GMX_USD close: $5.38
Best strategy: MA(21,78) → 163.96% Return, Sharpe 1.18
| Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
|---|---|---|---|---|---|---|---|
| 163.96% | 21 | 78 | 2026-04-28 00:00:00 | 2026-06-03 00:00:00 | hold | 1.18 | -0.0875 |
| 160.88% | 11 | 50 | 2026-04-23 00:00:00 | 2026-05-25 00:00:00 | hold | 0.71 | -0.1481 |
| 155.37% | 20 | 87 | 2026-04-27 00:00:00 | 2026-06-03 00:00:00 | hold | 1.26 | -0.0311 |
| 155.28% | 20 | 88 | 2026-04-28 00:00:00 | 2026-06-03 00:00:00 | hold | 1.26 | -0.0408 |
| 154.67% | 12 | 62 | 2026-04-24 00:00:00 | 2026-05-27 00:00:00 | hold | 0.75 | -0.1533 |
| 152.53% | 12 | 63 | 2026-04-24 00:00:00 | 2026-05-27 00:00:00 | hold | 0.72 | -0.1555 |
| 148.19% | 19 | 179 | 2026-05-12 00:00:00 | 2026-05-18 00:00:00 | hold | 1.27 | -0.0325 |


