Optimizing Moving-Average Trading Strategy: Evidence in Malaysia Equity Market
Table 1:
| Total No. of Months | 180 |
| Avg. Profit per month (%) | 0.0522 |
| Avg. Loss per month (%) | -0.0364 |
| Reward-to-Risk ratio | 1.4352 |
| Strategy Return | 1.1121 |
| Portfolio avg. return (geometric return) | 0.0042 |
| Standard deviation of return | 0.0041 |
| Sharp Ratio | 0.0944 |
| Skewness | -0.2841 |
| Kurtosis | 1.1743 |