FTM_USD close: $0.70
Best strategy: MA(17,78) → 179.29% Return, Sharpe 1.83
Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
---|---|---|---|---|---|---|---|
179.29% | 17 | 78 | 2024-09-15 00:00:00 | 2025-01-03 00:00:00 | hold | 1.83 | -0.0179 |
155.09% | 21 | 83 | 2024-09-17 00:00:00 | 2025-01-07 00:00:00 | hold | 1.36 | -0.0736 |
153.39% | 13 | 120 | 2024-09-20 00:00:00 | 2025-01-06 00:00:00 | hold | 1.67 | 0.0000 |
153.09% | 21 | 93 | 2024-09-19 00:00:00 | 2025-01-08 00:00:00 | hold | 1.96 | -0.0060 |
151.86% | 19 | 58 | 2024-09-01 00:00:00 | 2025-01-03 00:00:00 | hold | 1.67 | -0.0409 |
150.43% | 10 | 61 | 2024-09-12 00:00:00 | 2024-12-29 00:00:00 | hold | 1.31 | -0.0832 |
149.65% | 20 | 74 | 2024-09-09 00:00:00 | 2025-01-06 00:00:00 | hold | 1.35 | -0.0571 |