Overview

Asset Position
DASHUSDT 19.947%
LTCUSDT 20.796%
STXUSDT 19.568%
THETAUSDT 20.834%
USDTIDRT 18.855%
Returning benchmark report for Hydra YmluYW5jZV...YmluYW5jZV, running v1.3.2. Simulation executed on Wednesday, Jun 9, 2021, using previous 252-365 days from the binance_2021 dataset. Map reduced 70,889 hydras, each 5 assets long, choosing 99 over a z-score of 1.960, requiring 1,270.59 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