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12.46
Return
TurnMonth
-0.6856
2.7272
6.14
9.5528
Jun 7, 2026
Return
Sharpe Ratio
Sortino Ratio
Maximum Drawdown
Calmar Ratio
Win Rate
Updated 1mo ago
Evaluation Results
Method
Method
Links
Return
Sharpe Ratio
Sortino Ratio
Maximum Drawdown
Calmar Ratio
Win Rate
TurnMonth
Averaging Protocol=Six...
2026.06
12.46
0.7
0.59
9.86
1.38
60
GIFT
Averaging Protocol=Six...
2026.06
9.17
1.14
1.48
13.74
4.09
-
XGBoost
Averaging Protocol=Six...
2026.06
6.86
0.86
0.95
8.12
2.08
80
ATR
Averaging Protocol=Six...
2026.06
3.01
0.51
0.39
13.86
1.03
100
Bollinger
Averaging Protocol=Six...
2026.06
2.52
0.47
0.38
10.95
0.78
80
SMA
Averaging Protocol=Six...
2026.06
0.85
0.09
0.22
10.45
0.32
80
WMA
Averaging Protocol=Six...
2026.06
-0.18
-0.04
0.01
9.91
0.17
80
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