SNX_USD close: $0.68
Best strategy: MA(14,121) → 158.68% Return, Sharpe 1.57
Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
---|---|---|---|---|---|---|---|
158.68% | 14 | 121 | 2025-08-22 00:00:00 | 2025-07-31 00:00:00 | hold | 1.57 | -0.0179 |
153.31% | 11 | 62 | 2025-08-12 00:00:00 | 2025-08-02 00:00:00 | hold | 1.16 | -0.0727 |
153.12% | 12 | 56 | 2025-08-12 00:00:00 | 2025-08-03 00:00:00 | hold | 1.40 | -0.0600 |
152.06% | 14 | 57 | 2025-08-13 00:00:00 | 2025-08-05 00:00:00 | hold | 0.99 | -0.1263 |
151.52% | 21 | 66 | 2025-07-25 00:00:00 | 2025-06-11 00:00:00 | hold | 1.07 | -0.1119 |
149.06% | 15 | 119 | 2025-08-22 00:00:00 | 2025-07-31 00:00:00 | hold | 1.38 | -0.0220 |
148.76% | 21 | 67 | 2025-07-26 00:00:00 | 2025-06-11 00:00:00 | hold | 0.89 | -0.1287 |