trend_momentum_volume_rsi_opt+121.31%
Best Strategytrend_momentum_volume_rsi_opt
Best Return+121.31%
Buy and Hold-1.38%
Positive Strategies40/40
Equity Plots40
Top Returns
Return vs Drawdown
Metric Heatmap
Ranked Results
| Rank | Strategy | Total Return | Benchmark | Sharpe | Max DD | Trades | End Value |
|---|---|---|---|---|---|---|---|
| 1 | trend_momentum_volume_rsi_opt | +121.31% | -1.38% | 9.88 | -19.41% | 13 | $221,313.33 |
| 2 | volatility_cooling_atr_opt | +116.97% | -1.38% | 3.41 | -4.43% | 23 | $216,972.94 |
| 3 | adx_range_trend_filter_opt | +77.16% | -1.38% | 1.51 | -29.09% | 27 | $177,160.24 |
| 4 | trend_strength_volatility_breakout_opt | +76.99% | -1.38% | 1.87 | -19.74% | 18 | $176,989.49 |
| 5 | pivot_stochastic_atr_opt | +75.84% | -1.38% | 1.88 | -13.20% | 5 | $175,838.76 |
| 6 | heikin_ashi_trend_opt | +72.42% | -1.38% | 1.81 | -17.93% | 11 | $172,418.59 |
| 7 | moving_average_crossover_grid_opt | +68.25% | -1.38% | 1.57 | -20.58% | 4 | $168,253.23 |
| 8 | trend_volatility_breakout_opt | +67.88% | -1.38% | 9.14 | -16.33% | 15 | $167,881.95 |
| 9 | adaptive_momentum_squeeze_opt | +66.49% | -1.38% | 1.68 | -16.53% | 7 | $166,490.97 |
| 10 | ichimoku_cloud_opt | +66.26% | -1.38% | 1.88 | -16.05% | 15 | $166,261.02 |
| 11 | donchian_breakout_opt | +63.43% | -1.38% | 1.69 | -24.08% | 11 | $163,429.07 |
| 12 | moving_average_slope_stop_opt | +60.39% | -1.38% | 1.56 | -14.98% | 46 | $160,394.52 |
| 13 | ema_adx_cross_opt | +57.79% | -1.38% | 2.50 | -3.50% | 6 | $157,789.45 |
| 14 | volatility_scaled_breakout_opt | +57.71% | -1.38% | 1.48 | -19.37% | 1 | $157,711.08 |
| 15 | ema_atr_adx_opt | +56.88% | -1.38% | 1.42 | -19.29% | 4 | $156,884.26 |
| 16 | regime_switching_trend_opt | +52.87% | -1.38% | 2.12 | -9.37% | 11 | $152,871.81 |
| 17 | gmm_regime_filter_opt | +50.03% | -1.38% | 1.74 | -16.81% | 12 | $150,028.31 |
| 18 | vol_cluster_reversion_opt | +47.84% | -1.38% | 1.70 | -11.17% | 10 | $147,839.10 |
| 19 | ema_stop_target_grid_opt | +45.95% | -1.38% | 1.30 | -25.65% | 41 | $145,953.44 |
| 20 | hilbert_bollinger_stop_target_opt | +41.86% | -1.38% | 1.59 | -19.18% | 17 | $141,864.21 |
| 21 | obv_momentum_stop_target_opt | +41.47% | -1.38% | 1.87 | -14.16% | 4 | $141,466.32 |
| 22 | ema_ppo_volume_trend_opt | +38.72% | -1.38% | 1.32 | -15.73% | 2 | $138,724.07 |
| 23 | intraday_volatility_breakout_opt | +31.83% | -1.38% | 37.40 | -5.31% | 7 | $131,828.27 |
| 24 | macd_trend_opt | +31.67% | -1.38% | 1.00 | -24.72% | 28 | $131,668.37 |
| 25 | hurst_regime_ema_cross_opt | +30.06% | -1.38% | 1.15 | -9.36% | 21 | $130,063.33 |
| 26 | triple_ema_sl_tp_opt | +29.44% | -1.38% | 1.01 | -19.37% | 3 | $129,438.35 |
| 27 | momentum_atr_trailing_stop_opt | +29.08% | -1.38% | 1.55 | -5.06% | 12 | $129,075.65 |
| 28 | ema_cross_with_sizing_and_stop_opt | +25.13% | -1.38% | 3.71 | -36.85% | 2 | $125,133.36 |
| 29 | awesome_oscillator_divergence_opt | +22.11% | -1.38% | 0.98 | -9.01% | 2 | $122,113.05 |
| 30 | adaptive_vortex_trend_opt | +20.78% | -1.38% | 0.82 | -17.29% | 46 | $120,781.46 |
| 31 | rsi_mean_reversion_opt | +19.15% | -1.38% | 2.49 | -1.34% | 6 | $119,154.84 |
| 32 | bollinger_squeeze_breakout_opt | +19.14% | -1.38% | 7.16 | -10.86% | 9 | $119,139.28 |
| 33 | ema_cross_resistance_breakouts_opt | +18.92% | -1.38% | 9.44 | -2.62% | 1 | $118,916.92 |
| 34 | ema_cross_bb_width_filter_opt | +17.61% | -1.38% | 8.53 | -5.88% | 2 | $117,613.28 |
| 35 | stochastic_trend_opt | +14.34% | -1.38% | 1.08 | -4.46% | 2 | $114,336.79 |
| 36 | bollinger_regime_adaptive_opt | +11.59% | -1.38% | 0.66 | -16.13% | 10 | $111,589.06 |
| 37 | decision_tree_ema_ml_opt | +10.38% | -1.38% | 1.07 | -4.72% | 5 | $110,384.62 |
| 38 | zscore_mean_reversion_opt | +7.30% | -1.38% | 0.69 | -7.23% | 15 | $107,296.01 |
| 39 | ultimate_oscillator_trend_opt | +4.74% | -1.38% | 0.93 | -2.26% | 1 | $104,739.66 |
| 40 | keltner_mean_reversion_opt | +1.66% | -1.38% | 0.47 | -3.23% | 3 | $101,660.63 |
Equity Curve Gallery
volatility_cooling_atr_opt+116.97%
adx_range_trend_filter_opt+77.16%
trend_strength_volatility_breakout_opt+76.99%
pivot_stochastic_atr_opt+75.84%
heikin_ashi_trend_opt+72.42%
moving_average_crossover_grid_opt+68.25%
trend_volatility_breakout_opt+67.88%
adaptive_momentum_squeeze_opt+66.49%
ichimoku_cloud_opt+66.26%
donchian_breakout_opt+63.43%
moving_average_slope_stop_opt+60.39%
ema_adx_cross_opt+57.79%
volatility_scaled_breakout_opt+57.71%
ema_atr_adx_opt+56.88%
regime_switching_trend_opt+52.87%
gmm_regime_filter_opt+50.03%
vol_cluster_reversion_opt+47.84%
ema_stop_target_grid_opt+45.95%
hilbert_bollinger_stop_target_opt+41.86%
obv_momentum_stop_target_opt+41.47%
ema_ppo_volume_trend_opt+38.72%
intraday_volatility_breakout_opt+31.83%
macd_trend_opt+31.67%
Failures recorded: 0. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.