the performance of strategies during recent operational weeks (QQQ)
timeframe:1day
| market | strategy | param | total_return | average | annualized | cost |
|---|---|---|---|---|---|---|
| recent | MomentumStrategy | {} | 0.1476 | 0.0006 | 0.1619 | 17136.5908 |
| recent | RateOfChangeStrategy | {} | 0.1388 | 0.0006 | 0.1515 | 16669.8778 |
| recent | SmaCrossStrategy | {} | 0.119 | 0.0005 | 0.1286 | 2059.3652 |
| recent | MeanDeviationStrategy | {} | 0.1172 | 0.0005 | 0.1264 | 8428.5253 |
| recent | BuyAndHoldStrategy | {} | 0.0783 | 0.0003 | 0.0828 | 4653.2959 |
| recent | ZeroLagExponentialMovingAverageOscillatorStrategy | {} | 0.0779 | 0.0003 | 0.0823 | 3423.1292 |
| recent | VortexStrategy | {} | 0.0693 | 0.0003 | 0.0729 | 17150.0071 |
| recent | RSIStrategy | {} | 0.0633 | 0.0003 | 0.0665 | 13190.6859 |
| recent | PercentagePriceOscillatorStrategy | {} | 0.0486 | 0.0002 | 0.0506 | 1191.0979 |
| recent | TrueRangeStrategy | {} | 0.0401 | 0.0002 | 0.0416 | 23285.2595 |
| recent | TripleExponentialMovingAverageEnvelopeStrategy | {"period": 14} | 0.0137 | 0.0001 | 0.0001 | 5797.1884 |
| recent | MacdStrategy | {} | 0.0051 | 0.0 | 0.0052 | 2286.6575 |
| recent | GridStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | MAStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | AdxStrategy | {} | -0.0019 | 0.0 | -0.0019 | 5192.2423 |
| recent | IchimokuStrategy | {} | -0.0107 | 0.0 | -0.0108 | 1222.8403 |
| recent | OLSTransformationNStrategy | {} | -0.0219 | -0.0001 | -0.022 | 1289.4386 |
| recent | OLSSlopeInterceptNStrategy | {} | -0.0219 | -0.0001 | -0.022 | 1289.4386 |
| recent | BollingerRsiStrategy | {} | -0.0242 | -0.0001 | -0.0243 | 683.0607 |
| recent | BollingerStrategy | {} | -0.0365 | -0.0001 | -0.0364 | 299.3178 |
| recent | SmoothedMovingAverageStrategy | {} | -0.0433 | -0.0002 | -0.0431 | 5967.9499 |
| recent | MovingAverageSimpleStrategy | {} | -0.0686 | -0.0003 | -0.0674 | 6343.1349 |
| recent | MACDHistoStrategy | {} | -0.0686 | -0.0003 | -0.0674 | 6343.1349 |
| recent | HullMovingAverageStrategy | {} | -0.0719 | -0.0003 | -0.0705 | 9024.4717 |
| recent | AccelerationDecelerationOscillatorStrategy | {} | -0.0733 | -0.0003 | -0.0718 | 4560.7317 |
| recent | WaveStrategy | {} | -0.0855 | -0.0003 | -0.0832 | 4479.5022 |
| recent | ZeroLagIndicatorStrategy | {} | -0.0977 | -0.0004 | -0.0945 | 9283.4462 |
| recent | TurtleStrategy | {} | -0.0999 | -0.0004 | -0.0966 | 1444.6345 |
| recent | AdaptiveMovingAverageStrategy | {} | -0.1007 | -0.0004 | -0.0973 | 6037.5364 |
| recent | KdjStrategy | {} | -0.1305 | -0.0005 | -0.1242 | 8674.5466 |
| recent | CCIStrategy | {} | -0.142 | -0.0006 | -0.1344 | 6309.2673 |
timeframe:5m
| market | strategy | param | total_return | average | annualized | cost |
|---|---|---|---|---|---|---|
| recent | ZeroLagExponentialMovingAverageOscillatorStrategy | {} | 0.003 | 0.0 | 0.0 | 99.235 |
| recent | BollingerStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | AdxStrategy | {} | 0.0 | 0.0 | 0.0 | 394.7746 |
| recent | GridStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | MAStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | OLSTransformationNStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | OLSSlopeInterceptNStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | IchimokuStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | BuyAndHoldStrategy | {} | -0.0001 | 0.0 | 0.0 | 98.8057 |
| recent | BollingerRsiStrategy | {} | -0.0008 | 0.0 | 0.0 | 98.9174 |
| recent | WaveStrategy | {} | -0.0014 | 0.0 | 0.0 | 690.8492 |
| recent | TripleExponentialMovingAverageEnvelopeStrategy | {"period": 14} | -0.0021 | 0.0 | 0.0 | 1297.3822 |
| recent | SmaCrossStrategy | {} | -0.0034 | 0.0 | 0.0 | 395.2288 |
| recent | KdjStrategy | {} | -0.0035 | 0.0 | 0.0 | 888.3363 |
| recent | MacdStrategy | {} | -0.0036 | 0.0 | 0.0 | 395.131 |
| recent | PercentagePriceOscillatorStrategy | {} | -0.0043 | -0.0001 | -0.0001 | 395.1955 |
| recent | TurtleStrategy | {} | -0.0049 | -0.0001 | -0.0001 | 395.2518 |
| recent | AccelerationDecelerationOscillatorStrategy | {} | -0.0055 | -0.0001 | -0.0001 | 690.5112 |
| recent | AdaptiveMovingAverageStrategy | {} | -0.006 | -0.0001 | -0.0001 | 986.6239 |
| recent | HullMovingAverageStrategy | {} | -0.0061 | -0.0001 | -0.0001 | 1480.3086 |
| recent | MovingAverageSimpleStrategy | {} | -0.0074 | -0.0001 | -0.0001 | 986.7516 |
| recent | MACDHistoStrategy | {} | -0.0074 | -0.0001 | -0.0001 | 986.7516 |
| recent | MeanDeviationStrategy | {} | -0.0088 | -0.0001 | -0.0001 | 1478.791 |
| recent | SmoothedMovingAverageStrategy | {} | -0.0095 | -0.0001 | -0.0001 | 1280.7009 |
| recent | RSIStrategy | {} | -0.0117 | -0.0001 | -0.0001 | 1279.9525 |
| recent | ZeroLagIndicatorStrategy | {} | -0.0118 | -0.0001 | -0.0001 | 1869.3102 |
| recent | CCIStrategy | {} | -0.0162 | -0.0002 | -0.0002 | 2162.6886 |
| recent | RateOfChangeStrategy | {} | -0.0184 | -0.0002 | -0.0002 | 3237.0389 |
| recent | MomentumStrategy | {} | -0.0184 | -0.0002 | -0.0002 | 3237.0389 |
| recent | VortexStrategy | {} | -0.0277 | -0.0004 | -0.0004 | 4102.2328 |
| recent | TrueRangeStrategy | {} | -0.0443 | -0.0006 | -0.0006 | 6487.9342 |