SPY

US · USD · Rejim belirsiz (200 bar yok) · Son 755.72 · 6A %5.8 · 12A %5.7 (kismi pencere)

Yatirim skoru59.1 / 100
HukumIZLEME LISTESI
Veri kapsami%40
Likidite cezasi0

En iyi strateji

mean_reversion_z15 · skor 83.9 · IS Sharpe 3.79 · OOS Sharpe 3.61 · uygun

Uyarilar

Stratejiler

StratejiSkorUygunIS SharpeOOS OOS CIOOS islemGetiri %MaxDD %IslemPF
mean_reversion_z1583.9 evet 3.793.61 — 2 11.3 -1.3 5 20.00
momentum_20_5053.4 hayir -0.07-1.76 — 2 1.0 -3.4 1 20.00
rsi_mr_30_5540.8 hayir 0.000.00 — 0 0.0 0.0 0 0.00
macd_12_2635.8 hayir -0.12-2.33 — 2 0.6 -4.6 5 1.33
supertrend_10_333.6 hayir -0.93-1.95 — 1 -2.5 -7.6 3 0.49
breakout_55_rsi30.6 hayir -2.08-2.83 — 1 -5.0 -5.7 2 0.00

Dosyalar

SPY_analiz.jsonSPY_backtest_ozet.csvSPY_backtest_ozet.xlsxSPY_equity.png

← Ana sayfa