KSM_USD close: $14.57
Best strategy: MA(21,116) → 347.24% Return, Sharpe 0.75
Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
---|---|---|---|---|---|---|---|
347.24% | 21 | 116 | 2025-05-21 00:00:00 | 2025-06-13 00:00:00 | hold | 0.75 | 0.0000 |
333.86% | 21 | 115 | 2025-05-20 00:00:00 | 2025-06-14 00:00:00 | hold | 0.72 | 0.0000 |
328.00% | 21 | 117 | 2025-05-21 00:00:00 | 2025-06-13 00:00:00 | hold | 0.70 | -0.0448 |
324.67% | 19 | 72 | 2025-05-11 00:00:00 | 2025-06-16 00:00:00 | hold | 0.67 | -0.0907 |
316.20% | 20 | 115 | 2025-05-20 00:00:00 | 2025-06-13 00:00:00 | hold | 0.68 | -0.0038 |
315.57% | 21 | 114 | 2025-05-20 00:00:00 | 2025-06-14 00:00:00 | hold | 0.68 | -0.0038 |
314.54% | 19 | 80 | 2025-05-12 00:00:00 | 2025-06-16 00:00:00 | hold | 0.66 | -0.0077 |