1D | -0.1 % |
1W | -0.1 % |
2W | -0.2 % |
1M | -5.6 % |
3M | -14.4 % |
6M | -26.2 % |
9M | 19.6 % |
1Y | 58.6 % |
Alpha
45.0%
|
Beta
0.16
|
sharpe-R
1.75
|
Benchmark
BTCUSD (Bitcoin - USD)
|
sharpe-R Benchmark
2.43
|
Calculation Frequency | Daily |
Latest Valuation Time | 2024-09-16 03:38:55 |
Launch Date | 2021-10-26 00:00:00 |
First Valuation Date | 2021-01-01 00:00:00 |
Max. DrawDown | -32.86% |
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 20.
The assets selection in this portfolio is based on: Pattern-Driven Strategy.Try Our Peformance Checker Tool
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
OKBUSD OKB - USD | Buy | 4.9% | 0% | 2024-09-14 |
Asset | Action | Perf % |
---|---|---|
BTCUSD | Sell All | -5.06% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
BTCUSD Bitcoin - USD | Buy | 5.06% | -2.34% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
SNTUSD | Sell All | -8.6% |
ENJUSD | Sell All | -6.94% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
SNTUSD Status - USD | Buy | 4.94% | -4.25% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 5.08% | -1.45% | 2024-08-23 |
ENJUSD EnjinCoin - USD | Buy | 4.95% | -4.12% | 2024-08-23 |
Asset | Action | Perf % |
---|---|---|
KNCUSD | Sell All | -5.5% |
MEDUSD | Sell All | -11.62% |
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 | 5.25% | 6.54% | 2024-08-19 |
PUNDIXUSD Pundi X (New) - USD | Buy | 5.08% | 2.35% | 2024-08-22 |
VTHOUSD VeThor Token - USD | Buy | 4.85% | -2.28% | 2024-08-22 |
SNTUSD Status - USD | Buy | 5.12% | 3.27% | 2024-08-22 |
KNCUSD Kyber Network Crystal v2 - USD | Buy | 4.98% | 0.45% | 2024-08-22 |
SNXUSD Synthetix Network Token - USD | Buy | 4.88% | -1.63% | 2024-08-22 |
OXTUSD Orchid - USD | Buy | 5.14% | 3.66% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 5.16% | 4.14% | 2024-08-23 |
IOSTUSD IOST - USD | Buy | 4.78% | -3.71% | 2024-08-23 |
ENJUSD EnjinCoin - USD | Buy | 5.1% | 2.85% | 2024-08-23 |
MEDUSD MediBloc - USD | Buy | 4.67% | -5.58% | 2024-08-25 |
FLUXUSD Flux - USD | Buy | 4.78% | 0% | 2024-08-27 |
Asset | Action | Perf % |
---|---|---|
ZECUSD | Sell All | -14.47% |
AAVEUSD | Sell All | -8.16% |
XLMUSD | Sell All | -5.32% |
GNOUSD | Sell All | -5.98% |
Asset | Action | Weight | PnL | Entry Date |
---|---|---|---|---|
PERPUSD Perpetual Protocol - USD | Buy | 5.44% | 16.06% | 2024-08-19 |
PUNDIXUSD Pundi X (New) - USD | Buy | 5.07% | 7.56% | 2024-08-22 |
VTHOUSD VeThor Token - USD | Buy | 5.02% | 6.48% | 2024-08-22 |
SNTUSD Status - USD | Buy | 5.02% | 6.56% | 2024-08-22 |
AAVEUSD Aave - USD | Buy | 4.6% | -2.32% | 2024-08-22 |
KNCUSD Kyber Network Crystal v2 - USD | Buy | 4.99% | 5.81% | 2024-08-22 |
SNXUSD Synthetix Network Token - USD | Buy | 5.08% | 7.84% | 2024-08-22 |
OXTUSD Orchid - USD | Buy | 5.24% | 11.24% | 2024-08-22 |
BTCUSD Bitcoin - USD | Buy | 5.01% | 6.29% | 2024-08-23 |
IOSTUSD IOST - USD | Buy | 4.99% | 5.87% | 2024-08-23 |
ENJUSD EnjinCoin - USD | Buy | 5.22% | 10.68% | 2024-08-23 |
MEDUSD MediBloc - USD | Buy | 4.7% | 0% | 2024-08-25 |
ZECUSD Zcash - USD | Buy | 4.7% | 0% | 2024-08-25 |
XLMUSD Stellar - USD | Buy | 4.7% | 0% | 2024-08-25 |
GNOUSD Gnosis - USD | Buy | 4.7% | 0% | 2024-08-25 |