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PeggyJV / sommelier-strangelove

https://sommelier.strangelove.ventures/
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ETH-BTC Momentum Strategy "Backtesting data" view #543

Open henrio123 opened 2 years ago

henrio123 commented 2 years ago

Todo: Change the current "screenshot" :

  1. Use the same placement for text and backtesting picture.
  2. Attached are the backtesting results as png.
  3. Use Sommelier font and colors for text.

Changes needed in the next 2 places:

  1. App - Cellar view -> Cellar details - > Backtesting
  2. Strategy page - > "View Backtesting Data"

ETH-BTC Momentum Strategy

Content:

Notes: Performance of the strategy from Jan 2019-Jun 2022. Black line for benchmark

Backtest results: Period: Jan 2019 – June 2022 APY: 84.15% Sharpe ratio: 1.402 Profit-Loss Ratio: 1.76 Worst drawdown: 60.30% Annual Std: 0.524 Alpha: 0.671 Cumulative profit: 748.12% Win rate: 62% Loss rate: 38% Best month: 51.97% Worst month: -27.50%

Presented results are based on historical backtests. Past performance is not indicative of future results. Actual performance will depend on market conditions.

henrio123 commented 2 years ago

@joshuanatanielnm good job! lets remove additional "Backtest results:" as all data fit in one row