Report for 26.06.2020 – 03.02.2021
Results for the last 7 months:
26.06.2020 – 0.025 BTC
03.02.2020 – 0.0607 USD
Trading unit: 1 Eth/Btc
Chart 1. ETH/BTC chart with signals, and Equity Line (green)
Number of transactions: 158
Maximum drawdown: 15,7%
Sharpe Ratio for weekly periods (700 fifteen minutes periods, Rf=0): 0,52
Standard deviation of weekly periods: 6,6%
Average Rate of Return of weekly periods: 3,4%
The Sharpe ratio is a variable that help us assess the return on investment compared to the risk. The higher value of the Sharpe ratio the lesser the risk. For example USD treasury bond can be considered risk-free asset (at least in the traditional finance space)
Chart 2. Sharpe Ratio (orange line), Standard Deviation (blue) and Rate of Return (red)
Green line – Robot equity line, Black line – Eth/Btc prices. Robot buys and sells only one Eth. Robot results are much more stable for investors than buying and holding the Eth/Btc.
A robot that works effectively on Eth versus Btc. It uses a contrarian strategy and always has one position open – long or short. The investor can expect a moderate number of trades, not more than one / two a day.
The three most important features of the Robot