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ETH/BTC rolling ratio beta

A pair trading strategy for ETH/BTC

My deposits

Unsupported country

Deposits are not supported in United States

Connect wallet
--- past 90 days

Annual return
â–¼ 7.9%
Total value locked
$8.96K

Timeframes

Age
460 days
Decision cycle
1 day
Trade frequency
3.0 / mo

Risk metrics

Sharpe
-0.46
Sortino
-0.57
Max drawdown
24.5%