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ETH-BTC price surge beta

(Old) ETH and BTC slow moving momentum strategy on Polygon

Viewing performance based on live trading data

Performance

Compounded profitability based on live trading data

Performance summary

Strategy performance metrics based on live trading data.

Metric All Long Short
Trading period length 91 days 14 hours 91d 14h - - - -
Return % -6.20% -0.12% -0.00%
Annualised return % -24.71% -0.47% -
Cash at start $0.00 - -
Value at end $18,253.81 - -
Time in market 83.39% 13.52% 0.00%
Trade volume $683,195.46 $27.05 $0.00
Position win percent 33.33% 40.00% -
Total positions 12 10 0
Won positions 4 4 0
Lost positions 5 5 0
Stop losses triggered 0 0 0
Stop loss % of all 0.00% 0.00% -
Winning stop losses 0 0 0
Winning stop losses percent - - -
Losing stop losses 0 0 0
Losing stop losses percent - - -
Take profits triggered 0 0 0
Take profit % of all 0.00% 0.00% -
Take profit % of won 0.00% 0.00% -
Zero profit positions 1 1 0
Positions open at the end 1 0 0
Realised profit and loss $329.33 $12.75 $0.00
Unrealised profit and loss $343.22 $0.00 $0.00
Portfolio unrealised value $18,253.66 $0.00 $0.00
Extra returns on lending pool interest $0.00 $0.00 $0.00
Cash left at the end $0.15 - -
Average winning position profit % 0.00% 0.00% 0.00%
Average losing position loss % -2.51% -2.51% 0.00%
Biggest winning position % 0.00% 0.00% -
Biggest losing position % -5.86% -5.86% -
Average duration of winning positions 0 hours 11 minutes 0h 11m 0 hours 11 minutes 0h 11m 0 hours 0 minutes 0h 0m
Average duration of losing positions 2 days 16 hours 2d 16h 2 days 16 hours 2d 16h 0 hours 0 minutes 0h 0m
LP fees paid $0.07 $0.07 $0.00
LP fees paid % of volume 0.00% 0.26% 0.00%
Average position -1.25% -1.25% 0.00%
Median position -0.01% -0.01% 0.00%
Most consecutive wins 4 4 0
Most consecutive losses 5 5 0
Biggest realised risk -20.00% -20.00% 0.00%
Avg realised risk -4.81% -4.81% 0.00%
Max pullback of total capital -24.99% - -
Max loss risk at opening of position 99.00% 67.46% 0.00%
Max drawdown 5.16% - -