the performance of strategies during recent operational weeks (QQQ)
timeframe:1day
| market | strategy | param | total_return | average | annualized | cost |
|---|---|---|---|---|---|---|
| recent | BuyAndHoldStrategy | {} | 0.3228 | 0.0013 | 0.3882 | 4468.3627 |
| recent | VortexStrategy | {} | 0.2031 | 0.0008 | 0.2293 | 20643.6991 |
| recent | SmoothedMovingAverageStrategy | {} | 0.1865 | 0.0008 | 0.2087 | 4326.9362 |
| recent | ZeroLagExponentialMovingAverageOscillatorStrategy | {} | 0.1751 | 0.0007 | 0.1947 | 3308.3684 |
| recent | AdxStrategy | {} | 0.1269 | 0.0005 | 0.1376 | 4084.2959 |
| recent | HullMovingAverageStrategy | {} | 0.0599 | 0.0002 | 0.0628 | 8613.0068 |
| recent | MovingAverageSimpleStrategy | {} | 0.0538 | 0.0002 | 0.0562 | 7299.863 |
| recent | MACDHistoStrategy | {} | 0.0538 | 0.0002 | 0.0562 | 7299.863 |
| recent | AdaptiveMovingAverageStrategy | {} | 0.0431 | 0.0002 | 0.0447 | 6161.6672 |
| recent | TrueRangeStrategy | {} | 0.0365 | 0.0001 | 0.0378 | 22588.7992 |
| recent | ZeroLagIndicatorStrategy | {} | 0.0151 | 0.0001 | 0.0154 | 9633.874 |
| recent | WaveStrategy | {} | 0.0142 | 0.0001 | 0.0146 | 4491.1744 |
| recent | TripleExponentialMovingAverageEnvelopeStrategy | {"period": 14} | 0.0137 | 0.0001 | 0.0001 | 5797.1884 |
| recent | KdjStrategy | {} | 0.0012 | 0.0 | 0.0012 | 9577.6848 |
| recent | GridStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | MAStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | SmaCrossStrategy | {} | -0.0033 | 0.0 | -0.0034 | 1015.1198 |
| recent | RateOfChangeStrategy | {} | -0.0141 | -0.0001 | -0.0142 | 18300.2177 |
| recent | MomentumStrategy | {} | -0.0141 | -0.0001 | -0.0142 | 18300.2177 |
| recent | IchimokuStrategy | {} | -0.0269 | -0.0001 | -0.027 | 906.7187 |
| recent | OLSTransformationNStrategy | {} | -0.0586 | -0.0002 | -0.0578 | 388.263 |
| recent | OLSSlopeInterceptNStrategy | {} | -0.0586 | -0.0002 | -0.0578 | 388.263 |
| recent | TurtleStrategy | {} | -0.0599 | -0.0002 | -0.0591 | 2133.4145 |
| recent | MeanDeviationStrategy | {} | -0.0614 | -0.0002 | -0.0605 | 6315.0712 |
| recent | MacdStrategy | {} | -0.0684 | -0.0003 | -0.0672 | 2489.5563 |
| recent | PercentagePriceOscillatorStrategy | {} | -0.0704 | -0.0003 | -0.069 | 576.4614 |
| recent | BollingerStrategy | {} | -0.1046 | -0.0004 | -0.1008 | 868.728 |
| recent | AccelerationDecelerationOscillatorStrategy | {} | -0.1246 | -0.0005 | -0.119 | 4333.9222 |
| recent | BollingerRsiStrategy | {} | -0.1432 | -0.0006 | -0.1354 | 1137.9727 |
| recent | RSIStrategy | {} | -0.1622 | -0.0007 | -0.1519 | 6016.8225 |
| recent | CCIStrategy | {} | -0.2486 | -0.001 | -0.2232 | 5966.8662 |
timeframe:5m
| market | strategy | param | total_return | average | annualized | cost |
|---|---|---|---|---|---|---|
| recent | BollingerStrategy | {} | 0.0192 | 0.0 | 0.0 | 98.7957 |
| recent | BuyAndHoldStrategy | {} | 0.0045 | 0.0 | 0.0 | 99.1922 |
| recent | GridStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | MAStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | TripleExponentialMovingAverageEnvelopeStrategy | {"period": 14} | -0.0021 | 0.0 | 0.0 | 1297.3822 |
| recent | ZeroLagExponentialMovingAverageOscillatorStrategy | {} | -0.0056 | 0.0 | 0.0 | 99.0083 |
| recent | SmaCrossStrategy | {} | -0.0183 | 0.0 | 0.0 | 3029.2833 |
| recent | AdxStrategy | {} | -0.0207 | 0.0 | 0.0 | 3670.3746 |
| recent | OLSTransformationNStrategy | {} | -0.0248 | 0.0 | 0.0 | 1173.1347 |
| recent | OLSSlopeInterceptNStrategy | {} | -0.0248 | 0.0 | 0.0 | 1173.1347 |
| recent | IchimokuStrategy | {} | -0.0312 | 0.0 | 0.0 | 4137.3934 |
| recent | BollingerRsiStrategy | {} | -0.0328 | -0.0001 | -0.0001 | 983.9879 |
| recent | PercentagePriceOscillatorStrategy | {} | -0.0355 | -0.0001 | -0.0001 | 2334.3824 |
| recent | TurtleStrategy | {} | -0.04 | -0.0001 | -0.0001 | 2939.8726 |
| recent | MacdStrategy | {} | -0.0582 | -0.0001 | -0.0001 | 6065.7407 |
| recent | SmoothedMovingAverageStrategy | {} | -0.0609 | -0.0001 | -0.0001 | 8451.6724 |
| recent | MovingAverageSimpleStrategy | {} | -0.0829 | -0.0001 | -0.0001 | 10939.0057 |
| recent | MACDHistoStrategy | {} | -0.0829 | -0.0001 | -0.0001 | 10939.0057 |
| recent | CCIStrategy | {} | -0.0963 | -0.0002 | -0.0002 | 15905.1533 |
| recent | AdaptiveMovingAverageStrategy | {} | -0.1071 | -0.0002 | -0.0002 | 11900.406 |
| recent | AccelerationDecelerationOscillatorStrategy | {} | -0.1135 | -0.0002 | -0.0002 | 10971.0523 |
| recent | RSIStrategy | {} | -0.1156 | -0.0002 | -0.0002 | 21944.5259 |
| recent | WaveStrategy | {} | -0.1195 | -0.0002 | -0.0002 | 12099.4429 |
| recent | MeanDeviationStrategy | {} | -0.1312 | -0.0002 | -0.0002 | 14709.3325 |
| recent | HullMovingAverageStrategy | {} | -0.153 | -0.0002 | -0.0002 | 19459.3934 |
| recent | KdjStrategy | {} | -0.1731 | -0.0003 | -0.0003 | 21238.8112 |
| recent | ZeroLagIndicatorStrategy | {} | -0.1805 | -0.0003 | -0.0003 | 23487.9638 |
| recent | RateOfChangeStrategy | {} | -0.2742 | -0.0004 | -0.0004 | 38775.8721 |
| recent | MomentumStrategy | {} | -0.2742 | -0.0004 | -0.0004 | 38777.6689 |
| recent | VortexStrategy | {} | -0.3149 | -0.0005 | -0.0005 | 36846.7583 |
| recent | TrueRangeStrategy | {} | -0.399 | -0.0006 | -0.0006 | 51382.2346 |