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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

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Annual return
▼ 21.3%
Total value locked
$6.72K

Timeframes

Age
576 days
Decision cycle
1 day
Trade frequency
3.4 / mo

Risk metrics

Sharpe
-1.05
Sortino
-1.18
Max drawdown
43.1%