SNX_USD close: $0.65
Best strategy: MA(14,57) → 167.09% Return, Sharpe 1.39
Return | Short MA | Long MA | Buy | Sell | Action | Sharpe | Drawdown |
---|---|---|---|---|---|---|---|
167.09% | 14 | 57 | 2025-05-12 00:00:00 | 2025-06-05 00:00:00 | hold | 1.39 | -0.0886 |
152.21% | 15 | 56 | 2025-05-12 00:00:00 | 2025-06-05 00:00:00 | hold | 1.00 | -0.0715 |
150.67% | 12 | 56 | 2025-05-12 00:00:00 | 2025-06-04 00:00:00 | hold | 1.51 | -0.0600 |
149.92% | 21 | 66 | 2025-05-13 00:00:00 | 2025-06-11 00:00:00 | hold | 1.07 | -0.1119 |
147.81% | 11 | 62 | 2025-05-12 00:00:00 | 2025-06-04 00:00:00 | hold | 1.17 | -0.0727 |
147.81% | 21 | 55 | 2025-05-11 00:00:00 | 2025-06-08 00:00:00 | hold | 0.83 | -0.0791 |
147.24% | 17 | 80 | 2025-05-17 00:00:00 | 2025-06-05 00:00:00 | hold | 1.31 | -0.0636 |