Day | Pair | Type | Entry Price | Exit Price | Amount | Position Size | P/L | Strategy |
---|
Metric | 1M | 3M | 6M | YTD | 1Y | All Time |
---|---|---|---|---|---|---|
Return (%) | +5.2 | +15.7 | +28.3 | +47.2 | +62.8 | +417.5 |
Volatility | 12.3% | 14.1% | 13.7% | 15.2% | 16.8% | 18.4% |
Sharpe Ratio | 1.85 | 1.78 | 1.92 | 1.88 | 1.82 | 1.79 |
Win Rate | 76.2% | 77.8% | 78.5% | 79.1% | 78.3% | 77.6% |
Avg. Trade Duration | 3h 22m | 2h 45m | 3h 15m | 3h 08m | 3h 42m | 4h 12m |
Our flagship mean reversion strategy identifies overextended price movements in the BTC/ETH pair using proprietary statistical models. The algorithm calculates fair value based on historical volatility correlations and executes trades when prices deviate significantly from the mean, with dynamic position sizing based on current market liquidity.
This strategy has shown particularly strong performance during periods of high market volatility, capturing profits from emotional market overreactions while maintaining strict stop-loss protocols.
This high-frequency strategy exploits liquidity imbalances across 15 major altcoin pairs. Our proprietary order book analysis engine identifies micro-inefficiencies in liquidity provision, executing split-second trades that capture spread differentials while maintaining market-neutral exposure.
The system processes over 2,000 order book updates per second and has shown remarkable consistency, generating positive returns in 89% of trading days since implementation.
Our quantitative trend-following strategy identifies emerging momentum across the top 10 cryptocurrencies by market cap. Using machine learning models trained on 5 years of historical data, the system detects early trend formations with 73% predictive accuracy, entering positions with optimized risk/reward ratios.
This strategy performs exceptionally well during sustained bull markets, with adaptive algorithms that automatically adjust position sizing based on changing volatility regimes.
This sophisticated options strategy sells volatility during periods of market calm and buys protection ahead of expected volatility spikes. The system uses proprietary implied volatility forecasting models to identify mispriced options across BTC and ETH derivatives markets.
Currently paused due to elevated implied volatility levels across the term structure, this strategy has generated consistent returns with minimal correlation to spot price movements.