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

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. —– —- —- ——- —- —- —- —– ————————

  1. – – 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

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