pivot_stochastic_atr_opt+112.71%
Best Strategypivot_stochastic_atr_opt
Best Return+112.71%
Buy and Hold-28.97%
Positive Strategies34/40
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 | +112.71% | -28.97% | 2.51 | -12.30% | 8 | $212,713.85 |
| 2 | adaptive_momentum_squeeze_opt | +93.59% | -28.97% | 1.97 | -15.65% | 10 | $193,589.09 |
| 3 | regime_switching_trend_opt | +76.14% | -28.97% | 2.48 | -9.17% | 25 | $176,143.01 |
| 4 | obv_momentum_stop_target_opt | +42.40% | -28.97% | 2.11 | -7.75% | 4 | $142,403.78 |
| 5 | trend_momentum_volume_rsi_opt | +30.53% | -28.97% | 6.41 | -10.36% | 3 | $130,534.16 |
| 6 | decision_tree_ema_ml_opt | +26.64% | -28.97% | 1.51 | -8.27% | 17 | $126,638.37 |
| 7 | moving_average_crossover_grid_opt | +25.20% | -28.97% | 1.20 | -9.35% | 8 | $125,199.56 |
| 8 | volatility_cooling_atr_opt | +21.46% | -28.97% | 1.41 | -10.13% | 16 | $121,461.24 |
| 9 | hilbert_bollinger_stop_target_opt | +21.39% | -28.97% | 1.52 | -6.89% | 12 | $121,385.76 |
| 10 | trend_volatility_breakout_opt | +17.60% | -28.97% | 5.23 | -11.36% | 11 | $117,604.63 |
| 11 | intraday_volatility_breakout_opt | +16.26% | -28.97% | 24.13 | -3.42% | 6 | $116,262.06 |
| 12 | donchian_breakout_opt | +15.47% | -28.97% | 1.04 | -7.16% | 1 | $115,465.97 |
| 13 | ema_adx_cross_opt | +14.11% | -28.97% | 1.67 | -4.20% | 7 | $114,109.57 |
| 14 | bollinger_squeeze_breakout_opt | +14.07% | -28.97% | 5.14 | -7.10% | 7 | $114,066.26 |
| 15 | ema_cross_bb_width_filter_opt | +13.62% | -28.97% | 7.79 | -2.84% | 4 | $113,624.13 |
| 16 | moving_average_slope_stop_opt | +10.73% | -28.97% | 0.59 | -14.23% | 44 | $110,725.02 |
| 17 | bollinger_regime_adaptive_opt | +10.40% | -28.97% | 0.71 | -17.30% | 16 | $110,404.87 |
| 18 | zscore_mean_reversion_opt | +9.04% | -28.97% | 1.00 | -3.53% | 3 | $109,042.84 |
| 19 | adx_range_trend_filter_opt | +9.04% | -28.97% | 0.44 | -23.16% | 37 | $109,038.31 |
| 20 | vol_cluster_reversion_opt | +8.94% | -28.97% | 0.83 | -6.55% | 4 | $108,937.69 |
| 21 | ema_stop_target_grid_opt | +8.62% | -28.97% | 0.53 | -18.10% | 33 | $108,624.42 |
| 22 | trend_strength_volatility_breakout_opt | +8.43% | -28.97% | 0.45 | -20.79% | 5 | $108,433.66 |
| 23 | momentum_atr_trailing_stop_opt | +8.01% | -28.97% | 0.69 | -5.84% | 2 | $108,010.36 |
| 24 | ema_cross_resistance_breakouts_opt | +7.86% | -28.97% | 6.08 | -2.74% | 2 | $107,860.86 |
| 25 | ichimoku_cloud_opt | +7.63% | -28.97% | 0.39 | -20.52% | 12 | $107,634.75 |
| 26 | ultimate_oscillator_trend_opt | +7.35% | -28.97% | 1.20 | -2.74% | 2 | $107,348.16 |
| 27 | rsi_mean_reversion_opt | +6.80% | -28.97% | 1.53 | -0.85% | 2 | $106,801.62 |
| 28 | macd_trend_opt | +6.30% | -28.97% | 0.38 | -16.76% | 24 | $106,300.80 |
| 29 | stochastic_trend_opt | +5.95% | -28.97% | 1.08 | -2.74% | 1 | $105,951.33 |
| 30 | adaptive_vortex_trend_opt | +5.42% | -28.97% | 0.38 | -12.73% | 32 | $105,419.50 |
| 31 | ema_ppo_volume_trend_opt | +3.60% | -28.97% | 0.77 | -3.04% | 2 | $103,603.10 |
| 32 | keltner_mean_reversion_opt | +2.85% | -28.97% | 0.76 | -2.26% | 2 | $102,846.48 |
| 33 | volatility_scaled_breakout_opt | +2.76% | -28.97% | 0.34 | -5.41% | 4 | $102,755.79 |
| 34 | heikin_ashi_trend_opt | +1.57% | -28.97% | 0.19 | -10.23% | 4 | $101,568.09 |
| 35 | hurst_regime_ema_cross_opt | +0.00% | -28.97% | inf | n/a | 0 | $100,000.00 |
| 36 | ema_atr_adx_opt | +0.00% | -28.97% | inf | n/a | 0 | $100,000.00 |
| 37 | gmm_regime_filter_opt | -2.81% | -28.97% | -0.03 | -20.69% | 11 | $97,186.44 |
| 38 | awesome_oscillator_divergence_opt | -2.82% | -28.97% | -0.31 | -9.03% | 1 | $97,178.01 |
| 39 | ema_cross_with_sizing_and_stop_opt | -8.11% | -28.97% | -1.92 | -14.66% | 2 | $91,892.62 |
| 40 | triple_ema_sl_tp_opt | -9.80% | -28.97% | -0.78 | -14.21% | 4 | $90,202.20 |
Equity Curve Gallery
adaptive_momentum_squeeze_opt+93.59%
regime_switching_trend_opt+76.14%
obv_momentum_stop_target_opt+42.40%
trend_momentum_volume_rsi_opt+30.53%
decision_tree_ema_ml_opt+26.64%
moving_average_crossover_grid_opt+25.20%
volatility_cooling_atr_opt+21.46%
hilbert_bollinger_stop_target_opt+21.39%
trend_volatility_breakout_opt+17.60%
intraday_volatility_breakout_opt+16.26%
donchian_breakout_opt+15.47%
ema_adx_cross_opt+14.11%
bollinger_squeeze_breakout_opt+14.07%
ema_cross_bb_width_filter_opt+13.62%
moving_average_slope_stop_opt+10.73%
bollinger_regime_adaptive_opt+10.40%
zscore_mean_reversion_opt+9.04%
adx_range_trend_filter_opt+9.04%
vol_cluster_reversion_opt+8.94%
ema_stop_target_grid_opt+8.62%
trend_strength_volatility_breakout_opt+8.43%
momentum_atr_trailing_stop_opt+8.01%
ema_cross_resistance_breakouts_opt+7.86%
Failures recorded: 0. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.