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 | 618 days 10 hours 618d 10h | - - | - - |
| Return % | -40.20% | -50.14% | 0.00% |
| Annualised return % | -23.73% | -29.59% | - |
| Cash at start | $0.00 | - | - |
| Value at end | $5,883.86 | - | - |
| Time in market | 86.63% | 19.85% | 0.00% |
| Trade volume | $123,845.09 | $123,845.09 | $0.00 |
| Position win percent | 11.11% | 25.00% | - |
| Total positions | 18 | 8 | 0 |
| Won positions | 2 | 2 | 0 |
| Lost positions | 5 | 5 | 0 |
| Stop losses triggered | 5 | 5 | 0 |
| Stop loss % of all | 27.78% | 62.50% | - |
| Winning stop losses | 0 | 0 | 0 |
| Winning stop losses percent | 0.00% | 0.00% | - |
| Losing stop losses | 5 | 5 | 0 |
| Losing stop losses percent | 100.00% | 100.00% | - |
| Take profits triggered | 1 | 1 | 0 |
| Take profit % of all | 5.56% | 12.50% | - |
| Take profit % of won | 50.00% | 50.00% | - |
| Zero profit positions | 1 | 1 | 0 |
| Positions open at the end | 1 | 0 | 0 |
| Realised profit and loss | $-3,973.45 | $-4,616.15 | $0.00 |
| Unrealised profit and loss | $11.30 | $0.00 | $0.00 |
| Portfolio unrealised value | $5,883.28 | $0.00 | $0.00 |
| Extra returns on lending pool interest | $0.00 | $0.00 | $0.00 |
| Cash left at the end | $0.57 | - | - |
| 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 % | -13.66% | -13.66% | - |
| 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 | 20 days 4 hours 20d 4h | 20 days 4 hours 20d 4h | 0 hours 0 minutes 0h 0m |
| LP fees paid | $61.91 | $61.91 | $0.00 |
| LP fees paid % of volume | 0.05% | 0.05% | 0.00% |
| Average position | -6.56% | -6.56% | 0.00% |
| Median position | -13.11% | -13.11% | 0.00% |
| Most consecutive wins | 2 | 2 | 0 |
| Most consecutive losses | 5 | 5 | 0 |
| Biggest realised risk | -13.39% | -13.39% | 0.00% |
| Avg realised risk | -13.07% | -13.07% | 0.00% |
| Max pullback of total capital | -112.98% | - | - |
| Max loss risk at opening of position | 99.00% | 66.63% | 0.00% |
| Max drawdown | 50.22% | - | - |