Price Momentum
Crypto strategy statistics
Total Balance
$17,149.94
Across all 20 strategies
Total P&L
$2,850.06
-14.25% since inception
Total Invested
$20,000.00
$1,000 per strategy
Portfolio S1
$1,000.22+0.02%
Strategy S1
+0.02%Launched
24 days ago
Rebalancings
2 (next in 20d)
Balance
$1,000.22
Since Launch
+0.02%
Performance
Max DD
-0.10%
Sharpe
0.79
Calmar
4.15
Current Positions
Positions & Trades
No positions yet — strategy has not rebalanced.
Parameters
Formation Period128 days
Skip Period22 days
RebalancingEvery 22 days
WeightingValue-Weighted
Ranking MethodMean Return
Num AssetsTop 5