symbol | Strategy Name | status | signals | hit ratio | time in market | profit [%] | CAGR [%] | maxDD [%] | CAGR/maxDD | last quote | chart plotly | 1year plotly | setup_info |
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symbol | Strategy Name | status | signals | hit ratio | time in market | profit [%] | CAGR [%] | maxDD [%] | CAGR/maxDD | last quote | chart plotly | 1year plotly | setup_info |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
benchmark | benchmark | 1 | 100.00 | 100.00 | 730.99 | 7.47 | 56.78 | 0.132 | 2025-04-21 | ||||
SPX | EndOfMonth count days | off |
351 | 62.39 | 43.41 | 603.56 | 6.87 |
27.53 |
0.249 |
2025-04-21 | link | link | |
SPX | EndOfMonth count days TP/SL | off |
351 | 62.39 | 42.45 | 793.09 | 7.74 |
19.66 |
0.394 |
2025-04-21 | link | link | |
SPX | BullishPercent50 | off |
99 | 39.39 | 75.14 | 70.93 | 1.84 |
60.52 | 0.03 |
2025-04-21 | link | link | |
SPX | BullishPercent Trend20 | exit |
221 | 45.25 | 52.86 | 328.13 | 5.08 |
31.97 |
0.159 |
2025-04-21 | link | link | |
SPX | Coppock above 0 | on |
5 | 100.00 | 80.16 | 897.56 | 8.14 |
33.92 |
0.24 |
2025-04-21 | link | link | |
SPX | MACD weekly above 0 | off |
14 | 71.43 | 75.41 | 647.41 | 7.09 |
29.53 |
0.24 |
2025-04-21 | link | link | |
SPX | McClellan | on |
50 | 67.35 | 58.58 | 805.66 | 8.69 |
33.92 |
0.256 |
2025-04-17 | link | link | |
SPX | NYSE above sma200 | off |
84 | 23.81 | 56.37 | 222.67 | 4.07 |
20.78 |
0.196 |
2025-04-21 | link | link | |
SPX | NYSE above sma50 | off |
196 | 35.71 | 64.66 | 128.36 | 3.6 |
34.13 |
0.105 |
2025-04-21 | link | link |