the performance of strategies during recent operational weeks (QQQ)
timeframe:1day
| market | strategy | param | total_return | average | annualized | cost |
|---|---|---|---|---|---|---|
| recent | BuyAndHoldStrategy | {} | 0.1722 | 0.0007 | 0.192 | 3835.2347 |
| recent | ZeroLagExponentialMovingAverageOscillatorStrategy | {} | 0.1338 | 0.0005 | 0.1462 | 4010.7799 |
| recent | RateOfChangeStrategy | {} | 0.1103 | 0.0004 | 0.1191 | 16835.2842 |
| recent | MomentumStrategy | {} | 0.1056 | 0.0004 | 0.1138 | 17577.3289 |
| recent | VortexStrategy | {} | 0.1 | 0.0004 | 0.1075 | 17671.4038 |
| recent | SmaCrossStrategy | {} | 0.0858 | 0.0003 | 0.0915 | 1758.7922 |
| recent | OLSTransformationNStrategy | {} | 0.0749 | 0.0003 | 0.0794 | 1023.0691 |
| recent | OLSSlopeInterceptNStrategy | {} | 0.0749 | 0.0003 | 0.0794 | 1023.0691 |
| recent | TrueRangeStrategy | {} | 0.0704 | 0.0003 | 0.0744 | 23851.2999 |
| recent | MeanDeviationStrategy | {} | 0.0622 | 0.0003 | 0.0655 | 7781.5483 |
| recent | AdxStrategy | {} | 0.0617 | 0.0002 | 0.0649 | 5251.8122 |
| recent | SmoothedMovingAverageStrategy | {} | 0.0238 | 0.0001 | 0.0246 | 5308.4353 |
| 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 | HullMovingAverageStrategy | {} | -0.0052 | 0.0 | -0.0053 | 9182.2607 |
| recent | RSIStrategy | {} | -0.007 | 0.0 | -0.0071 | 11775.3271 |
| recent | PercentagePriceOscillatorStrategy | {} | -0.0131 | -0.0001 | -0.0133 | 858.9931 |
| recent | AccelerationDecelerationOscillatorStrategy | {} | -0.025 | -0.0001 | -0.0252 | 3887.3003 |
| recent | MacdStrategy | {} | -0.0275 | -0.0001 | -0.0277 | 2405.1719 |
| recent | BollingerStrategy | {} | -0.0365 | -0.0001 | -0.0366 | 299.6311 |
| recent | IchimokuStrategy | {} | -0.0429 | -0.0002 | -0.0428 | 1143.2515 |
| recent | MovingAverageSimpleStrategy | {} | -0.0473 | -0.0002 | -0.0471 | 6798.9367 |
| recent | MACDHistoStrategy | {} | -0.0473 | -0.0002 | -0.0471 | 6798.9367 |
| recent | AdaptiveMovingAverageStrategy | {} | -0.0552 | -0.0002 | -0.0547 | 6011.4636 |
| recent | ZeroLagIndicatorStrategy | {} | -0.0702 | -0.0003 | -0.0691 | 9594.1443 |
| recent | KdjStrategy | {} | -0.0777 | -0.0003 | -0.0762 | 9385.3858 |
| recent | WaveStrategy | {} | -0.0806 | -0.0003 | -0.079 | 4574.5176 |
| recent | BollingerRsiStrategy | {} | -0.1038 | -0.0004 | -0.1005 | 871.4175 |
| recent | TurtleStrategy | {} | -0.1085 | -0.0004 | -0.1048 | 1702.3618 |
| recent | CCIStrategy | {} | -0.2461 | -0.001 | -0.222 | 6262.8022 |
timeframe:5m
| market | strategy | param | total_return | average | annualized | cost |
|---|---|---|---|---|---|---|
| recent | BuyAndHoldStrategy | {} | 0.006 | 0.0001 | 0.0001 | 99.2695 |
| 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 | 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 | TripleExponentialMovingAverageEnvelopeStrategy | {"period": 14} | -0.0021 | 0.0 | 0.0 | 1297.3822 |
| recent | RSIStrategy | {} | -0.0025 | 0.0 | 0.0 | 891.2159 |
| recent | MovingAverageSimpleStrategy | {} | -0.0039 | 0.0 | 0.0 | 993.302 |
| recent | MACDHistoStrategy | {} | -0.0039 | 0.0 | 0.0 | 993.302 |
| recent | MacdStrategy | {} | -0.0041 | -0.0001 | -0.0001 | 296.6831 |
| recent | SmaCrossStrategy | {} | -0.0042 | -0.0001 | -0.0001 | 296.4661 |
| recent | PercentagePriceOscillatorStrategy | {} | -0.0044 | -0.0001 | -0.0001 | 98.9651 |
| recent | SmoothedMovingAverageStrategy | {} | -0.0048 | -0.0001 | -0.0001 | 990.4668 |
| recent | HullMovingAverageStrategy | {} | -0.005 | -0.0001 | -0.0001 | 1484.6428 |
| recent | AdxStrategy | {} | -0.0051 | -0.0001 | -0.0001 | 99.0333 |
| recent | ZeroLagExponentialMovingAverageOscillatorStrategy | {} | -0.0055 | -0.0001 | -0.0001 | 99.0756 |
| recent | AccelerationDecelerationOscillatorStrategy | {} | -0.0056 | -0.0001 | -0.0001 | 593.1644 |
| recent | WaveStrategy | {} | -0.0078 | -0.0001 | -0.0001 | 887.7209 |
| recent | MeanDeviationStrategy | {} | -0.0084 | -0.0001 | -0.0001 | 1184.1125 |
| recent | AdaptiveMovingAverageStrategy | {} | -0.0139 | -0.0002 | -0.0002 | 1181.2285 |
| recent | CCIStrategy | {} | -0.014 | -0.0002 | -0.0002 | 2069.4409 |
| recent | ZeroLagIndicatorStrategy | {} | -0.0162 | -0.0002 | -0.0002 | 1864.7282 |
| recent | KdjStrategy | {} | -0.0176 | -0.0002 | -0.0002 | 1867.0216 |
| recent | VortexStrategy | {} | -0.0246 | -0.0003 | -0.0003 | 3925.2608 |
| recent | TrueRangeStrategy | {} | -0.0345 | -0.0004 | -0.0004 | 6253.9099 |
| recent | RateOfChangeStrategy | {} | -0.0354 | -0.0004 | -0.0004 | 5382.187 |
| recent | MomentumStrategy | {} | -0.0357 | -0.0005 | -0.0005 | 5377.4138 |