Returning benchmark report for Hydra YmluYW5jZV...YmluYW5jZV, running v1.3.2. Simulation executed on Thursday, Jun 10, 2021, using previous 252-365 days from the binance_2021 dataset. Map reduced 91,435 hydras, each 5 assets long, choosing 99 over a z-score of 1.960, requiring 1,111.17 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

Variable	Value
benchmark	map[2021-02-20:map[distplot:casedb/assets/YmluYW5jZV8yMDIxXzEuMy4yXzIwMjEtMDYtMTBfMDAxMjAy/20210220/distribution.svg exposure:casedb/assets/YmluYW5jZV8yMDIxXzEuMy4yXzIwMjEtMDYtMTBfMDAxMjAy/20210220/exposure.svg header:casedb/assets/YmluYW5jZV8yMDIxXzEuMy4yXzIwMjEtMDYtMTBfMDAxMjAy/20210220/riskmetrics.svg perfplot:casedb/assets/YmluYW5jZV8yMDIxXzEuMy4yXzIwMjEtMDYtMTBfMDAxMjAy/20210220/performance.svg volatility:casedb/assets/YmluYW5jZV8yMDIxXzEuMy4yXzIwMjEtMDYtMTBfMDAxMjAy/20210220/volatility.svg]]
metadata	map[asset_count:5 complete:true dataset:binance_2021 duration:66670.25850367546 end_date:2021-02-19 exec_time:1.6232983182606556e+09 hydras:91435 inverse:none machine_name:vDesktop max_weight:0.66 mode:predict platform:Linux-4.4.0-19041-Microsoft-x86_64-with-debian-10.8 rebalance_period:7 required_best:99 rows:1282 start_date:2020-02-26 trial_title:NA version:1.3.2 z_score:1.9599999999999982]
portfolio	map[2021-02-19:map[BANDUSDT:0.2084240435298675 CELRUSDT:0.19140441430502514 DOCKUSDT:0.21843290003489108 ENJUSDT:0.19266122292486992 PERLUSDT:0.18907741920534643]]