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

(Last Updated On: November 25, 2020)
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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!
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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs