Feature | Full name | Parameters |
---|---|---|
MOM, n days | Momentum for close prices, n days | n = 10 days |
ΔV, n days | Volume change n days | n = 10 days |
RSI | Relative Strength Index | n = 10 days |
FI | Force Index | N/A |
Williams %R | Williams Percent Range | n = 10 days |
PSAR | Parabolic stop and reversal system | Acceleration factor by default set to 2% increasing by 2% with a maximum of 20% |
The largest 10 cryptocurrencies in TOP100 as of 01-08-2018 | ||||||||
---|---|---|---|---|---|---|---|---|
Name | %ARC | %ASD | %MDD | IR1 | IR2 | Date of start | Volume, mUSD | MarketCap, USD |
bitcoin | 118 | 75.8 | 69.7 | 1.6 | 2.6 | 01-10-2014 | 1888 | 43839225862 |
ethereum | 437.7 | 145.2 | 84.3 | 3 | 15.7 | 20-08-2015 | 323 | 17124399552 |
ripple | 226.7 | 164.6 | 87.1 | 1.4 | 3.6 | 01-10-2014 | 499 | 13468236361 |
bitcoin-cash | 83.5 | 198.5 | 84.4 | 0.4 | 0.4 | 05-08-2017 | 699 | 6672807179 |
eos | 516 | 253 | 87.9 | 2 | 12 | 14-07-2017 | 78 | 5220519698 |
stellar | 228.6 | 178.8 | 82.6 | 1.3 | 3.5 | 01-10-2014 | 301 | 4634665748 |
litecoin | 111.1 | 119.2 | 79.1 | 0.9 | 1.3 | 01-10-2014 | 80 | 3709789644 |
cardano | 698.6 | 263.8 | 89.3 | 2.6 | 20.7 | 14-10-2017 | 32 | 2624893338 |
iota | 48.4 | 188.4 | 82.9 | 0.3 | 0.1 | 26-06-2017 | 3059 | 2460207729 |
tether | -5.4 | 45.7 | 49.9 | -0.1 | 0 | 15-03-2015 | 140 | 2233258238 |
loom-network | 649.7 | 217.4 | 80 | 3 | 24.3 | 21-04-2018 | 2.8 | 98040413 |
gas | 365.8 | 265.4 | 89.6 | 1.4 | 5.6 | 09-08-2017 | 2.6 | 91875052 |
tenx | -97.6 | 247 | 99.2 | -0.4 | -0.4 | 10-07-2017 | 8.1 | 91154578 |
nxt | 34.2 | 158.1 | 95.6 | 0.2 | 0.1 | 01-10-2014 | 2.8 | 90165499 |
cybermiles | -44.8 | 202.2 | 87.4 | -0.2 | -0.1 | 04-05-2018 | 7.1 | 88375828 |
nuls | 5083.5 | 382.2 | 79.1 | 13.3 | 854.8 | 22-03-2018 | 4.1 | 88067102 |
byteball | 160 | 236.8 | 91.2 | 0.7 | 1.2 | 09-01-2017 | 0.56 | 86950232 |
bibox-token | 53.2 | 265.7 | 87.9 | 0.2 | 0.1 | 08-06-2018 | 67.5 | 83456610 |
odem | 89471 | 229.6 | 40.7 | 389.7 | 856638 | 01-08-2018 | 0.135 | 82906522 |
electroneum | -92.5 | 243 | 95.3 | -0.4 | -0.4 | 15-11-2017 | 0.552 | 81946739 |
Benchmark Strategies | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Name | %ARC | %ASD | %MDD | IR1 | IR2 | %MT | ||||
S&P B&H | 13.6 | 15.5 | 14.2 | 0.9 | 0.8 | |||||
BTC B&H | 147.4 | 76.8 | 69.7 | 1.9 | 4.1 | 6.3 | ||||
EqW | 425.8 | 96.2 | 81.7 | 4.4 | 23.1 | 10.8 | ||||
McW | 141.9 | 74.9 | 73.1 | 1.9 | 3.7 | 6.3 | ||||
25 | long only | 50 | 1 | 19.4 | 108.7 | 90.6 | 0.2 | 0.0 | 115.3 | |
25 | long only | 50 | 1 | 224.2 | 101.5 | 86.0 | 2.2 | 5.8 | 148.8 | |
long only | 50 | 1w | 1 | -21.8 | 142.2 | 95.1 | -0.2 | 0.0 | 189.3 | |
long only | 50 | 1w | 1 | 89.3 | 131.7 | 85.0 | 0.7 | 0.7 | 176.8 | |
long only | 50 | 1w | 1 | 207.2 | 115.7 | 82.0 | 1.8 | 4.5 | 166.2 | |
long only | 50 | 1w | 1 | 215.9 | 110.0 | 82.3 | 2.0 | 5.1 | 154.3 | |
long only | 50 | 1w | 1 | 326.4 | 92.6 | 57.6 | 3.5 | 20.0 | 105.6 | |
25 | long only | 1w | 1 | 177.9 | 103.3 | 85.1 | 1.7 | 3.6 | 144.3 | |
25 | long only | 1w | 1 | 210.6 | 103.6 | 85.5 | 2.0 | 5.0 | 160.5 | |
25 | long only | 50 | 1w | 368.8 | 110.2 | 76.5 | 3.3 | 16.1 | 155.4 | |
25 | long only | 50 | 1w | 29.6 | 110.9 | 88,1 | 0.3 | 0,1 | 154.9 | |
N | Position | %TS | RE | %TC | %ARC | %ASD | %MDD | IR1 | IR2 | %MT |
VAR | long only | 50 | 1m | 1 | 392.43 | 88.97 | 53.45 | 4.41 | 32.38 | 105.9 |
N | RE | %TC | V | %ARC | %ASD | %MDD | IR1 | IR2 | %MT | |
---|---|---|---|---|---|---|---|---|---|---|
S&P B&H | - | - | - | - | 13.6 | 15.5 | 14.2 | 0.8 | - | |
BTC B&H | - | - | - | - | 147.4 | 76.8 | 69.7 | 4.1 | - | |
EqW | 100 | 1 w | 1 | 100 | 425.8 | 96.2 | 81.7 | 23.1 | 10.8 | |
McW | 100 | 1 w | 1 | 100 | 141.9 | 74.9 | 73.1 | 3.7 | 6.3 | |
SVM | 25 | 1 w | 1 | 100 | 173.6 | 103.1 | 83.1 | 3.5 | 143.7 |