Data represented here is for the period from 24.12.2019 – 03.02.2021
Results for the last 12 months:
24.12.2019 – 126,11 USD
03.02.2020 – 1141,42 USD
Trading unit: 1 ETH/USDT
Chart 1. ETH/USD chart with signals, and Equity Line (green)
Number of transactions: 338
Maximum drawdown: 29%
Sharpe Ratio for weekly periods (700 fifteen minutes’ periods, Rf=0): 0,38
Standard deviation of weekly periods: 13,5%
Average Rate of Return of weekly periods: 5,1%
The Sharpe ratio is a variable that helps 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 a risk-free asset (at least in the traditional finance space)
Chart 2. Sharpe Ratio (orange line), Standard Deviation (blue) and Rate of Return (red)
Greenline – Robot equity line, Blackline – ETH/USDT prices. Robot buys and holds only ETH. Robot results are much more stable for investors than buying and holding the Eth/USD, especially in the case of drawdown.
A robot that works effectively on ETH. It performs only buy and exit long signals. Robot may open only one, long position. The investor can expect a moderate number of trades, not more than two/three a day.
The three most important features of the BOT