Crypto Spread Arbitrager #63

真實交易結果


策略介紹:

This trading algorithm is a market neutral strategy that effectively monitor data between futures and spot asset prices every second. Based on the price difference, as well as the forecast of the funding rate, we carry out arbitrage transactions through which we make a profit. In the process of execution, we completely overlap transactions with each other, ensuring no impact of changes in asset prices on the profit from the strategy.

資產類別:

交易品種:

支持交易商:

交易要求:



累計回報:



當天交易詳情 --:


時間 代碼 買/賣 價格






交易統計

  • 總得分 --
  • 交易日數 --
  • 夏普比率 --
  • 索提诺比率 --
  • 波動率 --
  • 年度回報 --
  • 最大回徹率 --

年度收入預估

  • 初始資金 (HK$)
  • 訂閱用戶 --
  • 開發人員 --
  • 總計 --

風險暴露

  • 長倉 --
  • 短倉 --
  • 可用資金 --

資產分佈