Strategy backtest information

This notebook provides the information about the strategy performance

  • The strategy backtesting methodology
  • Benchmarking against cryptocurrency indexes
  • Success of trading
Strategy name ETH-BTC-USDC momentum
Report created 2024-04-09 11:16:03
Backtesting period start 2019-01-02 00:00:00
Backtesting period end 2024-03-15 00:00:00
Trades 182


This is the benchmark of this strategy.

Here we compare the returns and different risk metrics of the strategy performance:

  • The strategy estimated performance based on this backtest
  • Buy and hold -cryptocurrency indexes