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Benchmarks
Trading on Energy (XOM, CVX, COP, SLB, EOG)
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18.38
Return (%)
ATR
-6.5072
-0.0461
6.415
12.8761
Jun 7, 2026
Return (%)
Sharpe Ratio
Sortino Ratio
MDD (%)
Calmar Ratio
Win Rate
Updated 1mo ago
Evaluation Results
Method
Method
Links
Return (%)
Sharpe Ratio
Sortino Ratio
MDD (%)
Calmar Ratio
Win Rate
ATR
Averaging Protocol=Six...
2026.06
18.38
1.04
1.08
9.98
1.52
60
TurnMonth
Averaging Protocol=Six...
2026.06
17.93
0.86
0.72
10.14
1.73
60
GIFT
Averaging Protocol=Six...
2026.06
12.03
1.09
1.21
13.24
3.01
-
XGBoost
Averaging Protocol=Six...
2026.06
8.83
0.93
0.83
6.53
1.46
80
Bollinger
Averaging Protocol=Six...
2026.06
8.01
0.52
0.52
10.43
0.64
80
WMA
Averaging Protocol=Six...
2026.06
1.08
0.09
0.14
13.95
0.12
100
SMA
Averaging Protocol=Six...
2026.06
-5.55
-0.3
-0.31
18.76
-0.15
100
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