Overview

Asset Position
CVCUSDT 22.554%
MBLUSDT 20.568%
MFTUSDT 17.642%
WRXUSDT 14.612%
XLMUSDT 24.625%
Returning benchmark report for Hydra YmluYW5jZV...YmluYW5jZV, running v1.3.2. Simulation executed on Friday, Jun 4, 2021, using previous 252-365 days from the binance_2020 dataset. Map reduced 2,531 hydras, each 5 assets long, choosing 99 over a z-score of 1.960, requiring 96.25 minutes to generate.

Visualizations

Automated backtest report, emulating $10,000 invested and held from 2020-11-27, rendered via Zipline:

Return Comparison

Return Distribution

Risk Metrics

Exposure & Drawdown

Volatility

Individual Assets

Correlation Matrix

Metadata