ARB_USD close: $0.09
Best strategy: MA(12,118) → 196.18% Return, Sharpe 1.29
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 196.18% | 12 | 118 | 2026-05-07 00:00:00 | 2026-05-27 00:00:00 | hold | 1.29 | -0.0234 |
| 190.63% | 17 | 54 | 2026-08-26 00:00:00 | 2026-08-04 00:00:00 | hold | 1.28 | -0.0299 |
| 180.72% | 13 | 119 | 2026-05-08 00:00:00 | 2026-05-28 00:00:00 | hold | 1.02 | -0.0485 |
| 177.44% | 17 | 53 | 2026-08-26 00:00:00 | 2026-08-04 00:00:00 | hold | 1.10 | -0.0606 |
| 176.94% | 21 | 109 | 2026-04-30 00:00:00 | 2026-06-03 00:00:00 | hold | 0.99 | -0.0488 |
| 172.97% | 13 | 118 | 2026-05-07 00:00:00 | 2026-05-28 00:00:00 | hold | 0.92 | -0.0743 |
| 171.04% | 16 | 55 | 2026-08-25 00:00:00 | 2026-08-04 00:00:00 | hold | 1.23 | -0.0299 |


