| setup | symbol | Type Strategy | Strategy Name | StrategyFunc | threshold lt | threshold gt | signals | hit ratio | time in market | pf_r | profit [%] | CAGR [%] | maxDD [%] | CAGR/maxDD | first quote | last quote | chart plotly | 1year plotly | chart png | 1year png | status | setup_info |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| benchmark | benchmark | benchmark | 1 | 100.00 | 100.00 | 0.000 | 866.07 | 8.1 | 56.78 | 7.011 | 1996-01-02 | 2025-01-17 | ||||||||||
| SetupEndOfMonth_count_days | SPX | filter | EndOfMonth count days | SetupEndOfMonth_count_days | 348 | 62.64 | 43.41 | 1.805 | 730.60 | 7.54 |
27.53 |
3.652 |
1996-01-02 | 2025-01-17 | link | link | link | link | off |
setup_info | ||
| SetupEndOfMonth_count_days_tp_sl | SPX | filter | EndOfMonth count days TP/SL | SetupEndOfMonth_count_days_tp_sl | 348 | 62.64 | 42.46 | 1.897 | 889.04 | 8.19 |
19.66 |
2.402 |
1996-01-02 | 2025-01-17 | link | link | link | link | off |
|||
| SetupFilter_BullishPercent | SPX | filter | BullishPercent50 | SetupFilter_BullishPercent | 50.0 | 97 | 40.21 | 75.38 | 1.424 | 82.30 | 2.09 |
60.52 | 29.022 |
1996-01-11 | 2025-01-17 | link | link | link | link | off |
||
| SetupFilter_BullishPercent_Trend | SPX | filter | BullishPercent Trend20 | SetupFilter_BullishPercent_Trend | 0.0 | 219 | 45.41 | 52.95 | 1.712 | 338.78 | 5.21 |
31.97 |
6.132 |
1996-01-11 | 2025-01-17 | link | link | link | link | on |
||
| SetupFilter_Coppock | SPX | filter | Coppock above 0 | SetupFilter_Coppock | 0.0 | 5 | 100.00 | 79.99 | 3.000 | 1059.71 | 8.78 |
33.92 |
3.865 |
1996-01-02 | 2025-01-17 | link | link | link | link | on |
setup_info | |
| SetupFilter_MACD_weekly | SPX | filter | MACD weekly above 0 | SetupFilter_MACD_weekly | 0.0 | 14 | 69.23 | 75.34 | 14.084 | 783.30 | 7.77 |
29.53 |
3.803 |
1996-01-02 | 2025-01-17 | link | link | link | link | on |
setup_info | |
| SetupFilter_McClellan | SPX | filter | McClellan | SetupFilter_McClellan | 70.0 | -70.0 | 50 | 67.35 | 58.19 | 5.876 | 928.06 | 9.31 |
33.92 |
3.645 |
1998-12-02 | 2025-01-17 | link | link | link | link | on |
setup_info |
| SetupFilter_NYabove200 | SPX | filter | NYSE above sma200 | SetupFilter_NYabove200 | 50.0 | 84 | 24.10 | 71.11 | 2.588 | 234.87 | 5.37 |
20.78 |
3.872 |
2001-12-27 | 2025-01-17 | link | link | link | link | on |
setup_info | |
| SetupFilter_NYabove50 | SPX | filter | NYSE above sma50 | SetupFilter_NYabove50 | 50.0 | 191 | 36.13 | 64.95 | 1.563 | 141.79 | 3.89 |
34.13 |
8.767 |
2001-12-26 | 2025-01-17 | link | link | link | link | off |
setup_info |
