pivot_stochastic_atr_opt+155.21%
Best Strategypivot_stochastic_atr_opt
Best Return+155.21%
Buy and Hold-67.71%
Positive Strategies33/40
Equity Plots40
Top Returns
Return vs Drawdown
Metric Heatmap
Ranked Results
| Rank | Strategy | Total Return | Benchmark | Sharpe | Max DD | Trades | End Value |
|---|---|---|---|---|---|---|---|
| 1 | pivot_stochastic_atr_opt | +155.21% | -67.71% | 2.06 | -28.31% | 2 | $255,212.86 |
| 2 | adx_range_trend_filter_opt | +145.07% | -67.71% | 1.93 | -26.82% | 35 | $245,074.66 |
| 3 | regime_switching_trend_opt | +102.47% | -67.71% | 2.07 | -12.64% | 28 | $202,470.56 |
| 4 | donchian_breakout_opt | +58.09% | -67.71% | 1.70 | -14.50% | 1 | $158,087.17 |
| 5 | trend_momentum_volume_rsi_opt | +57.95% | -67.71% | 6.32 | -19.23% | 23 | $157,951.53 |
| 6 | zscore_mean_reversion_opt | +52.93% | -67.71% | 1.97 | -7.06% | 41 | $152,933.88 |
| 7 | bollinger_squeeze_breakout_opt | +41.28% | -67.71% | 7.61 | -10.89% | 7 | $141,276.08 |
| 8 | rsi_mean_reversion_opt | +37.99% | -67.71% | 2.27 | -3.74% | 2 | $137,986.58 |
| 9 | obv_momentum_stop_target_opt | +34.80% | -67.71% | 1.24 | -14.29% | 3 | $134,798.35 |
| 10 | volatility_cooling_atr_opt | +33.44% | -67.71% | 1.13 | -15.82% | 20 | $133,444.70 |
| 11 | adaptive_momentum_squeeze_opt | +29.71% | -67.71% | 1.56 | -6.40% | 3 | $129,713.25 |
| 12 | ema_atr_adx_opt | +27.34% | -67.71% | 0.97 | -17.03% | 3 | $127,338.71 |
| 13 | bollinger_regime_adaptive_opt | +24.92% | -67.71% | 1.19 | -10.45% | 15 | $124,923.18 |
| 14 | heikin_ashi_trend_opt | +22.23% | -67.71% | 0.66 | -29.86% | 26 | $122,227.41 |
| 15 | intraday_volatility_breakout_opt | +21.41% | -67.71% | 18.56 | -16.20% | 6 | $121,409.11 |
| 16 | trend_volatility_breakout_opt | +21.14% | -67.71% | 3.81 | -23.07% | 7 | $121,142.23 |
| 17 | decision_tree_ema_ml_opt | +19.94% | -67.71% | 1.37 | -4.73% | 4 | $119,941.73 |
| 18 | moving_average_crossover_grid_opt | +17.81% | -67.71% | 0.69 | -20.70% | 2 | $117,814.39 |
| 19 | ema_adx_cross_opt | +16.35% | -67.71% | 1.12 | -5.80% | 4 | $116,351.41 |
| 20 | volatility_scaled_breakout_opt | +14.04% | -67.71% | 0.74 | -12.92% | 3 | $114,041.15 |
| 21 | hilbert_bollinger_stop_target_opt | +13.97% | -67.71% | 1.57 | -2.39% | 2 | $113,968.81 |
| 22 | adaptive_vortex_trend_opt | +13.89% | -67.71% | 0.89 | -9.83% | 12 | $113,885.14 |
| 23 | stochastic_trend_opt | +13.65% | -67.71% | 1.19 | -4.58% | 2 | $113,647.28 |
| 24 | vol_cluster_reversion_opt | +13.36% | -67.71% | 1.16 | -3.14% | 3 | $113,357.60 |
| 25 | momentum_atr_trailing_stop_opt | +10.06% | -67.71% | 0.72 | -10.42% | 3 | $110,057.43 |
| 26 | ema_cross_bb_width_filter_opt | +9.56% | -67.71% | 3.01 | -16.52% | 3 | $109,558.39 |
| 27 | ema_ppo_volume_trend_opt | +9.25% | -67.71% | 1.07 | -2.49% | 1 | $109,246.01 |
| 28 | trend_strength_volatility_breakout_opt | +9.12% | -67.71% | 0.53 | -22.60% | 9 | $109,120.42 |
| 29 | ichimoku_cloud_opt | +5.54% | -67.71% | 0.35 | -29.77% | 20 | $105,538.74 |
| 30 | awesome_oscillator_divergence_opt | +4.10% | -67.71% | 0.27 | -14.44% | 1 | $104,100.39 |
| 31 | hurst_regime_ema_cross_opt | +2.95% | -67.71% | 0.45 | -4.20% | 1 | $102,950.88 |
| 32 | ultimate_oscillator_trend_opt | +2.56% | -67.71% | 0.46 | -4.49% | 1 | $102,561.90 |
| 33 | ema_cross_resistance_breakouts_opt | +1.37% | -67.71% | 1.10 | -4.20% | 1 | $101,372.15 |
| 34 | keltner_mean_reversion_opt | +0.00% | -67.71% | inf | n/a | 0 | $100,000.00 |
| 35 | moving_average_slope_stop_opt | -0.60% | -67.71% | 0.12 | -21.96% | 25 | $99,403.08 |
| 36 | gmm_regime_filter_opt | -1.87% | -67.71% | -0.01 | -20.10% | 17 | $98,126.69 |
| 37 | ema_stop_target_grid_opt | -9.44% | -67.71% | -0.51 | -17.53% | 10 | $90,556.96 |
| 38 | triple_ema_sl_tp_opt | -9.55% | -67.71% | -0.28 | -20.78% | 1 | $90,451.84 |
| 39 | macd_trend_opt | -12.94% | -67.71% | -0.02 | -54.22% | 44 | $87,064.70 |
| 40 | ema_cross_with_sizing_and_stop_opt | -15.25% | -67.71% | -0.88 | -34.28% | 1 | $84,751.70 |
Equity Curve Gallery
adx_range_trend_filter_opt+145.07%
regime_switching_trend_opt+102.47%
donchian_breakout_opt+58.09%
trend_momentum_volume_rsi_opt+57.95%
zscore_mean_reversion_opt+52.93%
bollinger_squeeze_breakout_opt+41.28%
rsi_mean_reversion_opt+37.99%
obv_momentum_stop_target_opt+34.80%
volatility_cooling_atr_opt+33.44%
adaptive_momentum_squeeze_opt+29.71%
ema_atr_adx_opt+27.34%
bollinger_regime_adaptive_opt+24.92%
heikin_ashi_trend_opt+22.23%
intraday_volatility_breakout_opt+21.41%
trend_volatility_breakout_opt+21.14%
decision_tree_ema_ml_opt+19.94%
moving_average_crossover_grid_opt+17.81%
ema_adx_cross_opt+16.35%
volatility_scaled_breakout_opt+14.04%
hilbert_bollinger_stop_target_opt+13.97%
adaptive_vortex_trend_opt+13.89%
stochastic_trend_opt+13.65%
vol_cluster_reversion_opt+13.36%
Failures recorded: 0. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.