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 | 494 days 11 hours 494d 11h | - - | - - |
| Return % | -5.24% | -31.34% | 0.00% |
| Annualised return % | -3.87% | -23.14% | - |
| Cash at start | $0.00 | - | - |
| Value at end | $9,367.80 | - | - |
| Time in market | 83.42% | 13.21% | 0.00% |
| Trade volume | $89,802.90 | $89,802.90 | $0.00 |
| Position win percent | 20.00% | 50.00% | - |
| Total positions | 10 | 4 | 0 |
| Won positions | 2 | 2 | 0 |
| Lost positions | 2 | 2 | 0 |
| Stop losses triggered | 2 | 2 | 0 |
| Stop loss % of all | 20.00% | 50.00% | - |
| Winning stop losses | 0 | 0 | 0 |
| Winning stop losses percent | 0.00% | 0.00% | - |
| Losing stop losses | 2 | 2 | 0 |
| Losing stop losses percent | 100.00% | 100.00% | - |
| Take profits triggered | 1 | 1 | 0 |
| Take profit % of all | 10.00% | 25.00% | - |
| Take profit % of won | 50.00% | 50.00% | - |
| Zero profit positions | 0 | 0 | 0 |
| Positions open at the end | 2 | 1 | 0 |
| Realised profit and loss | $-944.74 | $-1,566.99 | $0.00 |
| Unrealised profit and loss | $466.52 | $466.43 | $0.00 |
| Portfolio unrealised value | $9,367.78 | $9,189.68 | $0.00 |
| Extra returns on lending pool interest | $0.00 | $0.00 | $0.00 |
| Cash left at the end | $0.02 | - | - |
| Average winning position profit % | 7.09% | 7.09% | 0.00% |
| Average losing position loss % | -13.40% | -13.40% | 0.00% |
| Biggest winning position % | 13.89% | 13.89% | - |
| Biggest losing position % | -13.45% | -13.45% | - |
| 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 | 19 days 7 hours 19d 7h | 19 days 7 hours 19d 7h | 0 hours 0 minutes 0h 0m |
| LP fees paid | $44.89 | $44.89 | $0.00 |
| LP fees paid % of volume | 0.05% | 0.05% | 0.00% |
| Average position | -3.15% | -3.15% | 0.00% |
| Median position | -6.53% | -6.53% | 0.00% |
| Most consecutive wins | 2 | 2 | 0 |
| Most consecutive losses | 2 | 2 | 0 |
| Biggest realised risk | -13.19% | -13.19% | 0.00% |
| Avg realised risk | -13.14% | -13.14% | 0.00% |
| Max pullback of total capital | -40.03% | - | - |
| Max loss risk at opening of position | 99.00% | 66.63% | 0.00% |
| Max drawdown | 24.52% | - | - |