KSM_USD close: $15.81
Best strategy: MA(21,116) → 356.71% Return, Sharpe 0.73
Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
---|---|---|---|---|---|---|---|
356.71% | 21 | 116 | 2025-09-10 00:00:00 | 2025-08-04 00:00:00 | hold | 0.73 | -0.0155 |
342.97% | 21 | 115 | 2025-09-10 00:00:00 | 2025-08-04 00:00:00 | hold | 0.70 | -0.0155 |
317.66% | 21 | 117 | 2025-09-10 00:00:00 | 2025-08-05 00:00:00 | hold | 0.65 | -0.0448 |
317.24% | 19 | 82 | 2025-08-21 00:00:00 | 2025-08-05 00:00:00 | hold | 0.64 | -0.0333 |
315.65% | 20 | 115 | 2025-09-09 00:00:00 | 2025-08-04 00:00:00 | hold | 0.65 | -0.0530 |
307.47% | 19 | 72 | 2025-07-27 00:00:00 | 2025-06-16 00:00:00 | hold | 0.61 | -0.0907 |
306.26% | 21 | 114 | 2025-09-09 00:00:00 | 2025-08-03 00:00:00 | hold | 0.63 | -0.0399 |