AAVE_USD close: $298.92
Best strategy: MA(11,75) → 201.51% Return, Sharpe 2.01
Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
---|---|---|---|---|---|---|---|
201.51% | 11 | 75 | 2025-05-08 00:00:00 | 2025-02-04 00:00:00 | hold | 2.01 | -0.0440 |
188.48% | 12 | 75 | 2025-05-07 00:00:00 | 2025-02-05 00:00:00 | hold | 1.48 | -0.0454 |
181.61% | 11 | 101 | 2025-05-12 00:00:00 | 2025-02-10 00:00:00 | hold | 1.25 | -0.0662 |
177.37% | 11 | 76 | 2025-05-08 00:00:00 | 2025-02-04 00:00:00 | hold | 1.71 | -0.0505 |
166.87% | 15 | 95 | 2025-05-12 00:00:00 | 2025-02-10 00:00:00 | hold | 1.34 | -0.0175 |
162.46% | 12 | 74 | 2025-05-07 00:00:00 | 2025-02-04 00:00:00 | hold | 1.20 | -0.0482 |
161.00% | 12 | 76 | 2025-05-08 00:00:00 | 2025-02-05 00:00:00 | hold | 1.55 | -0.0454 |