obv_momentum_stop_target_opt+56.86%
Best Strategyobv_momentum_stop_target_opt
Best Return+56.86%
Buy and Hold+58.15%
Positive Strategies35/38
Equity Plots38
Top Returns
Return vs Drawdown
Metric Heatmap
Ranked Results
| Rank | Strategy | Total Return | Benchmark | Sharpe | Max DD | Trades | End Value |
|---|---|---|---|---|---|---|---|
| 1 | obv_momentum_stop_target_opt | +56.86% | +58.15% | 2.64 | -13.82% | 1 | $156,860.98 |
| 2 | hilbert_bollinger_stop_target_opt | +56.30% | +58.15% | 3.63 | -7.03% | 12 | $156,300.36 |
| 3 | ema_cross_with_sizing_and_stop_opt | +54.09% | +58.15% | 12.27 | -13.82% | 1 | $154,093.94 |
| 4 | trend_volatility_breakout_opt | +53.50% | +58.15% | 14.74 | -12.99% | 2 | $153,501.27 |
| 5 | pivot_stochastic_atr_opt | +48.73% | +58.15% | 2.38 | -11.51% | 10 | $148,734.04 |
| 6 | ema_stop_target_grid_opt | +47.31% | +58.15% | 2.58 | -10.70% | 11 | $147,312.66 |
| 7 | trend_momentum_volume_rsi_opt | +47.27% | +58.15% | 14.88 | -7.94% | 3 | $147,273.18 |
| 8 | regime_switching_trend_opt | +47.14% | +58.15% | 3.14 | -5.45% | 11 | $147,143.01 |
| 9 | trend_strength_volatility_breakout_opt | +42.40% | +58.15% | 2.43 | -13.94% | 4 | $142,400.47 |
| 10 | ichimoku_cloud_opt | +38.48% | +58.15% | 2.31 | -12.27% | 5 | $138,483.26 |
| 11 | volatility_scaled_breakout_opt | +38.48% | +58.15% | 2.38 | -10.92% | 4 | $138,480.67 |
| 12 | moving_average_slope_stop_opt | +35.31% | +58.15% | 2.71 | -8.84% | 10 | $135,310.94 |
| 13 | ema_adx_cross_opt | +34.40% | +58.15% | 3.18 | -3.61% | 3 | $134,395.73 |
| 14 | donchian_breakout_opt | +34.29% | +58.15% | 2.33 | -8.01% | 5 | $134,287.59 |
| 15 | ema_ppo_volume_trend_opt | +33.91% | +58.15% | 2.36 | -11.78% | 2 | $133,908.30 |
| 16 | ema_atr_adx_opt | +32.51% | +58.15% | 2.30 | -8.48% | 5 | $132,513.33 |
| 17 | macd_trend_opt | +31.36% | +58.15% | 2.53 | -5.83% | 10 | $131,364.35 |
| 18 | bollinger_regime_adaptive_opt | +30.33% | +58.15% | 3.08 | -3.27% | 5 | $130,329.86 |
| 19 | adaptive_vortex_trend_opt | +28.91% | +58.15% | 2.22 | -6.54% | 24 | $128,906.77 |
| 20 | gmm_regime_filter_opt | +25.17% | +58.15% | 2.13 | -5.58% | 31 | $125,170.79 |
| 21 | momentum_atr_trailing_stop_opt | +24.76% | +58.15% | 2.75 | -3.58% | 5 | $124,761.21 |
| 22 | decision_tree_ema_ml_opt | +21.85% | +58.15% | 3.25 | -1.97% | 7 | $121,852.55 |
| 23 | volatility_cooling_atr_opt | +21.39% | +58.15% | 1.82 | -9.83% | 20 | $121,393.03 |
| 24 | vol_cluster_reversion_opt | +19.98% | +58.15% | 2.78 | -2.47% | 4 | $119,977.12 |
| 25 | triple_ema_sl_tp_opt | +19.77% | +58.15% | 1.53 | -12.45% | 6 | $119,772.10 |
| 26 | adaptive_momentum_squeeze_opt | +19.66% | +58.15% | 2.11 | -6.04% | 5 | $119,664.60 |
| 27 | heikin_ashi_trend_opt | +17.37% | +58.15% | 1.18 | -22.92% | 3 | $117,366.72 |
| 28 | ema_cross_resistance_breakouts_opt | +15.79% | +58.15% | 11.65 | -2.52% | 1 | $115,794.58 |
| 29 | bollinger_squeeze_breakout_opt | +15.45% | +58.15% | 10.70 | -2.62% | 7 | $115,446.94 |
| 30 | rsi_mean_reversion_opt | +15.23% | +58.15% | 2.78 | -1.64% | 3 | $115,226.76 |
| 31 | ema_cross_bb_width_filter_opt | +14.17% | +58.15% | 11.32 | -2.52% | 1 | $114,166.26 |
| 32 | stochastic_trend_opt | +8.40% | +58.15% | n/a | -2.52% | 1 | $108,403.60 |
| 33 | ultimate_oscillator_trend_opt | +6.92% | +58.15% | n/a | -3.95% | 4 | $106,918.42 |
| 34 | intraday_volatility_breakout_opt | +2.77% | +58.15% | 13.05 | -1.47% | 1 | $102,773.93 |
| 35 | zscore_mean_reversion_opt | +2.65% | +58.15% | 0.55 | -3.14% | 10 | $102,648.82 |
| 36 | keltner_mean_reversion_opt | +0.00% | +58.15% | inf | n/a | 0 | $100,000.00 |
| 37 | hurst_regime_ema_cross_opt | +0.00% | +58.15% | inf | n/a | 0 | $100,000.00 |
| 38 | awesome_oscillator_divergence_opt | -9.90% | +58.15% | -1.51 | -14.85% | 2 | $90,097.60 |
Equity Curve Gallery
hilbert_bollinger_stop_target_opt+56.30%
ema_cross_with_sizing_and_stop_opt+54.09%
trend_volatility_breakout_opt+53.50%
pivot_stochastic_atr_opt+48.73%
ema_stop_target_grid_opt+47.31%
trend_momentum_volume_rsi_opt+47.27%
regime_switching_trend_opt+47.14%
trend_strength_volatility_breakout_opt+42.40%
ichimoku_cloud_opt+38.48%
volatility_scaled_breakout_opt+38.48%
moving_average_slope_stop_opt+35.31%
ema_adx_cross_opt+34.40%
donchian_breakout_opt+34.29%
ema_ppo_volume_trend_opt+33.91%
ema_atr_adx_opt+32.51%
macd_trend_opt+31.36%
bollinger_regime_adaptive_opt+30.33%
adaptive_vortex_trend_opt+28.91%
gmm_regime_filter_opt+25.17%
momentum_atr_trailing_stop_opt+24.76%
decision_tree_ema_ml_opt+21.85%
volatility_cooling_atr_opt+21.39%
vol_cluster_reversion_opt+19.98%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.