ETH/BTC rolling ratio beta
A pair trading strategy for ETH/BTC
My deposits
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Deposits are not supported in United States
Annual return
▲ 67.8%
Estimate
Total value locked
$29.86K
Timeframes
Age
68 days
Decision cycle
1 day
Trade frequency
1.2 / mo
Estimate
Risk metrics
Sharpe
2.02
Estimate
Sortino
3.97
Estimate
Max drawdown
26.7%
Estimate