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
--- past 90 days
Annual return
â–¼ 3.7%
Total value locked
$9.37K
Timeframes
Age
490 days
Decision cycle
1 day
Trade frequency
3.1 / mo
Risk metrics
Sharpe
-0.45
Sortino
-0.55
Max drawdown
24.5%