Overview

Asset Position
BNBUSDT 22.496%
BTTUSDT 21.594%
ETHUSDT 15.956%
IOTXUSDT 19.476%
ZENUSDT 20.478%
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_2021 dataset. Map reduced 11,986 hydras, each 5 assets long, choosing 99 over a z-score of 1.960, requiring 103.93 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