GMX_USD close: $15.22
Best strategy: MA(21,172) → 145.30% Return, Sharpe 1.54
Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
---|---|---|---|---|---|---|---|
145.30% | 21 | 172 | 2025-08-16 00:00:00 | 2025-01-17 00:00:00 | hold | 1.54 | -0.0049 |
145.30% | 21 | 171 | 2025-08-16 00:00:00 | 2025-01-17 00:00:00 | hold | 1.54 | -0.0049 |
145.30% | 21 | 170 | 2025-08-16 00:00:00 | 2025-01-17 00:00:00 | hold | 1.54 | -0.0049 |
144.47% | 21 | 169 | 2025-08-15 00:00:00 | 2025-01-17 00:00:00 | hold | 1.50 | -0.0049 |
142.62% | 19 | 179 | 2025-08-16 00:00:00 | 2025-01-15 00:00:00 | hold | 1.41 | -0.0046 |
142.38% | 21 | 78 | 2025-08-14 00:00:00 | 2025-06-26 00:00:00 | hold | 1.04 | -0.0875 |
137.36% | 19 | 177 | 2025-08-16 00:00:00 | 2025-01-15 00:00:00 | hold | 1.18 | -0.0467 |