pivot_stochastic_atr_opt+40.30%
Best Strategypivot_stochastic_atr_opt
Best Return+40.30%
Buy and Hold-2.14%
Positive Strategies35/38
Equity Plots38
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 | +40.30% | -2.14% | 2.40 | -7.58% | 3 | $140,296.76 |
| 2 | trend_momentum_volume_rsi_opt | +37.07% | -2.14% | 10.93 | -7.46% | 4 | $137,065.31 |
| 3 | decision_tree_ema_ml_opt | +30.47% | -2.14% | 2.83 | -4.77% | 9 | $130,471.49 |
| 4 | macd_trend_opt | +28.94% | -2.14% | 2.14 | -6.83% | 7 | $128,936.99 |
| 5 | regime_switching_trend_opt | +28.19% | -2.14% | 2.43 | -5.90% | 6 | $128,194.37 |
| 6 | ichimoku_cloud_opt | +27.04% | -2.14% | 1.85 | -10.79% | 4 | $127,035.76 |
| 7 | ema_ppo_volume_trend_opt | +22.40% | -2.14% | 2.33 | -6.76% | 2 | $122,401.20 |
| 8 | ema_cross_bb_width_filter_opt | +21.41% | -2.14% | 12.41 | -3.85% | 2 | $121,411.54 |
| 9 | obv_momentum_stop_target_opt | +20.12% | -2.14% | 1.90 | -5.96% | 2 | $120,121.66 |
| 10 | trend_volatility_breakout_opt | +20.10% | -2.14% | 9.27 | -6.32% | 2 | $120,095.73 |
| 11 | trend_strength_volatility_breakout_opt | +19.26% | -2.14% | 1.75 | -6.71% | 2 | $119,256.94 |
| 12 | adaptive_momentum_squeeze_opt | +18.59% | -2.14% | 1.27 | -12.94% | 11 | $118,589.92 |
| 13 | ema_atr_adx_opt | +18.51% | -2.14% | 1.88 | -6.03% | 4 | $118,506.77 |
| 14 | momentum_atr_trailing_stop_opt | +18.42% | -2.14% | 2.08 | -5.66% | 3 | $118,418.53 |
| 15 | heikin_ashi_trend_opt | +18.23% | -2.14% | 1.47 | -6.97% | 4 | $118,231.22 |
| 16 | ema_cross_resistance_breakouts_opt | +16.98% | -2.14% | 10.44 | -3.76% | 1 | $116,984.74 |
| 17 | adaptive_vortex_trend_opt | +16.04% | -2.14% | 1.70 | -6.97% | 12 | $116,041.24 |
| 18 | zscore_mean_reversion_opt | +15.33% | -2.14% | 1.70 | -3.43% | 40 | $115,331.30 |
| 19 | donchian_breakout_opt | +14.40% | -2.14% | 1.46 | -8.30% | 5 | $114,398.06 |
| 20 | hilbert_bollinger_stop_target_opt | +14.34% | -2.14% | 1.55 | -5.96% | 1 | $114,337.78 |
| 21 | moving_average_slope_stop_opt | +13.51% | -2.14% | 1.32 | -9.85% | 7 | $113,510.61 |
| 22 | bollinger_regime_adaptive_opt | +12.28% | -2.14% | 2.19 | -2.29% | 4 | $112,284.98 |
| 23 | ema_stop_target_grid_opt | +11.06% | -2.14% | 1.20 | -10.97% | 8 | $111,059.58 |
| 24 | vol_cluster_reversion_opt | +8.34% | -2.14% | 1.40 | -1.92% | 2 | $108,342.13 |
| 25 | triple_ema_sl_tp_opt | +7.90% | -2.14% | 1.37 | -6.94% | 3 | $107,897.37 |
| 26 | ultimate_oscillator_trend_opt | +6.08% | -2.14% | n/a | -2.75% | 4 | $106,083.37 |
| 27 | volatility_scaled_breakout_opt | +5.57% | -2.14% | 1.15 | -3.76% | 1 | $105,570.02 |
| 28 | intraday_volatility_breakout_opt | +5.35% | -2.14% | 29.43 | -1.68% | 1 | $105,354.26 |
| 29 | hurst_regime_ema_cross_opt | +4.97% | -2.14% | 0.76 | -4.81% | 4 | $104,968.44 |
| 30 | volatility_cooling_atr_opt | +4.89% | -2.14% | 0.74 | -6.50% | 10 | $104,888.94 |
| 31 | gmm_regime_filter_opt | +4.57% | -2.14% | 0.56 | -5.90% | 21 | $104,568.88 |
| 32 | ema_cross_with_sizing_and_stop_opt | +3.32% | -2.14% | 2.03 | -15.13% | 2 | $103,317.64 |
| 33 | ema_adx_cross_opt | +2.87% | -2.14% | 1.48 | -0.20% | 1 | $102,866.93 |
| 34 | rsi_mean_reversion_opt | +1.47% | -2.14% | 1.02 | -0.60% | 1 | $101,469.46 |
| 35 | bollinger_squeeze_breakout_opt | +0.70% | -2.14% | 0.84 | -7.33% | 5 | $100,704.84 |
| 36 | keltner_mean_reversion_opt | +0.00% | -2.14% | inf | n/a | 0 | $100,000.00 |
| 37 | stochastic_trend_opt | +0.00% | -2.14% | n/a | n/a | 0 | $100,000.00 |
| 38 | awesome_oscillator_divergence_opt | -6.24% | -2.14% | -1.89 | -6.24% | 1 | $93,762.53 |
Equity Curve Gallery
trend_momentum_volume_rsi_opt+37.07%
decision_tree_ema_ml_opt+30.47%
macd_trend_opt+28.94%
regime_switching_trend_opt+28.19%
ichimoku_cloud_opt+27.04%
ema_ppo_volume_trend_opt+22.40%
ema_cross_bb_width_filter_opt+21.41%
obv_momentum_stop_target_opt+20.12%
trend_volatility_breakout_opt+20.10%
trend_strength_volatility_breakout_opt+19.26%
adaptive_momentum_squeeze_opt+18.59%
ema_atr_adx_opt+18.51%
momentum_atr_trailing_stop_opt+18.42%
heikin_ashi_trend_opt+18.23%
ema_cross_resistance_breakouts_opt+16.98%
adaptive_vortex_trend_opt+16.04%
zscore_mean_reversion_opt+15.33%
donchian_breakout_opt+14.40%
hilbert_bollinger_stop_target_opt+14.34%
moving_average_slope_stop_opt+13.51%
bollinger_regime_adaptive_opt+12.28%
ema_stop_target_grid_opt+11.06%
vol_cluster_reversion_opt+8.34%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.