LTC_USD close: $115.28
Best strategy: MA(14,62) → 188.39% Return, Sharpe 1.62
Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
---|---|---|---|---|---|---|---|
188.39% | 14 | 62 | 2025-07-15 00:00:00 | 2025-09-07 00:00:00 | hold | 1.62 | -0.0351 |
180.25% | 11 | 66 | 2025-07-14 00:00:00 | 2025-06-13 00:00:00 | hold | 1.32 | -0.1274 |
178.84% | 11 | 68 | 2025-07-15 00:00:00 | 2025-06-14 00:00:00 | hold | 1.40 | -0.1006 |
178.60% | 12 | 68 | 2025-07-15 00:00:00 | 2025-06-14 00:00:00 | hold | 1.69 | -0.0455 |
171.82% | 16 | 50 | 2025-07-12 00:00:00 | 2025-09-02 00:00:00 | hold | 1.61 | -0.0423 |
168.26% | 16 | 55 | 2025-07-13 00:00:00 | 2025-09-05 00:00:00 | hold | 1.33 | -0.0766 |
167.03% | 11 | 69 | 2025-07-15 00:00:00 | 2025-06-14 00:00:00 | hold | 1.24 | -0.0988 |