Overview

Asset Position
BANDUSDT 20.842%
CELRUSDT 19.140%
DOCKUSDT 21.843%
ENJUSDT 19.266%
PERLUSDT 18.908%
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