70.5 % |
Alpha
60.7%
|
Beta
0.14
|
sharpe-R
1.53
|
Benchmark
BTCUSD (Bitcoin - USD)
|
sharpe-R Benchmark
2.26
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-18 03:39:14 |
Launch Date | 2021-10-26 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -36.21% |
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 15.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Weight | Entry Price | Current Price | PnL | Entry Date |
---|---|---|---|---|---|---|
XDCUSD XDC Network - USD | Buy | 12.8% | 0% | 2024-09-17 | ||
ZECUSD Zcash - USD | Sell | -4.78% | 20.84% | 2024-08-27 | ||
CROUSD Cronos - USD | Sell | -5.61% | 7.15% | 2024-08-27 | ||
TRXUSD TRON - USD | Sell | -6.32% | 0.14% | 2024-09-14 | ||
HBTCUSD Huobi BTC - USD | Sell | -6.34% | 0.94% | 2024-09-15 | ||
DAOUSD DAO Maker - USD | Sell | -6.95% | 0% | 2024-09-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
XDCUSD XDC Network - USD | Buy | 12.8% | 0% | 2024-09-17 |
ZECUSD Zcash - USD | Sell | -4.78% | 20.84% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -5.61% | 7.15% | 2024-08-27 |
TRXUSD TRON - USD | Sell | -6.32% | 0.14% | 2024-09-14 |
HBTCUSD Huobi BTC - USD | Sell | -6.34% | 0.94% | 2024-09-15 |
DAOUSD DAO Maker - USD | Sell | -6.95% | 0% | 2024-09-17 |
Asset | Action | Perf % |
---|---|---|
OKBUSD | Sell All | -4.04% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OKBUSD OKB - USD | Buy | 11.32% | -1.89% | 2024-09-14 |
ZECUSD Zcash - USD | Sell | -5.04% | 16.71% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -5.85% | 3.3% | 2024-08-27 |
TRXUSD TRON - USD | Sell | -6.28% | 1.04% | 2024-09-14 |
HBTCUSD Huobi BTC - USD | Sell | -6.41% | 0% | 2024-09-15 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OKBUSD OKB - USD | Buy | 11.53% | 0% | 2024-09-14 |
ZECUSD Zcash - USD | Sell | -5.04% | 16.67% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -5.94% | 1.8% | 2024-08-27 |
TRXUSD TRON - USD | Sell | -6.34% | 0% | 2024-09-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ZECUSD Zcash - USD | Sell | -4.81% | 20.06% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -5.55% | 7.74% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
BTCUSD | Sell All | -5.06% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BTCUSD Bitcoin - USD | Buy | 11.57% | -2.34% | 2024-08-23 |
ZECUSD Zcash - USD | Sell | -5.29% | 12.45% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -5.77% | 4.49% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
DIVIUSD | Buy All | -4.59% |
SNTUSD | Sell All | -8.6% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SNTUSD Status - USD | Buy | 12.7% | -4.25% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 11.66% | -1.45% | 2024-08-23 |
DIVIUSD Divi - USD | Sell | -6.75% | -4.53% | 2024-08-14 |
ZECUSD Zcash - USD | Sell | -5.83% | 3.3% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -5.79% | 4.04% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
QNTUSD | Buy All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SNTUSD Status - USD | Buy | 12.7% | -4.25% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 11.66% | -1.45% | 2024-08-23 |
QNTUSD Quant - USD | Sell | -7.07% | 7.47% | 2024-07-31 |
DIVIUSD Divi - USD | Sell | -6.75% | -4.53% | 2024-08-14 |
ZECUSD Zcash - USD | Sell | -5.83% | 3.3% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -5.79% | 4.04% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
MANAUSD | Buy All | NA |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SNTUSD Status - USD | Buy | 12.7% | -4.25% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 11.66% | -1.45% | 2024-08-23 |
MANAUSD Decentraland - USD | Sell | -6.28% | 16.1% | 2024-07-30 |
QNTUSD Quant - USD | Sell | -7.07% | 7.47% | 2024-07-31 |
DIVIUSD Divi - USD | Sell | -6.75% | -4.53% | 2024-08-14 |
ZECUSD Zcash - USD | Sell | -5.83% | 3.3% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -5.79% | 4.04% | 2024-08-27 |
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 | 11.43% | 6.54% | 2024-08-19 |
KNCUSD Kyber Network Crystal v2 - USD | Buy | 12.24% | 0.45% | 2024-08-22 |
VTHOUSD VeThor Token - USD | Buy | 11.91% | -2.28% | 2024-08-22 |
SNTUSD Status - USD | Buy | 12.58% | 3.27% | 2024-08-22 |
SNXUSD Synthetix Network Token - USD | Buy | 11.99% | -1.63% | 2024-08-22 |
PUNDIXUSD Pundi X (New) - USD | Buy | 10.85% | 2.35% | 2024-08-22 |
OXTUSD Orchid - USD | Buy | 10.97% | 3.66% | 2024-08-22 |
IOSTUSD IOST - USD | Buy | 11.74% | -3.71% | 2024-08-23 |
BTCUSD Bitcoin - USD | Buy | 11.33% | 4.14% | 2024-08-23 |
FLUXUSD Flux - USD | Buy | 22.96% | 0% | 2024-08-27 |
MANAUSD Decentraland - USD | Sell | -6% | 12.77% | 2024-07-30 |
QNTUSD Quant - USD | Sell | -6.74% | 4.01% | 2024-07-31 |
DIVIUSD Divi - USD | Sell | -6.17% | -4.03% | 2024-08-14 |
ZECUSD Zcash - USD | Sell | -5.54% | 0% | 2024-08-27 |
CROUSD Cronos - USD | Sell | -5.54% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
AAVEUSD | Sell All | -8.16% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PERPUSD Perpetual Protocol - USD | Buy | 11.68% | 16.06% | 2024-08-19 |
AAVEUSD Aave - USD | Buy | 11.16% | -2.32% | 2024-08-22 |
KNCUSD Kyber Network Crystal v2 - USD | Buy | 12.09% | 5.81% | 2024-08-22 |
VTHOUSD VeThor Token - USD | Buy | 12.17% | 6.48% | 2024-08-22 |
SNTUSD Status - USD | Buy | 12.18% | 6.56% | 2024-08-22 |
SNXUSD Synthetix Network Token - USD | Buy | 12.32% | 7.84% | 2024-08-22 |
PUNDIXUSD Pundi X (New) - USD | Buy | 10.69% | 7.56% | 2024-08-22 |
OXTUSD Orchid - USD | Buy | 11.04% | 11.24% | 2024-08-22 |
IOSTUSD IOST - USD | Buy | 12.11% | 5.87% | 2024-08-23 |
BTCUSD Bitcoin - USD | Buy | 10.84% | 6.29% | 2024-08-23 |
MANAUSD Decentraland - USD | Sell | -6.15% | 4.66% | 2024-07-30 |
QNTUSD Quant - USD | Sell | -6.83% | -3.8% | 2024-07-31 |
DIVIUSD Divi - USD | Sell | -5.8% | -4.22% | 2024-08-14 |
Asset | Action | Perf % |
---|---|---|
KP3RUSD | Buy All | -16.05% |
Asset | Action | Weight |
---|---|---|
BTCUSD | Sell | -1.32% |
PUNDIXUSD | Sell | -1.59% |
OXTUSD | Sell | -1.67% |
PERPUSD | Sell | -2.51% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PERPUSD Perpetual Protocol - USD | Buy | 14.28% | 9.45% | 2024-08-19 |
PUNDIXUSD Pundi X (New) - USD | Buy | 12.13% | -0.53% | 2024-08-22 |
VTHOUSD VeThor Token - USD | Buy | 11.96% | -1.91% | 2024-08-22 |
SNTUSD Status - USD | Buy | 12.03% | -1.28% | 2024-08-22 |
AAVEUSD Aave - USD | Buy | 11.8% | -3.2% | 2024-08-22 |
KNCUSD Kyber Network Crystal v2 - USD | Buy | 12.26% | 0.55% | 2024-08-22 |
SNXUSD Synthetix Network Token - USD | Buy | 11.97% | -1.79% | 2024-08-22 |
OXTUSD Orchid - USD | Buy | 12.4% | 1.74% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 12.2% | 0% | 2024-08-23 |
IOSTUSD IOST - USD | Buy | 12.2% | 0% | 2024-08-23 |
MANAUSD Decentraland - USD | Sell | -5.96% | 13.51% | 2024-07-30 |
QNTUSD Quant - USD | Sell | -6.9% | 1.81% | 2024-07-31 |
KP3RUSD Keep3rV1 - USD | Sell | -6.24% | -5.14% | 2024-08-14 |
DIVIUSD Divi - USD | Sell | -6.14% | -3.48% | 2024-08-14 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PERPUSD Perpetual Protocol - USD | Buy | 14.1% | 9.37% | 2024-08-19 |
PUNDIXUSD Pundi X (New) - USD | Buy | 12.05% | 0% | 2024-08-22 |
VTHOUSD VeThor Token - USD | Buy | 12.05% | 0% | 2024-08-22 |
SNTUSD Status - USD | Buy | 12.05% | 0% | 2024-08-22 |
AAVEUSD Aave - USD | Buy | 12.05% | 0% | 2024-08-22 |
KNCUSD Kyber Network Crystal v2 - USD | Buy | 12.05% | 0% | 2024-08-22 |
SNXUSD Synthetix Network Token - USD | Buy | 12.05% | 0% | 2024-08-22 |
OXTUSD Orchid - USD | Buy | 12.05% | 0% | 2024-08-22 |
MANAUSD Decentraland - USD | Sell | -5.82% | 14.51% | 2024-07-30 |
QNTUSD Quant - USD | Sell | -6.49% | 6.5% | 2024-07-31 |
KP3RUSD Keep3rV1 - USD | Sell | -6.07% | -3.52% | 2024-08-14 |
DIVIUSD Divi - USD | Sell | -6.13% | -4.53% | 2024-08-14 |
Asset | Action | Perf % |
---|---|---|
UOSUSD | Buy All | -11.72% |
ORCUSD | Sell All | -12.11% |
TRXUSD | Sell All | 13.77% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ORCUSD Orbit Chain - USD | Buy | 12.14% | -0.22% | 2024-08-14 |
PERPUSD Perpetual Protocol - USD | Buy | 12.87% | 0% | 2024-08-19 |
TRXUSD TRON - USD | Buy | 12.87% | 0% | 2024-08-19 |
MANAUSD Decentraland - USD | Sell | -5.43% | 20.06% | 2024-07-30 |
QNTUSD Quant - USD | Sell | -6.28% | 9.37% | 2024-07-31 |
KP3RUSD Keep3rV1 - USD | Sell | -5.62% | 3.99% | 2024-08-14 |
DIVIUSD Divi - USD | Sell | -6.04% | -3.17% | 2024-08-14 |
UOSUSD Ultra - USD | Sell | -7.27% | -3.45% | 2024-08-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ORCUSD Orbit Chain - USD | Buy | 12.37% | 2.42% | 2024-08-14 |
MANAUSD Decentraland - USD | Sell | -5.34% | 20.84% | 2024-07-30 |
QNTUSD Quant - USD | Sell | -6.29% | 8.49% | 2024-07-31 |
KP3RUSD Keep3rV1 - USD | Sell | -5.38% | 7.55% | 2024-08-14 |
DIVIUSD Divi - USD | Sell | -6.02% | -3.48% | 2024-08-14 |
UOSUSD Ultra - USD | Sell | -6.97% | 0% | 2024-08-17 |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
ORCUSD Orbit Chain - USD | Buy | 12.21% | 0% | 2024-08-14 |
MANAUSD Decentraland - USD | Sell | -5.8% | 14.92% | 2024-07-30 |
QNTUSD Quant - USD | Sell | -6.56% | 5.77% | 2024-07-31 |
KP3RUSD Keep3rV1 - USD | Sell | -5.88% | 0% | 2024-08-14 |
DIVIUSD Divi - USD | Sell | -5.88% | 0% | 2024-08-14 |