FIL_USD close: $2.65
Best strategy: MA(11,56) → 166.45% Return, Sharpe 0.89
Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
---|---|---|---|---|---|---|---|
166.45% | 11 | 56 | 2025-07-16 00:00:00 | 2025-06-02 00:00:00 | hold | 0.89 | -0.1300 |
165.40% | 14 | 55 | 2025-07-17 00:00:00 | 2025-06-04 00:00:00 | buy now | 0.88 | -0.1942 |
162.61% | 10 | 52 | 2025-07-15 00:00:00 | 2025-06-01 00:00:00 | hold | 0.82 | -0.1357 |
159.93% | 19 | 50 | 2025-05-07 00:00:00 | 2025-06-04 00:00:00 | hold | 0.93 | -0.1150 |
157.81% | 15 | 120 | 2024-11-15 00:00:00 | 2025-02-01 00:00:00 | hold | 1.19 | 0.0000 |
157.50% | 19 | 51 | 2025-05-07 00:00:00 | 2025-06-04 00:00:00 | hold | 0.84 | -0.1748 |
155.57% | 14 | 127 | 2024-11-15 00:00:00 | 2025-02-01 00:00:00 | hold | 1.16 | 0.0000 |