---
pretty_name: Cryptocurrencies Daily Price
language:
- en
license: other
task_categories:
- time-series-forecasting
- tabular-regression
tags:
- finance
- quantitative-trading
- backtesting
- algorithmic-trading
- cryptocurrency
- daily
- ohlcv
- market-data
- time-series
size_categories:
- 100K<n<1M
extra_gated_prompt: "This dataset is free to browse and gated for download. Approval is tied to a Papers With Backtest subscription, which also covers the other datasets in this organisation and the strategy catalogue at https://paperswithbacktest.com. Plans and what each one includes: https://paperswithbacktest.com/pricing"
dataset_info:
  features:
  - name: symbol
    dtype: string
  - name: date
    dtype: string
  - name: open
    dtype: float64
  - name: high
    dtype: float64
  - name: low
    dtype: float64
  - name: close
    dtype: float64
  - name: volume
    dtype: float64
  splits:
  - name: train
    num_examples: 263889
---

# Cryptocurrencies Daily Price

This dataset includes daily price data for various cryptocurrencies.

**263,889 rows** over 88 symbols, 7 columns, covering **2010-07-14 to 2026-08-14**. Refreshed monthly.

## Strategies Built on This Data

84 papers in the [Papers With Backtest catalogue](https://paperswithbacktest.com/strategies) declare this dataset as an input. 73 of them have been coded and run over their own full history. The median replicated Sharpe ratio is **+0.47**, and **42%** clear a t-statistic of 1.96 on their own sample, against 48% across all 4,837 replications in the library.

Some of the strongest results that lean on it:

| Strategy | Sharpe | t-stat | Tested over |
| :--- | ---: | ---: | ---: |
| [How to Design a Simple Multi-Timeframe Trend Strategy on Bitcoin](https://paperswithbacktest.com/strategies/how-to-design-a-simple-multi-timeframe-trend-strategy-on-bitcoin) | +3.39 | 13.4 | 16 years |
| [‘Know When to Hodl ‘Em, Know When to Fodl ‘Em’: An Investigation of Factor Based Investing in the Cryptocurrency Space](https://paperswithbacktest.com/strategies/know-when-to-hodl-em-know-when-to-fodl-em-an-investigation-of-factor-based-investing-in-the-cryptocurrency-space) | +1.53 | 6.1 | 16 years |
| [Seasonality, Trend-following, and Mean reversion in Bitcoin](https://paperswithbacktest.com/strategies/seasonality-trend-following-and-mean-reversion-in-bitcoin) | +1.11 | 4.4 | 16 years |
| [Bitcoin Price Dynamics: The Stark Contrast between P2P and Exchange Trading](https://paperswithbacktest.com/strategies/bitcoin-price-dynamics-the-stark-contrast-between-p-p-and-exchange-trading) | +2.03 | 7.2 | 13 years |

A Sharpe ratio quoted without its t-statistic hides how much of the library cannot be distinguished from zero, which is why both are shown. The figures are in-sample over each strategy's own window and carry no transaction costs.

## Why It Matters

This dataset fuels systematic crypto strategies and risk management by:

- **Momentum and volatility harvesting:** High-frequency moves in digital assets offer rich signals for trend and vol-targeting systems.
- **Market microstructure:** Daily OHLCV helps calibrate slippage, liquidity constraints, and exchange-specific execution assumptions.
- **Cross-asset diversification:** Crypto risk regimes can complement traditional asset classes in multi-asset portfolios.

## Load It

**Installation/Upgrade:**

```bash
pip install --upgrade pwb-toolbox
```

**Load the Dataset:** Specify instruments such as `BTC` or `ETH`.

```python
from pwb_toolbox import datasets as pwb_ds

df = pwb_ds.load_dataset("Cryptocurrencies-Daily-Price", symbols=["BTC"])
print(df.iloc[0, :])
```

**Example Output:**

```
symbol           BTC
date      2010-07-14
open        0.058157
high        0.061588
low         0.048647
close       0.056402
volume        261.54
```

## Columns

| Column Name | Description |
| :--- | :--- |
| **symbol** | Cryptocurrency pair ticker. |
| **date** | Trading date (YYYY-MM-DD). |
| **open** | Opening price for the trading day. |
| **high** | Highest traded price during the session. |
| **low** | Lowest traded price during the session. |
| **close** | Closing price for the trading day. |
| **volume** | Reported trading volume. |

## Access

Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: [what each plan includes](https://paperswithbacktest.com/pricing). The same subscription covers the other datasets in this organisation.

## Elsewhere

- [Dataset page and coverage charts](https://paperswithbacktest.com/datasets/cryptocurrencies-daily-price)
- [The strategy catalogue](https://paperswithbacktest.com/strategies), 3,806 papers and 4,837 replicated strategies
- [`pwb-toolbox`](https://github.com/paperswithbacktest/pwb-toolbox), the loader used in the snippet above
- [`awesome-systematic-trading`](https://github.com/paperswithbacktest/awesome-systematic-trading), the replicated strategies with their measured Sharpe
- [Every dataset in this organisation](https://huggingface.co/datasets/paperswithbacktest)

Papers With Backtest publishes 32 datasets on the Hub and codes the papers that use them. Every strategy in the catalogue is run over its own full history before it is published, which is where the numbers above come from.