| typ | setup | Type Strategy | Strategy Code | Strategy Name | StrategyFunc | Timestop | TP | SL | timeperiod | order_typ | symbols | symbol | signals | time in market | pf_r | maxDD_r | pf | profit [%] | CAGR [%] | maxDD [%] | first quote | last quote | last_entry | last_exit | entry quote | exit quote | threshold gt | threshold lt | hit ratio | CAGR/maxDD | quotes | chart plotly | 1year plotly | chart png | 1year png | status | invest | setup_info | a1 | a2 | add_col1 | add_col2 | add_col3 | markersize | label |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| benchmark | benchmark | buy&hold | benchmark:SPX | 1 | SPX | 1 | 100.00 | 0.000 | 0.00 | 0.00 | 1016.80 | 8.32 | 56.78 | 1996-01-02 | 2026-02-06 | 100.00 | 0.147 | 0 | 0 | 0 | 100.000000 | SPX, buy&hold | |||||||||||||||||||||||
| setup | SetupEndOfMonth | filter | EndOfMonth | EndOfMonth | SetupEndOfMonth | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | 359 | 24.20 | 1.718 | 0.18 | 1.67 | 356.79 | 5.16 |
17.42 |
1996-01-02 | 2026-02-06 | 2026-01-26 | 2026-02-02 | 6950.23 | 6976.44 | 59.89 | 0.296 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 100.000000 | , EndOfMonth | ||||
| setup | Setup_52weekDiv | signal | 52weekDiv | 52weekDiv | Setup_52weekDiv | 5.0 | 1000000.0 | -99.0 | 4.0 | close | 1 | 95 | 6.35 | 3.101 | 0.18 | 3.17 | 277.62 | 4.5 |
16.81 |
1996-01-02 | 2026-02-06 | 2025-04-08 | 2025-04-15 | 4982.77 | 5396.63 | 71.58 | 0.268 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 51.441613 | , 52weekDiv | ||||
| setup | Setup_Coppock | filter | Coppock | Coppock above 0 | Setup_Coppock | 2500.0 | 1000000.0 | -99.0 | 6.0 | close | 1 | 5 | 80.69 | 3.000 | 0.00 | inf | 1240.66 | 8.98 |
33.92 |
1996-01-02 | 2026-02-06 | 2023-08-01 | 2026-02-06 | 4576.73 | 6932.3 | 0.0 | 100.00 | 0.265 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 11.801515 | , Coppock | |||
| setup | Setup_MACD_weekly | filter | MACD_weekly | MACD weekly above 0 | Setup_MACD_weekly | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | 15 | 75.67 | 13.781 | 0.10 | 7.87 | 767.83 | 7.42 |
29.53 |
1996-01-02 | 2026-02-06 | 2025-06-03 | 2026-02-06 | 5970.37 | 6932.3 | 0.0 | 71.43 | 0.251 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20.440824 | , MACD_weekly | |||
| setup | Setup_McClellan | filter | McClellan | McClellan | Setup_McClellan | 250.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | 51 | 58.87 | 5.734 | 0.17 | 6.31 | 952.19 | 9.02 |
33.92 |
1998-12-02 | 2026-02-06 | 2025-08-04 | 2026-02-06 | 6329.94 | 6932.3 | -70.0 | 70.0 | 66.00 | 0.266 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 37.691018 | , McClellan | ||
| setup | Setup_NYabove200 | filter | NYaboveSMA200 | NYSE above sma200 | Setup_NYabove200 | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | 85 | 56.88 | 2.655 | 0.12 | 2.56 | 260.89 | 4.34 |
20.78 |
1996-01-02 | 2026-02-06 | 2025-07-01 | 2026-02-06 | 6198.01 | 6932.3 | 50.0 | 23.81 | 0.209 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 48.658895 | , NYaboveSMA200 | |||
| setup | Setup_RSI | signal | rsi_pullback | RSI pullback | Setup_RSI | 1000.0 | 1000000.0 | -99.0 | 5.0 | close | 1 | 221 | 16.45 | 3.067 | 0.14 | 2.92 | 946.26 | 8.09 |
18.29 |
1996-01-02 | 2026-02-06 | 2026-02-05 | 2026-02-06 | 6798.4 | 6932.3 | 78.73 | 0.442 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | exit |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 78.460110 | , rsi_pullback | ||||
| setup | Setup_SellinMay | filter | SellinMay | Sell in May | Setup_SellinMay | 2500.0 | 1000000.0 | -99.0 | 0.0 | close | 1 | 31 | 58.03 | 5.552 | 0.34 | 5.14 | 830.51 | 7.67 |
47.53 |
1996-01-02 | 2026-02-06 | 2025-10-01 | 2026-02-06 | 6711.2 | 6932.3 | 10.0 | 5.0 | 76.67 | 0.161 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 29.385536 | , SellinMay | ||
| setup | Setup_TurnaroundTuesday | signal | TurnaroundTuesday | TurnaroundTuesday | Setup_TurnaroundTuesday | 4.0 | 1000000.0 | -99.0 | 100.0 | close | 1 | 308 | 11.71 | 1.996 | 0.16 | 1.93 | 551.09 | 6.4 |
20.1 |
1996-01-02 | 2026-02-06 | 2025-11-17 | 2025-11-20 | 6672.41 | 6538.76 | 62.99 | 0.318 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | off |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 92.624981 | , TurnaroundTuesday | ||||
| setup | Setup_WilliamsR | signal | WilliamsR | WilliamsR cross 20_80 | Setup_WilliamsR | 15.0 | 1000.0 | -90.0 | 9.0 | close | 1 | 297 | 37.41 | 2.328 | 0.26 | 2.16 | 1326.56 | 9.21 |
32.01 |
1996-01-02 | 2026-02-06 | 2026-02-05 | 2026-02-06 | 6798.4 | 6932.3 | 76.35 | 0.288 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 90.955926 | , WilliamsR | ||||
| setup | Setup_slope200 | filter | slope200 | regression slope200 | Setup_slope200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | 12 | 75.34 | 71.033 | 0.04 | 43.38 | 964.75 | 8.15 |
34.2 |
1996-01-02 | 2026-02-06 | 2025-07-14 | 2026-02-06 | 6268.56 | 6932.3 | 0.0 | 81.82 | 0.238 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 18.282829 | , slope200 | |||
| setup | Setup_sma200 | filter | sma200 | >sma200 | Setup_sma200 | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | 102 | 72.09 | 2.940 | 0.25 | 2.54 | 477.05 | 5.98 |
28.28 |
1996-01-02 | 2026-02-06 | 2025-05-12 | 2026-02-06 | 5844.19 | 6932.3 | 1.0 | 22.77 | 0.211 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 53.303148 | , sma200 | |||
| setup | Setup_sma50_sma200 | filter | sma50_sma200 | sma50>sma200 | Setup_sma50_sma200 | 2500.0 | 1000.0 | -90.0 | 0.0 | close | 1 | 15 | 71.85 | 19.823 | 0.09 | 11.90 | 802.10 | 7.56 |
33.92 |
1996-01-02 | 2026-02-06 | 2025-07-01 | 2026-02-06 | 6198.01 | 6932.3 | 1.0 | 78.57 | 0.223 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 20.440824 | , sma50_sma200 | |||
| setup | Setup_sma_lag | filter | sma100_lag | sma100 lag momentum | Setup_sma_lag | 2500.0 | 1000.0 | -90.0 | 200.0 | close | 1 | 33 | 69.76 | 8.348 | 0.19 | 6.80 | 1162.39 | 8.76 |
26.74 |
1996-01-02 | 2026-02-06 | 2025-06-10 | 2026-02-06 | 6038.81 | 6932.3 | 56.25 | 0.328 |
../Results/vectorbt/filter/spx_index/ | link | link | link | link | on |
0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 30.318642 | , sma100_lag |
