ETH/BTC rolling ratio beta
A pair trading strategy for ETH/BTC
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 | 185 days 11 hours 185d 11h | - - | - - |
| Return % | -0.54% | 0.92% | -0.00% |
| Annualised return % | -1.07% | 1.81% | - |
| Cash at start | $0.00 | - | - |
| Value at end | $14,810.12 | - | - |
| Time in market | 55.81% | 21.35% | 0.00% |
| Trade volume | $62,214.14 | $62,214.14 | $0.00 |
| Position win percent | 28.57% | 66.67% | - |
| Total positions | 7 | 3 | 0 |
| Won positions | 2 | 2 | 0 |
| Lost positions | 1 | 1 | 0 |
| Stop losses triggered | 1 | 1 | 0 |
| Stop loss % of all | 14.29% | 33.33% | - |
| Winning stop losses | 0 | 0 | 0 |
| Winning stop losses percent | 0.00% | 0.00% | - |
| Losing stop losses | 1 | 1 | 0 |
| Losing stop losses percent | 100.00% | 100.00% | - |
| Take profits triggered | 1 | 1 | 0 |
| Take profit % of all | 14.29% | 33.33% | - |
| Take profit % of won | 50.00% | 50.00% | - |
| Zero profit positions | 0 | 0 | 0 |
| Positions open at the end | 1 | 0 | 0 |
| Realised profit and loss | $107.04 | $-206.33 | $0.00 |
| Unrealised profit and loss | $15.19 | $0.00 | $0.00 |
| Portfolio unrealised value | $14,810.09 | $0.00 | $0.00 |
| Extra returns on lending pool interest | $0.00 | $0.00 | $0.00 |
| Cash left at the end | $0.03 | - | - |
| Average winning position profit % | 7.09% | 7.09% | 0.00% |
| Average losing position loss % | -13.34% | -13.34% | 0.00% |
| Biggest winning position % | 13.89% | 13.89% | - |
| Biggest losing position % | -13.34% | -13.34% | - |
| Average duration of winning positions | 8 days 19 hours 8d 19h | 8 days 19 hours 8d 19h | 0 hours 0 minutes 0h 0m |
| Average duration of losing positions | 21 days 22 hours 21d 22h | 21 days 22 hours 21d 22h | 0 hours 0 minutes 0h 0m |
| LP fees paid | $31.09 | $31.09 | $0.00 |
| LP fees paid % of volume | 0.05% | 0.05% | 0.00% |
| Average position | 0.28% | 0.28% | 0.00% |
| Median position | 0.29% | 0.29% | 0.00% |
| Most consecutive wins | 2 | 2 | 0 |
| Most consecutive losses | 1 | 1 | 0 |
| Biggest realised risk | -13.09% | -13.09% | 0.00% |
| Avg realised risk | -13.09% | -13.09% | 0.00% |
| Max pullback of total capital | -15.06% | - | - |
| Max loss risk at opening of position | 99.00% | 66.63% | 0.00% |
| Max drawdown | 13.09% | - | - |