Latest equity curves for cryptocurrency trading bots with annual risk-free rate considered

(Last Updated On: November 25, 2020)

Here they are with my low kek but MASSIVE results with annual risk-free rate considered

Kraken bot with Bitcoin and Ether only

                pnl

date_minus_time
2020-11-11 412.20
2020-11-12 1966.05
2020-11-13 5848.15
2020-11-14 1199.30
2020-11-15 284.35
2020-11-16 3822.05
2020-11-17 8772.30
2020-11-18 5484.90
2020-11-19 171.65
2020-11-20 5025.50
2020-11-21 555.30
2020-11-22 -3962.20
2020-11-23 477.05
2020-11-24 14758.25
2020-11-25 540.85
Returns Equity
date_minus_time
2020-11-11 16000.00 16000.00
2020-11-12 1966.05 18378.25
2020-11-13 5848.15 24226.40
2020-11-14 1199.30 25425.70
2020-11-15 284.35 25710.05
2020-11-16 3822.05 29532.10
2020-11-17 8772.30 38304.40
2020-11-18 5484.90 43789.30
2020-11-19 171.65 43960.95
2020-11-20 5025.50 48986.45
2020-11-21 555.30 49541.75
2020-11-22 -3962.20 45579.55
2020-11-23 477.05 46056.60
2020-11-24 14758.25 60814.85
2020-11-25 540.85 61355.70
Stats for Equity from 2020-11-11 00:00:00 – 2020-11-25 00:00:00
Annual risk-free rate considered: 0.00%
Summary:
Total Return Sharpe CAGR Max Drawdown
————– ——– ———————- ————–
283.47% 13.21 169522535288608384.00% -8.00%

Binance trading bot including defi coins

Stats for Equity from 2020-11-06 00:00:00 – 2020-11-25 00:00:00
Annual risk-free rate considered: 0.00%
Summary:
Total Return Sharpe CAGR Max Drawdown
————– ——– ———————— ————–
729.46% 4.67 45986553687008198656.00% -1.84%

Annualized Returns:
mtd 3m 6m ytd 1y 3y 5y 10y incep.
—– —- —- ——- —- —- —- —– ————————

• – – 729.46% – – – – 45986553687008198656.00%

Periodic:
daily monthly yearly
—— ——– ——— ——–
sharpe 4.67 – –
mean 5048.39% – –
vol 1080.74% – –
skew 4.21 – –
kurt 18.04 – –
best 298.10% – –
worst -1.79% – –

Drawdowns:
max avg # days
—— —— ——–
-1.84% -1.01% 1.6

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!