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Moving Average Backtest

  MA Type Days

When hold  
otherwise hold  


Reminders: Prices are adjusted for both splits and dividends to capture the full value stream. Future results will likely be different from past resuts. LLC reserves the right to use any screens entered here for any purpose.

Model Results
Max Drawdown-17.42-33.72
Std Deviation12.8721.32
Ulcer Index7.938.58
Sharpe Ratio0.540.44
Sortino Ratio0.710.61
Martin Ratio0.881.10
Run from 2017-11-25 to 2022-11-25
Current Holding: cash

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