Overview

Asset Position
ARDRUSDT 18.616%
BATUSDT 18.843%
BNBUSDT 20.047%
HBARUSDT 22.224%
KEYUSDT 20.270%
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 34,343 hydras, each 5 assets long, choosing 99 over a z-score of 1.960, requiring 98.22 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