Backtest · SMA crossover ORBX daily
StrategyBuy & holdDrawdown below · start $10,000
Sharpe by parameters · click a cell to load
In-sample sweep — great for intuition, dangerous for parameter picking (overfitting).
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—USDSession change
—since openSession range
—low – highSession volume
—base unitsRealized vol
—annualized, 1m returnsSpread
—top of bookSharpe by parameters · click a cell to load
In-sample sweep — great for intuition, dangerous for parameter picking (overfitting).