AAVE_USD close: $299.47
Best strategy: MA(11,75) → 217.83% Return, Sharpe 2.12
Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
---|---|---|---|---|---|---|---|
217.83% | 11 | 75 | 2025-08-12 00:00:00 | 2025-08-04 00:00:00 | hold | 2.12 | -0.0440 |
191.73% | 11 | 76 | 2025-08-12 00:00:00 | 2025-08-04 00:00:00 | hold | 1.84 | -0.0505 |
186.10% | 12 | 75 | 2025-08-13 00:00:00 | 2025-08-04 00:00:00 | hold | 1.35 | -0.0583 |
181.61% | 11 | 101 | 2025-05-12 00:00:00 | 2025-02-10 00:00:00 | hold | 1.21 | -0.0662 |
168.02% | 14 | 50 | 2025-08-16 00:00:00 | 2025-08-04 00:00:00 | hold | 1.33 | -0.0537 |
166.87% | 15 | 95 | 2025-05-12 00:00:00 | 2025-02-10 00:00:00 | hold | 1.29 | -0.0175 |
160.46% | 12 | 76 | 2025-08-12 00:00:00 | 2025-08-05 00:00:00 | hold | 1.45 | -0.0454 |