GMX_USD close: $8.48
Best strategy: MA(21,78) → 170.89% Return, Sharpe 1.20
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 170.89% | 21 | 78 | 2026-07-25 00:00:00 | 2026-06-03 00:00:00 | hold | 1.20 | -0.0875 |
| 158.51% | 20 | 87 | 2026-07-27 00:00:00 | 2026-06-03 00:00:00 | hold | 1.25 | -0.0311 |
| 158.43% | 20 | 88 | 2026-07-27 00:00:00 | 2026-06-03 00:00:00 | hold | 1.25 | -0.0408 |
| 155.77% | 12 | 62 | 2026-07-19 00:00:00 | 2026-05-27 00:00:00 | hold | 0.72 | -0.1533 |
| 155.44% | 11 | 50 | 2026-07-11 00:00:00 | 2026-05-25 00:00:00 | hold | 0.62 | -0.1481 |
| 153.62% | 12 | 63 | 2026-07-19 00:00:00 | 2026-05-27 00:00:00 | hold | 0.70 | -0.1555 |
| 147.26% | 19 | 179 | 2026-08-18 00:00:00 | 2026-08-15 00:00:00 | hold | 1.13 | -0.0506 |


