ema_stop_target_grid_opt+41.90%
Best Strategyema_stop_target_grid_opt
Best Return+41.90%
Buy and Hold+42.50%
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 | ema_stop_target_grid_opt | +41.90% | +42.50% | 2.64 | -7.95% | 6 | $141,903.91 |
| 2 | ema_cross_with_sizing_and_stop_opt | +40.27% | +42.50% | 10.83 | -13.52% | 1 | $140,268.94 |
| 3 | obv_momentum_stop_target_opt | +37.27% | +42.50% | 2.11 | -13.52% | 1 | $137,273.15 |
| 4 | hilbert_bollinger_stop_target_opt | +35.86% | +42.50% | 3.47 | -4.68% | 3 | $135,863.45 |
| 5 | regime_switching_trend_opt | +33.38% | +42.50% | 3.43 | -4.61% | 6 | $133,380.24 |
| 6 | volatility_cooling_atr_opt | +29.89% | +42.50% | 3.12 | -3.22% | 19 | $129,888.80 |
| 7 | macd_trend_opt | +28.14% | +42.50% | 2.50 | -8.80% | 5 | $128,144.55 |
| 8 | ema_cross_bb_width_filter_opt | +27.09% | +42.50% | 9.46 | -7.91% | 3 | $127,094.98 |
| 9 | trend_volatility_breakout_opt | +26.44% | +42.50% | 8.71 | -13.25% | 3 | $126,440.58 |
| 10 | adaptive_vortex_trend_opt | +26.27% | +42.50% | 2.06 | -7.92% | 22 | $126,272.28 |
| 11 | decision_tree_ema_ml_opt | +25.14% | +42.50% | 2.41 | -6.60% | 5 | $125,140.41 |
| 12 | ema_ppo_volume_trend_opt | +23.83% | +42.50% | 1.67 | -10.51% | 2 | $123,829.59 |
| 13 | moving_average_slope_stop_opt | +22.03% | +42.50% | 1.76 | -7.69% | 14 | $122,029.90 |
| 14 | pivot_stochastic_atr_opt | +21.85% | +42.50% | 2.17 | -4.32% | 12 | $121,853.58 |
| 15 | ema_adx_cross_opt | +21.59% | +42.50% | 2.75 | -6.09% | 3 | $121,588.19 |
| 16 | trend_strength_volatility_breakout_opt | +19.94% | +42.50% | 2.12 | -6.27% | 16 | $119,943.37 |
| 17 | triple_ema_sl_tp_opt | +19.86% | +42.50% | 1.67 | -8.20% | 7 | $119,860.87 |
| 18 | ichimoku_cloud_opt | +19.77% | +42.50% | 1.40 | -13.58% | 3 | $119,769.10 |
| 19 | trend_momentum_volume_rsi_opt | +19.11% | +42.50% | 6.04 | -13.21% | 5 | $119,114.33 |
| 20 | vol_cluster_reversion_opt | +18.49% | +42.50% | 2.80 | -1.60% | 3 | $118,491.68 |
| 21 | volatility_scaled_breakout_opt | +16.39% | +42.50% | 1.31 | -8.50% | 6 | $116,385.65 |
| 22 | ema_atr_adx_opt | +15.42% | +42.50% | 1.30 | -8.29% | 4 | $115,420.55 |
| 23 | heikin_ashi_trend_opt | +14.79% | +42.50% | 1.05 | -13.29% | 5 | $114,788.64 |
| 24 | momentum_atr_trailing_stop_opt | +12.02% | +42.50% | 1.62 | -3.59% | 12 | $112,023.90 |
| 25 | stochastic_trend_opt | +11.80% | +42.50% | n/a | -5.29% | 2 | $111,802.79 |
| 26 | adaptive_momentum_squeeze_opt | +11.56% | +42.50% | 2.91 | -0.90% | 4 | $111,562.98 |
| 27 | gmm_regime_filter_opt | +11.36% | +42.50% | 1.21 | -10.06% | 11 | $111,364.77 |
| 28 | donchian_breakout_opt | +10.76% | +42.50% | 0.92 | -9.11% | 11 | $110,761.22 |
| 29 | intraday_volatility_breakout_opt | +9.87% | +42.50% | 31.40 | -2.18% | 5 | $109,865.92 |
| 30 | bollinger_squeeze_breakout_opt | +9.40% | +42.50% | 6.48 | -3.32% | 9 | $109,398.84 |
| 31 | ema_cross_resistance_breakouts_opt | +8.68% | +42.50% | 6.70 | -3.22% | 1 | $108,683.81 |
| 32 | bollinger_regime_adaptive_opt | +6.41% | +42.50% | 1.37 | -2.61% | 2 | $106,406.46 |
| 33 | ultimate_oscillator_trend_opt | +5.42% | +42.50% | n/a | -4.26% | 5 | $105,424.06 |
| 34 | rsi_mean_reversion_opt | +2.99% | +42.50% | 1.85 | -0.36% | 2 | $102,986.16 |
| 35 | zscore_mean_reversion_opt | +2.21% | +42.50% | 0.34 | -6.51% | 14 | $102,211.63 |
| 36 | keltner_mean_reversion_opt | +0.00% | +42.50% | inf | n/a | 0 | $100,000.00 |
| 37 | hurst_regime_ema_cross_opt | +0.00% | +42.50% | inf | n/a | 0 | $100,000.00 |
| 38 | awesome_oscillator_divergence_opt | -1.82% | +42.50% | -0.12 | -9.75% | 2 | $98,183.65 |
Equity Curve Gallery
ema_cross_with_sizing_and_stop_opt+40.27%
obv_momentum_stop_target_opt+37.27%
hilbert_bollinger_stop_target_opt+35.86%
regime_switching_trend_opt+33.38%
volatility_cooling_atr_opt+29.89%
macd_trend_opt+28.14%
ema_cross_bb_width_filter_opt+27.09%
trend_volatility_breakout_opt+26.44%
adaptive_vortex_trend_opt+26.27%
decision_tree_ema_ml_opt+25.14%
ema_ppo_volume_trend_opt+23.83%
moving_average_slope_stop_opt+22.03%
pivot_stochastic_atr_opt+21.85%
ema_adx_cross_opt+21.59%
trend_strength_volatility_breakout_opt+19.94%
triple_ema_sl_tp_opt+19.86%
ichimoku_cloud_opt+19.77%
trend_momentum_volume_rsi_opt+19.11%
vol_cluster_reversion_opt+18.49%
volatility_scaled_breakout_opt+16.39%
ema_atr_adx_opt+15.42%
heikin_ashi_trend_opt+14.79%
momentum_atr_trailing_stop_opt+12.02%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.