Overview

Asset Position
BNTUSDT 19.001%
CTSIUSDT 18.807%
DREPUSDT 20.286%
LTCUSDT 21.233%
MBLUSDT 20.672%
Returning benchmark report for Hydra YmluYW5jZV...YmluYW5jZV, running v1.3.2. Simulation executed on Tuesday, Jun 8, 2021, using previous 252-365 days from the binance_2021 dataset. Map reduced 41,694 hydras, each 5 assets long, choosing 99 over a z-score of 1.960, requiring 244.74 minutes to generate.

Visualizations

Automated backtest report, emulating $10,000 invested and held from 2021-02-19, rendered via Zipline:

Return Comparison

Return Distribution

Risk Metrics

Exposure & Drawdown

Volatility

Individual Assets

Correlation Matrix

Metadata