Price Momentum

Crypto strategy statistics

Total Balance

$18,145.67

Across all 20 strategies

Total P&L

$1,854.33

-9.27% since inception

Total Invested

$20,000.00

$1,000 per strategy

Portfolio S1
$1,001.20+0.12%
Strategy S1
+0.12%

Launched

43 days ago

Rebalancings

2 (next in 1d)

Balance

$1,001.20

Since Launch

+0.12%

Performance

Max DD

-0.12%

Sharpe

2.10

Calmar

8.50

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