the performance of strategies during recent operational weeks (QQQ)
timeframe:1day
| market | strategy | param | total_return | average | annualized | cost |
|---|---|---|---|---|---|---|
| recent | BuyAndHoldStrategy | {} | 0.1751 | 0.0007 | 0.1956 | 3845.7629 |
| recent | ZeroLagExponentialMovingAverageOscillatorStrategy | {} | 0.1708 | 0.0007 | 0.1904 | 3830.9287 |
| recent | OLSTransformationNStrategy | {} | 0.1398 | 0.0006 | 0.1533 | 1890.9622 |
| recent | OLSSlopeInterceptNStrategy | {} | 0.1398 | 0.0006 | 0.1533 | 1890.9622 |
| recent | AdxStrategy | {} | 0.1312 | 0.0005 | 0.1432 | 4911.9698 |
| recent | MomentumStrategy | {} | 0.1251 | 0.0005 | 0.1361 | 17252.1128 |
| recent | MeanDeviationStrategy | {} | 0.1081 | 0.0004 | 0.1166 | 6921.4317 |
| recent | RateOfChangeStrategy | {} | 0.1048 | 0.0004 | 0.1128 | 17215.4599 |
| recent | HullMovingAverageStrategy | {} | 0.0902 | 0.0004 | 0.0964 | 8524.952 |
| recent | VortexStrategy | {} | 0.0875 | 0.0004 | 0.0934 | 17847.7 |
| recent | SmoothedMovingAverageStrategy | {} | 0.0756 | 0.0003 | 0.0802 | 5170.5643 |
| recent | AdaptiveMovingAverageStrategy | {} | 0.0584 | 0.0002 | 0.0614 | 5949.4717 |
| recent | ZeroLagIndicatorStrategy | {} | 0.0439 | 0.0002 | 0.0458 | 9005.5712 |
| recent | TrueRangeStrategy | {} | 0.0369 | 0.0001 | 0.0383 | 22056.4675 |
| recent | SmaCrossStrategy | {} | 0.0326 | 0.0001 | 0.0338 | 1149.6009 |
| recent | MovingAverageSimpleStrategy | {} | 0.0284 | 0.0001 | 0.0294 | 6622.03 |
| recent | MACDHistoStrategy | {} | 0.0284 | 0.0001 | 0.0294 | 6622.03 |
| recent | TripleExponentialMovingAverageEnvelopeStrategy | {"period": 14} | 0.0137 | 0.0001 | 0.0001 | 5797.1884 |
| recent | KdjStrategy | {} | 0.0045 | 0.0 | 0.0046 | 8936.0528 |
| recent | GridStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | MAStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | PercentagePriceOscillatorStrategy | {} | -0.0131 | -0.0001 | -0.0133 | 860.1304 |
| recent | MacdStrategy | {} | -0.0136 | -0.0001 | -0.0138 | 2931.2567 |
| recent | AccelerationDecelerationOscillatorStrategy | {} | -0.0224 | -0.0001 | -0.0226 | 3720.2189 |
| recent | IchimokuStrategy | {} | -0.0304 | -0.0001 | -0.0306 | 854.5031 |
| recent | WaveStrategy | {} | -0.0307 | -0.0001 | -0.0308 | 4460.1172 |
| recent | TurtleStrategy | {} | -0.0376 | -0.0002 | -0.0376 | 1876.5233 |
| recent | BollingerStrategy | {} | -0.0726 | -0.0003 | -0.0714 | 588.8308 |
| recent | RSIStrategy | {} | -0.1324 | -0.0005 | -0.1263 | 10044.5076 |
| recent | BollingerRsiStrategy | {} | -0.1429 | -0.0006 | -0.1356 | 1138.3421 |
| recent | CCIStrategy | {} | -0.2805 | -0.0011 | -0.2489 | 6319.1533 |
timeframe:5m
| market | strategy | param | total_return | average | annualized | cost |
|---|---|---|---|---|---|---|
| recent | SmaCrossStrategy | {} | 0.0011 | 0.0 | 0.0 | 98.8931 |
| recent | BollingerStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | BollingerRsiStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | TurtleStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | GridStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | MAStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | PercentagePriceOscillatorStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | IchimokuStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | TripleExponentialMovingAverageEnvelopeStrategy | {"period": 14} | -0.0021 | 0.0 | 0.0 | 1297.3822 |
| recent | CCIStrategy | {} | -0.0043 | -0.0001 | -0.0001 | 1287.1003 |
| recent | MacdStrategy | {} | -0.0049 | -0.0001 | -0.0001 | 394.3752 |
| recent | AdaptiveMovingAverageStrategy | {} | -0.0059 | -0.0001 | -0.0001 | 592.6626 |
| recent | AccelerationDecelerationOscillatorStrategy | {} | -0.006 | -0.0001 | -0.0001 | 690.4438 |
| recent | AdxStrategy | {} | -0.0062 | -0.0001 | -0.0001 | 395.4572 |
| recent | SmoothedMovingAverageStrategy | {} | -0.0065 | -0.0001 | -0.0001 | 591.8275 |
| recent | MeanDeviationStrategy | {} | -0.0067 | -0.0001 | -0.0001 | 690.24 |
| recent | ZeroLagExponentialMovingAverageOscillatorStrategy | {} | -0.0067 | -0.0001 | -0.0001 | 99.2523 |
| recent | OLSTransformationNStrategy | {} | -0.0073 | 0.0 | 0.0 | 98.6182 |
| recent | OLSSlopeInterceptNStrategy | {} | -0.0073 | 0.0 | 0.0 | 98.6182 |
| recent | BuyAndHoldStrategy | {} | -0.0085 | -0.0001 | -0.0001 | 98.7381 |
| recent | WaveStrategy | {} | -0.0117 | -0.0001 | -0.0001 | 983.9257 |
| recent | RSIStrategy | {} | -0.0124 | -0.0002 | -0.0002 | 1865.5154 |
| recent | KdjStrategy | {} | -0.0156 | -0.0002 | -0.0002 | 1766.9829 |
| recent | HullMovingAverageStrategy | {} | -0.0173 | -0.0002 | -0.0002 | 1859.9982 |
| recent | MovingAverageSimpleStrategy | {} | -0.0204 | -0.0003 | -0.0003 | 1862.1052 |
| recent | MACDHistoStrategy | {} | -0.0204 | -0.0003 | -0.0003 | 1862.1052 |
| recent | ZeroLagIndicatorStrategy | {} | -0.0248 | -0.0003 | -0.0003 | 2637.8515 |
| recent | VortexStrategy | {} | -0.0303 | -0.0004 | -0.0004 | 3316.2859 |
| recent | RateOfChangeStrategy | {} | -0.0332 | -0.0004 | -0.0004 | 4370.1291 |
| recent | MomentumStrategy | {} | -0.0332 | -0.0004 | -0.0004 | 4370.1291 |
| recent | TrueRangeStrategy | {} | -0.0414 | -0.0005 | -0.0005 | 5046.3613 |