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SMA 200/50 crossover for AMZN

Simple known strategy, when SMA 50 crosses over SMA 200, BUY, otherwise SELL if shares were previously bought. Next algorithm will actually open short positions on SMA 200 cross over SMA 50, as well as SMA 10 and SMA 20 crossover, with SMA 50 as Confirmation status.

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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 57a9a7bbb5cb4412ac76f0b0
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