trend_momentum_volume_rsi_opt+70.15%
Best Strategytrend_momentum_volume_rsi_opt
Best Return+70.15%
Buy and Hold-21.02%
Positive Strategies31/38
Equity Plots38
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 | +70.15% | -21.02% | 12.22 | -13.26% | 4 | $170,147.34 |
| 2 | adaptive_momentum_squeeze_opt | +60.98% | -21.02% | 2.44 | -8.15% | 8 | $160,981.18 |
| 3 | ichimoku_cloud_opt | +45.70% | -21.02% | 2.46 | -11.89% | 13 | $145,702.30 |
| 4 | pivot_stochastic_atr_opt | +44.41% | -21.02% | 2.51 | -6.57% | 1 | $144,406.67 |
| 5 | donchian_breakout_opt | +35.17% | -21.02% | 1.72 | -16.07% | 2 | $135,172.17 |
| 6 | heikin_ashi_trend_opt | +32.38% | -21.02% | 2.09 | -9.46% | 2 | $132,377.66 |
| 7 | trend_strength_volatility_breakout_opt | +30.19% | -21.02% | 1.89 | -7.36% | 8 | $130,192.06 |
| 8 | moving_average_slope_stop_opt | +28.50% | -21.02% | 1.83 | -7.54% | 6 | $128,497.48 |
| 9 | trend_volatility_breakout_opt | +25.43% | -21.02% | 8.51 | -7.26% | 6 | $125,433.68 |
| 10 | ema_adx_cross_opt | +25.13% | -21.02% | 2.81 | -2.97% | 2 | $125,125.39 |
| 11 | macd_trend_opt | +23.85% | -21.02% | 1.49 | -8.06% | 13 | $123,845.03 |
| 12 | regime_switching_trend_opt | +23.13% | -21.02% | 1.56 | -9.05% | 12 | $123,126.06 |
| 13 | volatility_scaled_breakout_opt | +22.42% | -21.02% | 1.63 | -8.20% | 1 | $122,423.72 |
| 14 | obv_momentum_stop_target_opt | +20.49% | -21.02% | 1.57 | -7.11% | 2 | $120,485.53 |
| 15 | ema_atr_adx_opt | +20.00% | -21.02% | 1.47 | -8.11% | 1 | $119,999.35 |
| 16 | ema_cross_with_sizing_and_stop_opt | +19.67% | -21.02% | 5.06 | -15.82% | 1 | $119,669.41 |
| 17 | volatility_cooling_atr_opt | +18.87% | -21.02% | 1.41 | -17.41% | 13 | $118,867.06 |
| 18 | momentum_atr_trailing_stop_opt | +18.28% | -21.02% | 1.42 | -12.12% | 5 | $118,278.78 |
| 19 | zscore_mean_reversion_opt | +16.05% | -21.02% | 1.53 | -5.21% | 11 | $116,046.76 |
| 20 | rsi_mean_reversion_opt | +12.88% | -21.02% | 1.86 | -2.57% | 4 | $112,875.21 |
| 21 | vol_cluster_reversion_opt | +11.95% | -21.02% | 1.92 | -0.45% | 2 | $111,948.35 |
| 22 | ema_ppo_volume_trend_opt | +9.11% | -21.02% | 0.73 | -13.05% | 1 | $109,111.36 |
| 23 | adaptive_vortex_trend_opt | +7.22% | -21.02% | 0.61 | -12.24% | 21 | $107,218.76 |
| 24 | gmm_regime_filter_opt | +6.59% | -21.02% | 0.55 | -16.41% | 13 | $106,592.13 |
| 25 | decision_tree_ema_ml_opt | +4.90% | -21.02% | 0.88 | -3.48% | 8 | $104,896.06 |
| 26 | hilbert_bollinger_stop_target_opt | +4.83% | -21.02% | 2.17 | -0.87% | 1 | $104,828.23 |
| 27 | hurst_regime_ema_cross_opt | +3.35% | -21.02% | 0.47 | -6.56% | 3 | $103,347.87 |
| 28 | bollinger_regime_adaptive_opt | +0.87% | -21.02% | 0.20 | -6.47% | 2 | $100,874.43 |
| 29 | intraday_volatility_breakout_opt | +0.37% | -21.02% | 3.07 | -2.25% | 1 | $100,370.98 |
| 30 | ema_stop_target_grid_opt | +0.33% | -21.02% | 0.14 | -18.98% | 46 | $100,326.14 |
| 31 | bollinger_squeeze_breakout_opt | +0.25% | -21.02% | 0.42 | -4.95% | 5 | $100,250.93 |
| 32 | keltner_mean_reversion_opt | +0.00% | -21.02% | inf | n/a | 0 | $100,000.00 |
| 33 | ema_cross_resistance_breakouts_opt | +0.00% | -21.02% | inf | n/a | 0 | $100,000.00 |
| 34 | ema_cross_bb_width_filter_opt | +0.00% | -21.02% | inf | n/a | 0 | $100,000.00 |
| 35 | ultimate_oscillator_trend_opt | +0.00% | -21.02% | n/a | n/a | 0 | $100,000.00 |
| 36 | stochastic_trend_opt | +0.00% | -21.02% | n/a | n/a | 0 | $100,000.00 |
| 37 | triple_ema_sl_tp_opt | -5.40% | -21.02% | -1.21 | -6.10% | 1 | $94,604.83 |
| 38 | awesome_oscillator_divergence_opt | -6.86% | -21.02% | -2.17 | -6.86% | 1 | $93,143.82 |
Equity Curve Gallery
adaptive_momentum_squeeze_opt+60.98%
ichimoku_cloud_opt+45.70%
pivot_stochastic_atr_opt+44.41%
donchian_breakout_opt+35.17%
heikin_ashi_trend_opt+32.38%
trend_strength_volatility_breakout_opt+30.19%
moving_average_slope_stop_opt+28.50%
trend_volatility_breakout_opt+25.43%
ema_adx_cross_opt+25.13%
macd_trend_opt+23.85%
regime_switching_trend_opt+23.13%
volatility_scaled_breakout_opt+22.42%
obv_momentum_stop_target_opt+20.49%
ema_atr_adx_opt+20.00%
ema_cross_with_sizing_and_stop_opt+19.67%
volatility_cooling_atr_opt+18.87%
momentum_atr_trailing_stop_opt+18.28%
zscore_mean_reversion_opt+16.05%
rsi_mean_reversion_opt+12.88%
vol_cluster_reversion_opt+11.95%
ema_ppo_volume_trend_opt+9.11%
adaptive_vortex_trend_opt+7.22%
gmm_regime_filter_opt+6.59%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.