Appendix
Dataset Overview
This dataset encompasses predictions generated by the AIZEN_crypto model in production from November 15, 2023, to May 29, 2024. These live predictions were utilized to validate the model's performance
Daily output data from the AI price prediction model
sMAPE by Cryptocurrency Pair:
{'TRXUSDT': 4.97217704865824, 'ETHUSDT': 5.807583191844772, 'BTCUSDT': 5.888818507802549, 'XMRUSDT': 6.599742569565265, 'XRPUSDT': 7.052596777530425, 'BNBUSDT': 7.0539366761102205, 'XLMUSDT': 7.25942992828785, 'LTCUSDT': 7.369756545745669, 'ATOMUSDT': 7.579025543500979, 'MATICUSDT': 7.770574664441199, 'XTZUSDT': 7.8133058113101255, 'ETCUSDT': 7.994006808988241, 'ZECUSDT': 8.00137481845987, 'WANUSDT': 8.09229729740945, 'TROYUSDT': 8.126938003062135, 'BANDUSDT': 8.161408516404064, 'EOSUSDT': 8.217199504298456, 'CHZUSDT': 8.332460280730851, 'VETUSDT': 8.360470559757436, 'QTUMUSDT': 8.400416945125386, 'ADAUSDT': 8.449645946413906, 'DASHUSDT': 8.457259942313113, 'DOGEUSDT': 8.467004369335687, 'WINUSDT': 8.568741267853637, 'IOSTUSDT': 8.581009570156548, 'LINKUSDT': 8.605868997050095, 'BATUSDT': 8.60963122826219, 'VITEUSDT': 8.654725888643075, 'KAVAUSDT': 8.661233803356618, 'ARPAUSDT': 8.683153157704242, 'ZILUSDT': 8.728015207246925, 'BCHUSDT': 8.769579921165857, 'NKNUSDT': 8.780273367246291, 'MTLUSDT': 8.962502147476211, 'DOCKUSDT': 9.023870017636153, 'HBARUSDT': 9.13878772293233, 'NEOUSDT': 9.168600489476354, 'KEYUSDT': 9.194934397483577, 'CELRUSDT': 9.327748054580196, 'ICXUSDT': 9.457173685822044, 'WAVESUSDT': 9.483268739019675, 'ALGOUSDT': 9.527523247343058, 'OMGUSDT': 9.597443957630365, 'DENTUSDT': 9.610360288966573, 'ENJUSDT': 9.694977359354514, 'HOTUSDT': 9.978310405846921, 'ONGUSDT': 10.01225568159401, 'ONTUSDT': 10.021224474682377, 'ANKRUSDT': 10.060984070611479, 'RVNUSDT': 10.079355235157866, 'RENUSDT': 10.082061706891663, 'ONEUSDT': 10.16858805682778, 'IOTAUSDT': 10.195512892006494, 'FUNUSDT': 10.347782840430453, 'RLCUSDT': 10.38969097961903, 'COSUSDT': 10.634151790247126, 'FTMUSDT': 10.638358133086019, 'STXUSDT': 10.660247265520605, 'TFUELUSDT': 10.993897345583509, 'NULSUSDT': 11.099730857273189, 'DUSKUSDT': 11.37567909189998, 'THETAUSDT': 11.545760092112198, 'CTXCUSDT': 11.68767640494571, 'IOTXUSDT': 12.204208593979557, 'FETUSDT': 12.570768266329429, 'ZRXUSDT': 13.60735980365572, 'PERLUSDT': 34.89498490015509}
Best Performing Pair: TRXUSDT (4.97%)
Worst Performing Pair: PERLUSDT (34.89%, has been delisted)
The model shows varying accuracy across different cryptocurrency pairs.
Risk and performance metrics:
Maximum Drawdown for 'Long & Short trading' strategy: -44.58%
Maximum Drawdown for 'Long trading only' strategy: -51.80%
Maximum Drawdown for 'Short trading only' strategy: -35.07%
Maximum Drawdown for 'Benchmark - Hold BTC' strategy: -20.13%
Alpha for 'Long & Short trading' strategy compared to BTCUSDT: 147.22%
Alpha for 'Long trading only' strategy compared to BTCUSDT: 41.63%
Alpha for 'Short trading only' strategy compared to BTCUSDT: -110.01%
Sharpe Ratio for 'Long & Short trading' strategy: 3.57
Sharpe Ratio for 'Long trading only' strategy: 3.41
Sharpe Ratio for 'Short trading only' strategy: 6.73
Sharpe Ratio for 'Benchmark - Hold BTC' strategy: 4.51
Cumulative Return at the end of the period for 'Long & Short trading' strategy: 145.56%
Cumulative Return at the end of the period for 'Long trading only' strategy: 107.15%
Cumulative Return at the end of the period for 'Short trading only' strategy: 38.42%
Cumulative Return at the end of the period for 'Benchmark - Hold BTC' strategy: 90.31%
Annualized Return for 'Long & Short trading' strategy: 404.32%
Annualized Return for 'Long trading only' strategy: 298.73%
Annualized Return for 'Short trading only' strategy: 147.09%
Annualized Return for 'Benchmark - Hold BTC' strategy: 257.10%
Individual trades, weekly trading reports, and monthly sMAPE by cryptocurrency pair
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