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Moving Average Crossover
Classic 50/200 SMA crossover. Long when fast crosses above slow, flat otherwise. Long-only equity exposure.
Sharpe
1.18
CAGR
9.2%
Max DD
-16.4%
Trades
412
Equity curve
Drawdown
Sortino2.41
Calmar0.56
Win rate58.4%
Avg win+1.84%
Avg loss-1.21%
Profit factor1.92
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