obv_momentum_stop_target_opt+27.41%
Best Strategyobv_momentum_stop_target_opt
Best Return+27.41%
Buy and Hold+21.57%
Positive Strategies34/38
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 | +27.41% | +21.57% | 3.32 | -5.11% | 6 | $127,409.51 |
| 2 | ema_stop_target_grid_opt | +26.47% | +21.57% | 2.68 | -6.17% | 6 | $126,474.80 |
| 3 | pivot_stochastic_atr_opt | +19.65% | +21.57% | 2.03 | -6.07% | 5 | $119,649.55 |
| 4 | ema_cross_with_sizing_and_stop_opt | +19.29% | +21.57% | 9.02 | -10.06% | 1 | $119,290.87 |
| 5 | regime_switching_trend_opt | +18.64% | +21.57% | 2.40 | -5.11% | 4 | $118,639.23 |
| 6 | trend_momentum_volume_rsi_opt | +14.28% | +21.57% | 8.00 | -5.86% | 5 | $114,282.50 |
| 7 | ichimoku_cloud_opt | +14.26% | +21.57% | 1.78 | -3.81% | 4 | $114,257.77 |
| 8 | heikin_ashi_trend_opt | +13.92% | +21.57% | 1.49 | -9.64% | 1 | $113,924.62 |
| 9 | ema_adx_cross_opt | +13.85% | +21.57% | 2.25 | -5.11% | 4 | $113,852.01 |
| 10 | hilbert_bollinger_stop_target_opt | +13.60% | +21.57% | 1.72 | -5.50% | 4 | $113,602.90 |
| 11 | vol_cluster_reversion_opt | +12.66% | +21.57% | 2.32 | -5.11% | 2 | $112,664.16 |
| 12 | decision_tree_ema_ml_opt | +12.31% | +21.57% | 2.82 | -1.29% | 4 | $112,307.05 |
| 13 | trend_volatility_breakout_opt | +11.41% | +21.57% | 9.18 | -2.90% | 4 | $111,414.99 |
| 14 | trend_strength_volatility_breakout_opt | +11.23% | +21.57% | 1.62 | -2.96% | 5 | $111,227.78 |
| 15 | donchian_breakout_opt | +10.68% | +21.57% | 1.37 | -4.43% | 6 | $110,684.20 |
| 16 | ema_atr_adx_opt | +10.41% | +21.57% | 1.52 | -5.26% | 4 | $110,413.04 |
| 17 | moving_average_slope_stop_opt | +10.28% | +21.57% | 1.31 | -4.69% | 4 | $110,283.21 |
| 18 | macd_trend_opt | +8.80% | +21.57% | 1.42 | -7.94% | 16 | $108,798.85 |
| 19 | triple_ema_sl_tp_opt | +8.63% | +21.57% | 1.22 | -5.16% | 5 | $108,631.38 |
| 20 | volatility_cooling_atr_opt | +8.25% | +21.57% | 1.61 | -2.71% | 15 | $108,252.94 |
| 21 | ema_cross_bb_width_filter_opt | +7.59% | +21.57% | 6.22 | -3.26% | 2 | $107,590.04 |
| 22 | volatility_scaled_breakout_opt | +7.15% | +21.57% | 0.92 | -5.45% | 5 | $107,146.70 |
| 23 | adaptive_vortex_trend_opt | +6.72% | +21.57% | 0.95 | -4.42% | 10 | $106,717.80 |
| 24 | zscore_mean_reversion_opt | +5.86% | +21.57% | 1.38 | -2.78% | 19 | $105,859.46 |
| 25 | adaptive_momentum_squeeze_opt | +4.91% | +21.57% | 0.50 | -12.92% | 5 | $104,910.24 |
| 26 | ema_ppo_volume_trend_opt | +4.85% | +21.57% | 0.69 | -6.40% | 3 | $104,853.55 |
| 27 | rsi_mean_reversion_opt | +4.79% | +21.57% | 1.40 | -2.15% | 4 | $104,788.17 |
| 28 | stochastic_trend_opt | +4.30% | +21.57% | n/a | -0.81% | 1 | $104,304.14 |
| 29 | ema_cross_resistance_breakouts_opt | +4.15% | +21.57% | 6.21 | -1.43% | 1 | $104,145.17 |
| 30 | momentum_atr_trailing_stop_opt | +3.35% | +21.57% | 1.32 | -1.65% | 2 | $103,345.32 |
| 31 | bollinger_squeeze_breakout_opt | +2.85% | +21.57% | 2.26 | -6.25% | 6 | $102,846.00 |
| 32 | ultimate_oscillator_trend_opt | +2.62% | +21.57% | n/a | -1.76% | 2 | $102,622.77 |
| 33 | hurst_regime_ema_cross_opt | +1.92% | +21.57% | 0.45 | -3.60% | 3 | $101,924.24 |
| 34 | bollinger_regime_adaptive_opt | +0.77% | +21.57% | 0.17 | -5.66% | 3 | $100,770.80 |
| 35 | intraday_volatility_breakout_opt | +0.00% | +21.57% | inf | n/a | 0 | $100,000.00 |
| 36 | keltner_mean_reversion_opt | +0.00% | +21.57% | inf | n/a | 0 | $100,000.00 |
| 37 | awesome_oscillator_divergence_opt | -4.17% | +21.57% | -0.84 | -5.10% | 2 | $95,825.41 |
| 38 | gmm_regime_filter_opt | -9.64% | +21.57% | -1.64 | -11.42% | 50 | $90,364.65 |
Equity Curve Gallery
ema_stop_target_grid_opt+26.47%
pivot_stochastic_atr_opt+19.65%
ema_cross_with_sizing_and_stop_opt+19.29%
regime_switching_trend_opt+18.64%
trend_momentum_volume_rsi_opt+14.28%
ichimoku_cloud_opt+14.26%
heikin_ashi_trend_opt+13.92%
ema_adx_cross_opt+13.85%
hilbert_bollinger_stop_target_opt+13.60%
vol_cluster_reversion_opt+12.66%
decision_tree_ema_ml_opt+12.31%
trend_volatility_breakout_opt+11.41%
trend_strength_volatility_breakout_opt+11.23%
donchian_breakout_opt+10.68%
ema_atr_adx_opt+10.41%
moving_average_slope_stop_opt+10.28%
macd_trend_opt+8.80%
triple_ema_sl_tp_opt+8.63%
volatility_cooling_atr_opt+8.25%
ema_cross_bb_width_filter_opt+7.59%
volatility_scaled_breakout_opt+7.15%
adaptive_vortex_trend_opt+6.72%
zscore_mean_reversion_opt+5.86%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.