Strategy-Vergleich (Beste Config pro Familie)
rp
Period: 2024-01-01
Return
+111.6%
Sharpe
4.79
MaxDD
25.9%
CAGR
+111.3%
Beste Parameter
top: 20
max_weight_per_coin: 0.2
rebalance_days: 30
vol_lookback_days: 30
trend_ma_days: 50
momentum_top_k: 5
trend_rp
Period: 2024-01-01
Return
+106.0%
Sharpe
3.17
MaxDD
30.9%
CAGR
+105.7%
Beste Parameter
top: 20
max_weight_per_coin: 0.15
rebalance_days: 14
vol_lookback_days: 30
trend_ma_days: 30
momentum_top_k: 5
momentum_rp
Period: 2024-01-01
Return
+301.8%
Sharpe
3.09
MaxDD
40.5%
CAGR
+300.7%
Beste Parameter
top: 20
max_weight_per_coin: 0.2
rebalance_days: 14
vol_lookback_days: 30
trend_ma_days: 50
momentum_top_k: 5
vol_target_rp
Period: 2024-01-01
Return
+115.1%
Sharpe
5.49
MaxDD
24.0%
CAGR
+114.8%
Beste Parameter
top: 30
max_weight_per_coin: 0.15
rebalance_days: 14
vol_lookback_days: 30
trend_ma_days: 50
momentum_top_k: 5
target_portfolio_vol_annual: 0.4
adaptive_rp
Period: 2024-01-01
Return
+125.1%
Sharpe
5.09
MaxDD
23.5%
CAGR
+124.8%
Beste Parameter
top: 20
max_weight_per_coin: 0.15
rebalance_days: 30
vol_lookback_days: 30
trend_ma_days: 50
momentum_top_k: 5
target_portfolio_vol_annual: 0.3