obv_momentum_stop_target_opt+52.24%
Best Strategyobv_momentum_stop_target_opt
Best Return+52.24%
Buy and Hold+32.50%
Positive Strategies36/38
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 | +52.24% | +32.50% | 2.54 | -10.58% | 3 | $152,239.34 |
| 2 | pivot_stochastic_atr_opt | +43.86% | +32.50% | 1.76 | -11.72% | 8 | $143,860.31 |
| 3 | regime_switching_trend_opt | +43.61% | +32.50% | 2.80 | -8.01% | 6 | $143,612.50 |
| 4 | adaptive_momentum_squeeze_opt | +36.59% | +32.50% | 2.41 | -6.33% | 5 | $136,593.40 |
| 5 | macd_trend_opt | +36.29% | +32.50% | 2.04 | -10.71% | 8 | $136,285.05 |
| 6 | trend_volatility_breakout_opt | +34.64% | +32.50% | 10.11 | -9.90% | 4 | $134,635.27 |
| 7 | decision_tree_ema_ml_opt | +28.53% | +32.50% | 2.89 | -3.86% | 3 | $128,526.29 |
| 8 | hilbert_bollinger_stop_target_opt | +28.08% | +32.50% | 1.80 | -10.58% | 2 | $128,082.12 |
| 9 | trend_strength_volatility_breakout_opt | +26.64% | +32.50% | 1.77 | -6.80% | 6 | $126,643.03 |
| 10 | intraday_volatility_breakout_opt | +26.41% | +32.50% | 50.25 | -1.93% | 2 | $126,409.42 |
| 11 | heikin_ashi_trend_opt | +23.70% | +32.50% | 1.06 | -22.53% | 17 | $123,699.43 |
| 12 | momentum_atr_trailing_stop_opt | +22.57% | +32.50% | 1.36 | -14.74% | 7 | $122,565.84 |
| 13 | awesome_oscillator_divergence_opt | +20.19% | +32.50% | 2.30 | -5.69% | 1 | $120,190.28 |
| 14 | trend_momentum_volume_rsi_opt | +19.08% | +32.50% | 6.86 | -11.91% | 6 | $119,079.71 |
| 15 | ema_stop_target_grid_opt | +18.93% | +32.50% | 0.99 | -16.48% | 19 | $118,925.59 |
| 16 | vol_cluster_reversion_opt | +18.08% | +32.50% | 1.55 | -4.77% | 4 | $118,084.92 |
| 17 | ema_cross_bb_width_filter_opt | +15.61% | +32.50% | 9.49 | -4.53% | 2 | $115,609.15 |
| 18 | donchian_breakout_opt | +15.00% | +32.50% | 1.20 | -7.05% | 5 | $115,001.52 |
| 19 | ema_cross_resistance_breakouts_opt | +14.90% | +32.50% | 11.91 | -2.28% | 1 | $114,895.17 |
| 20 | adaptive_vortex_trend_opt | +11.70% | +32.50% | 0.93 | -9.24% | 16 | $111,701.25 |
| 21 | ema_ppo_volume_trend_opt | +11.50% | +32.50% | 0.69 | -19.65% | 3 | $111,500.61 |
| 22 | moving_average_slope_stop_opt | +10.45% | +32.50% | 0.70 | -20.96% | 32 | $110,451.18 |
| 23 | ema_cross_with_sizing_and_stop_opt | +10.39% | +32.50% | 2.95 | -21.74% | 2 | $110,386.35 |
| 24 | volatility_cooling_atr_opt | +9.88% | +32.50% | 0.83 | -9.58% | 15 | $109,878.54 |
| 25 | zscore_mean_reversion_opt | +9.32% | +32.50% | 0.76 | -8.96% | 16 | $109,316.04 |
| 26 | ema_adx_cross_opt | +9.25% | +32.50% | 0.93 | -7.02% | 2 | $109,246.32 |
| 27 | ema_atr_adx_opt | +8.29% | +32.50% | 0.96 | -5.69% | 2 | $108,290.51 |
| 28 | bollinger_regime_adaptive_opt | +6.94% | +32.50% | 0.67 | -10.94% | 8 | $106,935.30 |
| 29 | ultimate_oscillator_trend_opt | +5.84% | +32.50% | n/a | -2.04% | 2 | $105,842.92 |
| 30 | gmm_regime_filter_opt | +5.02% | +32.50% | 0.43 | -15.43% | 18 | $105,018.26 |
| 31 | bollinger_squeeze_breakout_opt | +4.17% | +32.50% | 2.14 | -13.55% | 7 | $104,166.20 |
| 32 | rsi_mean_reversion_opt | +3.97% | +32.50% | 0.71 | -6.29% | 5 | $103,966.61 |
| 33 | triple_ema_sl_tp_opt | +2.23% | +32.50% | 0.29 | -10.28% | 2 | $102,230.61 |
| 34 | keltner_mean_reversion_opt | +2.22% | +32.50% | 1.62 | -0.11% | 1 | $102,216.36 |
| 35 | volatility_scaled_breakout_opt | +2.09% | +32.50% | 0.34 | -4.79% | 3 | $102,089.25 |
| 36 | stochastic_trend_opt | +1.39% | +32.50% | n/a | -3.41% | 2 | $101,393.59 |
| 37 | hurst_regime_ema_cross_opt | +0.00% | +32.50% | inf | n/a | 0 | $100,000.00 |
| 38 | ichimoku_cloud_opt | -5.03% | +32.50% | -0.14 | -19.29% | 16 | $94,966.62 |
Equity Curve Gallery
pivot_stochastic_atr_opt+43.86%
regime_switching_trend_opt+43.61%
adaptive_momentum_squeeze_opt+36.59%
macd_trend_opt+36.29%
trend_volatility_breakout_opt+34.64%
decision_tree_ema_ml_opt+28.53%
hilbert_bollinger_stop_target_opt+28.08%
trend_strength_volatility_breakout_opt+26.64%
intraday_volatility_breakout_opt+26.41%
heikin_ashi_trend_opt+23.70%
momentum_atr_trailing_stop_opt+22.57%
awesome_oscillator_divergence_opt+20.19%
trend_momentum_volume_rsi_opt+19.08%
ema_stop_target_grid_opt+18.93%
vol_cluster_reversion_opt+18.08%
ema_cross_bb_width_filter_opt+15.61%
donchian_breakout_opt+15.00%
ema_cross_resistance_breakouts_opt+14.90%
adaptive_vortex_trend_opt+11.70%
ema_ppo_volume_trend_opt+11.50%
moving_average_slope_stop_opt+10.45%
ema_cross_with_sizing_and_stop_opt+10.39%
volatility_cooling_atr_opt+9.88%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.