System CAGR Max DD coeff norm. CAGR
BBO-20
26.41%
59.33%
0.42
11.09%
BBO-200
17.65%
39.16%
0.64
11.30%
BBO-50
32.06%
49.45%
0.51
16.19%
Donchian-20
64.20%
52.33%
0.48
30.82%
Donchian-200
19.96%
47.51%
0.53
10.48%
Donchian-50
36.11%
50.29%
0.5
17.87%
MA-10-20
56.10%
72.23%
0.345
19.35%
MA-20-50
40.15%
52.19%
0.48
19.27%
MA-50-200
21.87%
41.07%
0.61
13.34%
TMA-10-20-50
61.54%
69.96%
0.36
21.85%
TMA-20-50-200
43.95%
48.40%
0.52
22.63%
TMA-50-200-800
16.08%
47.75%
0.53
8.44%