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

Variable	Value
benchmark	map[2021-02-20:map[distplot:casedb/assets/YmluYW5jZV8yMDIxXzEuMy4yXzIwMjEtMDYtMDRfMTg1MTM5/20210220/distribution.svg exposure:casedb/assets/YmluYW5jZV8yMDIxXzEuMy4yXzIwMjEtMDYtMDRfMTg1MTM5/20210220/exposure.svg header:casedb/assets/YmluYW5jZV8yMDIxXzEuMy4yXzIwMjEtMDYtMDRfMTg1MTM5/20210220/riskmetrics.svg perfplot:casedb/assets/YmluYW5jZV8yMDIxXzEuMy4yXzIwMjEtMDYtMDRfMTg1MTM5/20210220/performance.svg volatility:casedb/assets/YmluYW5jZV8yMDIxXzEuMy4yXzIwMjEtMDYtMDRfMTg1MTM5/20210220/volatility.svg]]
metadata	map[asset_count:5 complete:true dataset:binance_2021 duration:6235.556151151657 end_date:2021-02-19 exec_time:1.6228408635634408e+09 hydras:11986 inverse:none machine_name:vBook13.local max_weight:0.66 mode:predict platform:macOS-11.4-x86_64-i386-64bit rebalance_period:7 required_best:99 rows:1282 run_time:1.6228408635634408e+09 start_date:2020-06-12 trial_title:NA version:1.3.2 z_score:1.96]
portfolio	map[2021-02-19:map[BNBUSDT:0.22495995797157226 BTTUSDT:0.21593991243749727 ETHUSDT:0.15955826877889437 IOTXUSDT:0.19476074270547544 ZENUSDT:0.2047811181065607]]