Immortus — Backtest Reports
Backtests of three strategies on BBCA (IDR) and AAPL (USD), run on Nautilus Trader. Each strategy is benchmarked against buy & hold of the same instrument.
| Strategy | Instrument | Total return | Buy & hold | CAGR | Max DD | Sharpe | # trades | Report |
|---|---|---|---|---|---|---|---|---|
| ema50_cross | BBCA | -27.9% | 2.0% | -6.3% | -40.6% | -0.42 | 47 | open |
| ema50_cross | AAPL | 45.7% | 110.6% | 7.8% | -26.8% | 0.54 | 44 | open |
| ema_crossover | BBCA | -10.8% | 2.0% | -2.3% | -19.6% | -0.16 | 8 | open |
| ema_crossover | AAPL | 61.3% | 110.6% | 10.0% | -18.1% | 0.65 | 11 | open |
| dip5_hold5 | BBCA | -1.5% | 2.0% | -0.3% | -3.7% | -0.17 | 7 | open |
| dip5_hold5 | AAPL | -3.9% | 110.6% | -0.8% | -4.6% | -0.62 | 6 | open |