the performance of strategies during recent operational weeks (QQQ)
timeframe:1day
| market | strategy | param | total_return | average | annualized | cost |
|---|---|---|---|---|---|---|
| recent | BuyAndHoldStrategy | {} | 0.1848 | 0.0008 | 0.2085 | 4089.0821 |
| recent | AdxStrategy | {} | 0.1708 | 0.0007 | 0.1912 | 4595.4181 |
| recent | SmoothedMovingAverageStrategy | {} | 0.159 | 0.0006 | 0.1769 | 4415.1282 |
| recent | ZeroLagExponentialMovingAverageOscillatorStrategy | {} | 0.1545 | 0.0006 | 0.1715 | 3660.0256 |
| recent | RateOfChangeStrategy | {} | 0.1007 | 0.0004 | 0.1086 | 18110.9629 |
| recent | MomentumStrategy | {} | 0.1007 | 0.0004 | 0.1086 | 18110.9629 |
| recent | TrueRangeStrategy | {} | 0.0999 | 0.0004 | 0.1078 | 21559.9888 |
| recent | VortexStrategy | {} | 0.0968 | 0.0004 | 0.1043 | 17001.7592 |
| recent | AdaptiveMovingAverageStrategy | {} | 0.0726 | 0.0003 | 0.0772 | 5654.509 |
| recent | ZeroLagIndicatorStrategy | {} | 0.0497 | 0.0002 | 0.0522 | 9333.0966 |
| recent | MovingAverageSimpleStrategy | {} | 0.0484 | 0.0002 | 0.0508 | 6569.6582 |
| recent | MACDHistoStrategy | {} | 0.0484 | 0.0002 | 0.0508 | 6569.6582 |
| recent | HullMovingAverageStrategy | {} | 0.0471 | 0.0002 | 0.0494 | 8587.5435 |
| recent | MeanDeviationStrategy | {} | 0.0438 | 0.0002 | 0.0459 | 6964.3421 |
| recent | SmaCrossStrategy | {} | 0.0336 | 0.0001 | 0.035 | 950.559 |
| recent | WaveStrategy | {} | 0.0275 | 0.0001 | 0.0286 | 4637.7476 |
| recent | OLSTransformationNStrategy | {} | 0.0258 | 0.0001 | 0.0267 | 1491.3716 |
| recent | OLSSlopeInterceptNStrategy | {} | 0.0258 | 0.0001 | 0.0267 | 1491.3716 |
| recent | IchimokuStrategy | {} | 0.0201 | 0.0001 | 0.0208 | 1201.3282 |
| recent | TripleExponentialMovingAverageEnvelopeStrategy | {"period": 14} | 0.0137 | 0.0001 | 0.0001 | 5797.1884 |
| recent | GridStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | MAStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | TurtleStrategy | {} | -0.0046 | 0.0 | -0.0047 | 2414.2664 |
| recent | MacdStrategy | {} | -0.006 | 0.0 | -0.0061 | 2957.9338 |
| recent | PercentagePriceOscillatorStrategy | {} | -0.0131 | -0.0001 | -0.0133 | 860.1304 |
| recent | KdjStrategy | {} | -0.0186 | -0.0001 | -0.0189 | 9326.2908 |
| recent | BollingerStrategy | {} | -0.0332 | -0.0001 | -0.0334 | 300.432 |
| recent | AccelerationDecelerationOscillatorStrategy | {} | -0.0756 | -0.0003 | -0.0745 | 4437.3712 |
| recent | RSIStrategy | {} | -0.1279 | -0.0005 | -0.1228 | 8228.4635 |
| recent | BollingerRsiStrategy | {} | -0.139 | -0.0006 | -0.1327 | 1139.3363 |
| recent | CCIStrategy | {} | -0.3079 | -0.0013 | -0.2705 | 6008.3934 |
timeframe:5m
| market | strategy | param | total_return | average | annualized | cost |
|---|---|---|---|---|---|---|
| recent | ZeroLagExponentialMovingAverageOscillatorStrategy | {} | 0.0107 | 0.0001 | 0.0001 | 98.8819 |
| recent | BuyAndHoldStrategy | {} | 0.0103 | 0.0001 | 0.0001 | 98.9298 |
| recent | HullMovingAverageStrategy | {} | 0.01 | 0.0001 | 0.0001 | 694.4791 |
| recent | AdxStrategy | {} | 0.0089 | 0.0001 | 0.0001 | 396.7222 |
| recent | AdaptiveMovingAverageStrategy | {} | 0.0071 | 0.0001 | 0.0001 | 694.6362 |
| recent | BollingerRsiStrategy | {} | 0.0067 | 0.0001 | 0.0001 | 297.9522 |
| recent | MovingAverageSimpleStrategy | {} | 0.0043 | 0.0001 | 0.0001 | 694.4132 |
| recent | MACDHistoStrategy | {} | 0.0043 | 0.0001 | 0.0001 | 694.4132 |
| recent | SmoothedMovingAverageStrategy | {} | 0.004 | 0.0001 | 0.0001 | 396.28 |
| recent | PercentagePriceOscillatorStrategy | {} | 0.0025 | 0.0 | 0.0 | 396.4771 |
| recent | MacdStrategy | {} | 0.0013 | 0.0 | 0.0 | 395.8943 |
| recent | SmaCrossStrategy | {} | 0.0012 | 0.0 | 0.0 | 396.7195 |
| recent | AccelerationDecelerationOscillatorStrategy | {} | 0.0012 | 0.0 | 0.0 | 395.7507 |
| recent | MeanDeviationStrategy | {} | 0.0009 | 0.0 | 0.0 | 988.1565 |
| recent | BollingerStrategy | {} | 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 | IchimokuStrategy | {} | 0.0 | 0.0 | 0.0 | 0.0 |
| recent | ZeroLagIndicatorStrategy | {} | -0.0013 | 0.0 | 0.0 | 1583.317 |
| recent | TripleExponentialMovingAverageEnvelopeStrategy | {"period": 14} | -0.0021 | 0.0 | 0.0 | 1297.3822 |
| recent | KdjStrategy | {} | -0.0022 | 0.0 | 0.0 | 1576.6891 |
| recent | TurtleStrategy | {} | -0.0024 | 0.0 | 0.0 | 297.8358 |
| recent | WaveStrategy | {} | -0.0046 | -0.0001 | -0.0001 | 593.7406 |
| recent | RateOfChangeStrategy | {} | -0.0129 | -0.0002 | -0.0002 | 3634.3341 |
| recent | MomentumStrategy | {} | -0.0129 | -0.0002 | -0.0002 | 3634.3341 |
| recent | RSIStrategy | {} | -0.0132 | -0.0002 | -0.0002 | 985.3703 |
| recent | VortexStrategy | {} | -0.0132 | -0.0002 | -0.0002 | 3928.0277 |
| recent | OLSTransformationNStrategy | {} | -0.0137 | 0.0 | 0.0 | 1571.1208 |
| recent | OLSSlopeInterceptNStrategy | {} | -0.0137 | 0.0 | 0.0 | 1571.1208 |
| recent | CCIStrategy | {} | -0.0213 | -0.0003 | -0.0003 | 2456.1321 |
| recent | TrueRangeStrategy | {} | -0.0353 | -0.0004 | -0.0004 | 5837.8951 |