Intraday Hurst Backtest
Sharpe is annualized from intraday bars. Results exclude commissions, borrow, slippage, and market impact.
| strategy |
total_return_pct |
sharpe |
max_drawdown_pct |
trades |
bars |
| MR_PEG |
-1.6200 |
-0.5500 |
-6.6400 |
18 |
1534 |
| MR_ANET |
-7.2000 |
-0.8450 |
-15.1200 |
17 |
1534 |
| MR_SRE |
12.3600 |
4.5160 |
-2.6500 |
18 |
1534 |
| MOM_TXN |
3.2200 |
1.3250 |
-2.5400 |
8 |
1534 |
| PAIR_SMH_SOXX |
0.0000 |
0.0000 |
0.0000 |
0 |
1534 |
| PAIR_F_GM |
0.2700 |
2.3680 |
-0.1000 |
1 |
1534 |
| PAIR_NVDA_AMD |
0.0000 |
0.0000 |
0.0000 |
0 |
1534 |
| PORTFOLIO_EQUAL_WEIGHT |
1.0600 |
0.8360 |
-2.1600 |
62 |
1534 |