| # | Strategy | Parameters | Sharpe | Return | Max DD | Win | Trades |
|---|---|---|---|---|---|---|---|
| 1 | SMA | fast=25, slow=90 | 2.299 | +172.1% | -25.9% | 75% | 5 |
| 2 | SMA | fast=35, slow=40 | 1.999 | +188.0% | -35.6% | 50% | 11 |
| 3 | SMA | fast=15, slow=100 | 1.973 | +128.8% | -23.1% | 25% | 5 |
| 4 | SMA | fast=30, slow=50 | 1.936 | +159.6% | -33.2% | 75% | 5 |
| 5 | SMA | fast=10, slow=90 | 1.890 | +126.1% | -34.3% | 50% | 5 |
| 6 | SMA | fast=15, slow=40 | 1.809 | +142.6% | -33.9% | 75% | 5 |
| 7 | SMA | fast=20, slow=40 | 1.727 | +129.9% | -35.7% | 75% | 5 |
| 8 | SMA | fast=10, slow=100 | 1.696 | +100.1% | -30.8% | 25% | 5 |
| 9 | SMA | fast=30, slow=40 | 1.684 | +123.3% | -41.5% | 33% | 10 |
| 10 | SMA | fast=15, slow=60 | 1.639 | +115.2% | -39.3% | 75% | 5 |
| # | Strategy | Parameters | Sharpe | Return | Max DD | Win | Trades |
|---|---|---|---|---|---|---|---|
| 1 | RSI | w=10, lo=30, hi=80 | 2.154 | +97.7% | -13.8% | 73% | 16 |
| 2 | RSI | w=10, lo=35, hi=80 | 2.131 | +96.0% | -13.8% | 73% | 16 |
| 3 | RSI | w=15, lo=35, hi=80 | 1.936 | +80.5% | -24.2% | 80% | 11 |
| 4 | RSI | w=10, lo=30, hi=75 | 1.843 | +78.0% | -16.6% | 73% | 16 |
| 5 | RSI | w=10, lo=35, hi=75 | 1.820 | +76.5% | -16.6% | 73% | 16 |
| 6 | RSI | w=10, lo=25, hi=80 | 1.725 | +71.3% | -29.2% | 77% | 14 |
| 7 | RSI | w=10, lo=25, hi=75 | 1.560 | +61.8% | -29.1% | 77% | 14 |
| 8 | RSI | w=10, lo=20, hi=80 | 1.485 | +55.9% | -29.2% | 80% | 11 |
| 9 | RSI | w=10, lo=20, hi=75 | 1.477 | +55.5% | -29.1% | 80% | 11 |
| 10 | RSI | w=15, lo=30, hi=80 | 1.322 | +47.3% | -24.2% | 75% | 9 |
| # | Strategy | Parameters | Sharpe | Return | Max DD | Win | Trades |
|---|---|---|---|---|---|---|---|
| 1 | RSI | w=5, lo=20, hi=70 | 1.553 | +101.7% | -43.1% | 74% | 32 |
| 2 | RSI | w=5, lo=20, hi=75 | 1.508 | +96.1% | -43.1% | 71% | 29 |
| 3 | RSI | w=5, lo=20, hi=65 | 1.181 | +64.9% | -43.1% | 71% | 32 |
| 4 | SMA | fast=50, slow=110 | 1.163 | +38.5% | -19.1% | 60% | 6 |
| 5 | RSI | w=5, lo=35, hi=70 | 1.124 | +59.0% | -37.0% | 72% | 40 |
| 6 | RSI | w=5, lo=30, hi=70 | 1.076 | +54.8% | -37.0% | 70% | 38 |
| 7 | RSI | w=5, lo=20, hi=80 | 1.062 | +53.8% | -46.7% | 69% | 27 |
| 8 | RSI | w=5, lo=35, hi=75 | 1.045 | +52.0% | -37.0% | 69% | 37 |
| 9 | RSI | w=5, lo=30, hi=75 | 0.999 | +48.3% | -37.0% | 68% | 35 |
| 10 | SMA | fast=10, slow=50 | 0.913 | +33.2% | -28.7% | 22% | 10 |
| # | Strategy | Parameters | Sharpe | Return | Max DD | Win | Trades |
|---|---|---|---|---|---|---|---|
| 1 | RSI | w=25, lo=25, hi=75 | 2.083 | +265.4% | -42.0% | 100% | 5 |
| 2 | SMA | fast=15, slow=30 | 2.056 | +322.7% | -40.1% | 70% | 11 |
| 3 | RSI | w=25, lo=30, hi=75 | 1.823 | +201.7% | -45.9% | 100% | 5 |
| 4 | RSI | w=25, lo=35, hi=75 | 1.762 | +217.5% | -49.4% | 100% | 5 |
| 5 | RSI | w=30, lo=35, hi=65 | 1.646 | +190.4% | -50.7% | 83% | 7 |
| 6 | MACD | fast=12, slow=30, signal=12 | 1.573 | +171.8% | -41.9% | 45% | 23 |
| 7 | MACD | fast=12, slow=21, signal=9 | 1.412 | +141.3% | -53.6% | 62% | 25 |
| 8 | RSI | w=25, lo=35, hi=70 | 1.296 | +111.3% | -53.1% | 83% | 7 |
| 9 | RSI | w=20, lo=30, hi=75 | 1.266 | +103.9% | -57.0% | 75% | 5 |
| 10 | RSI | w=20, lo=20, hi=75 | 1.233 | +93.9% | -42.0% | 100% | 5 |
| # | Strategy | Parameters | Sharpe | Return | Max DD | Win | Trades |
|---|---|---|---|---|---|---|---|
| 1 | SMA | fast=35, slow=50 | 2.146 | +237.3% | -38.6% | 75% | 5 |
| 2 | SMA | fast=15, slow=80 | 1.877 | +155.8% | -38.6% | 60% | 6 |
| 3 | SMA | fast=15, slow=90 | 1.656 | +113.5% | -33.3% | 50% | 5 |
| 4 | SMA | fast=30, slow=50 | 1.623 | +144.7% | -49.4% | 67% | 7 |
| 5 | SMA | fast=5, slow=100 | 1.539 | +99.2% | -31.3% | 50% | 5 |
| 6 | SMA | fast=25, slow=50 | 1.531 | +133.1% | -50.8% | 75% | 5 |
| 7 | SMA | fast=15, slow=70 | 1.497 | +113.2% | -39.4% | 40% | 6 |
| 8 | SMA | fast=15, slow=60 | 1.475 | +120.9% | -49.4% | 40% | 6 |
| 9 | SMA | fast=5, slow=80 | 1.454 | +101.8% | -50.7% | 33% | 7 |
| 10 | SMA | fast=30, slow=40 | 1.444 | +121.2% | -40.2% | 33% | 7 |
| # | Strategy | Parameters | Sharpe | Return | Max DD | Win | Trades |
|---|---|---|---|---|---|---|---|
| 1 | SMA | fast=5, slow=90 | 1.902 | +203.0% | -34.9% | 0% | 5 |
| 2 | SMA | fast=20, slow=80 | 1.885 | +202.3% | -35.2% | 20% | 6 |
| 3 | SMA | fast=10, slow=90 | 1.625 | +149.7% | -48.8% | 20% | 6 |
| 4 | SMA | fast=20, slow=70 | 1.529 | +139.0% | -46.9% | 0% | 5 |
| 5 | SMA | fast=15, slow=100 | 1.497 | +127.8% | -52.2% | 0% | 6 |
| 6 | SMA | fast=25, slow=40 | 1.453 | +131.7% | -40.0% | 50% | 11 |
| 7 | SMA | fast=5, slow=80 | 1.345 | +104.2% | -38.3% | 14% | 8 |
| 8 | SMA | fast=30, slow=40 | 1.223 | +92.8% | -40.0% | 33% | 13 |
| 9 | SMA | fast=25, slow=50 | 1.129 | +78.5% | -45.8% | 50% | 9 |
| 10 | RSI | w=15, lo=35, hi=75 | 1.119 | -12.3% | -181.7% | 62% | 9 |
| # | Strategy | Parameters | Sharpe | Return | Max DD | Win | Trades |
|---|---|---|---|---|---|---|---|
| 1 | MACD | fast=8, slow=26, signal=12 | 2.160 | +284.6% | -27.9% | 60% | 21 |
| 2 | MACD | fast=8, slow=30, signal=12 | 1.861 | +206.8% | -36.7% | 69% | 17 |
| 3 | MACD | fast=12, slow=26, signal=7 | 1.660 | +165.3% | -31.4% | 64% | 23 |
| 4 | MACD | fast=8, slow=30, signal=9 | 1.558 | +141.5% | -33.5% | 50% | 23 |
| 5 | MACD | fast=12, slow=30, signal=12 | 1.319 | +106.0% | -30.4% | 71% | 15 |
| 6 | MACD | fast=8, slow=21, signal=12 | 1.290 | +102.9% | -45.6% | 58% | 27 |
| 7 | MACD | fast=12, slow=21, signal=7 | 1.156 | +82.1% | -40.9% | 57% | 29 |
| 8 | MACD | fast=8, slow=26, signal=9 | 1.084 | +69.7% | -49.2% | 46% | 25 |
| 9 | MACD | fast=12, slow=26, signal=9 | 1.080 | +69.7% | -44.8% | 55% | 21 |
| 10 | RSI | w=15, lo=25, hi=75 | 1.057 | +70.6% | -48.3% | 75% | 5 |
| # | Strategy | Parameters | Sharpe | Return | Max DD | Win | Trades |
|---|---|---|---|---|---|---|---|
| 1 | SMA | fast=5, slow=20 | 2.744 | +432.1% | -43.0% | 55% | 12 |
| 2 | SMA | fast=5, slow=30 | 2.458 | +336.2% | -46.7% | 55% | 12 |
| 3 | SMA | fast=10, slow=20 | 2.349 | +320.4% | -40.3% | 45% | 12 |
| 4 | MACD | fast=16, slow=30, signal=12 | 2.321 | +312.2% | -37.1% | 64% | 15 |
| 5 | SMA | fast=15, slow=20 | 2.032 | +244.0% | -55.7% | 73% | 16 |
| 6 | SMA | fast=5, slow=40 | 1.954 | +207.7% | -43.1% | 44% | 10 |
| 7 | SMA | fast=15, slow=30 | 1.947 | +220.4% | -42.9% | 44% | 10 |
| 8 | SMA | fast=5, slow=170 | 1.918 | +163.3% | -38.6% | 25% | 5 |
| 9 | SMA | fast=5, slow=120 | 1.917 | +174.0% | -32.3% | 50% | 5 |
| 10 | MACD | fast=16, slow=30, signal=9 | 1.870 | +196.9% | -38.0% | 38% | 25 |
| # | Strategy | Parameters | Sharpe | Return | Max DD | Win | Trades |
|---|---|---|---|---|---|---|---|
| 1 | SMA | fast=20, slow=30 | 1.780 | +123.6% | -45.0% | 82% | 12 |
| 2 | RSI | w=15, lo=35, hi=80 | 1.501 | +114.3% | -40.9% | 86% | 8 |
| 3 | SMA | fast=25, slow=30 | 1.472 | +89.8% | -30.4% | 76% | 18 |
| 4 | RSI | w=10, lo=35, hi=80 | 1.093 | +65.0% | -45.2% | 67% | 10 |
| 5 | RSI | w=15, lo=35, hi=75 | 1.092 | +65.6% | -40.9% | 86% | 8 |
| 6 | RSI | w=15, lo=30, hi=80 | 0.912 | +46.3% | -40.9% | 60% | 6 |
| 7 | MACD | fast=12, slow=21, signal=7 | 0.842 | +39.0% | -50.0% | 44% | 35 |
| 8 | RSI | w=10, lo=35, hi=65 | 0.758 | +32.9% | -46.0% | 69% | 17 |
| 9 | SMA | fast=15, slow=40 | 0.715 | +27.1% | -32.9% | 56% | 10 |
| 10 | SMA | fast=15, slow=30 | 0.712 | +26.3% | -41.8% | 45% | 12 |
| # | Strategy | Parameters | Sharpe | Return | Max DD | Win | Trades |
|---|---|---|---|---|---|---|---|
| 1 | SMA | fast=5, slow=90 | 1.300 | +57.3% | -31.9% | 25% | 5 |
| 2 | SMA | fast=10, slow=100 | 1.200 | +51.6% | -30.6% | 50% | 5 |
| 3 | SMA | fast=10, slow=40 | 1.179 | +58.7% | -37.8% | 29% | 8 |
| 4 | SMA | fast=25, slow=40 | 1.127 | +54.9% | -35.4% | 43% | 8 |
| 5 | SMA | fast=5, slow=100 | 1.125 | +46.3% | -34.7% | 25% | 5 |
| 6 | SMA | fast=5, slow=50 | 1.116 | +52.3% | -45.8% | 29% | 8 |
| 7 | SMA | fast=10, slow=50 | 1.050 | +46.7% | -35.6% | 20% | 6 |
| 8 | SMA | fast=20, slow=30 | 0.991 | +43.2% | -42.0% | 36% | 12 |
| 9 | SMA | fast=30, slow=40 | 0.937 | +40.9% | -39.3% | 57% | 8 |
| 10 | SMA | fast=25, slow=30 | 0.821 | +33.3% | -37.5% | 42% | 20 |