adaptive_momentum_squeeze_opt+3.37%
Best Strategyadaptive_momentum_squeeze_opt
Best Return+3.37%
Buy and Hold+1.22%
Positive Strategies12/38
Equity Plots38
Top Returns
Return vs Drawdown
Metric Heatmap
Ranked Results
| Rank | Strategy | Total Return | Benchmark | Sharpe | Max DD | Trades | End Value |
|---|---|---|---|---|---|---|---|
| 1 | adaptive_momentum_squeeze_opt | +3.37% | +1.22% | 0.65 | -3.30% | 3 | $103,367.09 |
| 2 | pivot_stochastic_atr_opt | +2.65% | +1.22% | 0.86 | -1.86% | 5 | $102,652.59 |
| 3 | obv_momentum_stop_target_opt | +2.54% | +1.22% | 1.30 | -1.33% | 5 | $102,541.15 |
| 4 | decision_tree_ema_ml_opt | +1.69% | +1.22% | 1.25 | -0.97% | 7 | $101,686.08 |
| 5 | regime_switching_trend_opt | +1.41% | +1.22% | 0.68 | -1.61% | 3 | $101,414.40 |
| 6 | heikin_ashi_trend_opt | +0.90% | +1.22% | 0.30 | -2.22% | 2 | $100,901.61 |
| 7 | trend_volatility_breakout_opt | +0.83% | +1.22% | 4.11 | -1.02% | 5 | $100,829.74 |
| 8 | rsi_mean_reversion_opt | +0.73% | +1.22% | 1.20 | -0.36% | 1 | $100,729.06 |
| 9 | ema_atr_adx_opt | +0.72% | +1.22% | 0.77 | -0.50% | 1 | $100,715.51 |
| 10 | trend_momentum_volume_rsi_opt | +0.65% | +1.22% | 1.05 | -2.36% | 2 | $100,645.64 |
| 11 | ema_stop_target_grid_opt | +0.58% | +1.22% | 0.19 | -3.20% | 1 | $100,580.20 |
| 12 | ema_cross_with_sizing_and_stop_opt | +0.34% | +1.22% | 0.71 | -2.00% | 1 | $100,340.48 |
| 13 | stochastic_trend_opt | +0.00% | +1.22% | n/a | n/a | 0 | $100,000.00 |
| 14 | momentum_atr_trailing_stop_opt | +0.00% | +1.22% | inf | n/a | 0 | $100,000.00 |
| 15 | zscore_mean_reversion_opt | +0.00% | +1.22% | inf | n/a | 0 | $100,000.00 |
| 16 | ultimate_oscillator_trend_opt | +0.00% | +1.22% | n/a | n/a | 0 | $100,000.00 |
| 17 | keltner_mean_reversion_opt | +0.00% | +1.22% | inf | n/a | 0 | $100,000.00 |
| 18 | hilbert_bollinger_stop_target_opt | +0.00% | +1.22% | inf | n/a | 0 | $100,000.00 |
| 19 | ema_cross_resistance_breakouts_opt | +0.00% | +1.22% | inf | n/a | 0 | $100,000.00 |
| 20 | ema_cross_bb_width_filter_opt | +0.00% | +1.22% | inf | n/a | 0 | $100,000.00 |
| 21 | ema_ppo_volume_trend_opt | +0.00% | +1.22% | inf | n/a | 0 | $100,000.00 |
| 22 | ema_adx_cross_opt | +0.00% | +1.22% | inf | n/a | 0 | $100,000.00 |
| 23 | intraday_volatility_breakout_opt | +0.00% | +1.22% | inf | n/a | 0 | $100,000.00 |
| 24 | hurst_regime_ema_cross_opt | +0.00% | +1.22% | inf | n/a | 0 | $100,000.00 |
| 25 | donchian_breakout_opt | -0.09% | +1.22% | -0.04 | -1.08% | 2 | $99,908.12 |
| 26 | vol_cluster_reversion_opt | -0.20% | +1.22% | -0.04 | -3.20% | 1 | $99,800.17 |
| 27 | trend_strength_volatility_breakout_opt | -0.25% | +1.22% | -0.12 | -2.47% | 3 | $99,748.60 |
| 28 | awesome_oscillator_divergence_opt | -0.67% | +1.22% | -0.29 | -2.31% | 2 | $99,328.36 |
| 29 | triple_ema_sl_tp_opt | -0.68% | +1.22% | -0.74 | -1.21% | 1 | $99,317.33 |
| 30 | moving_average_slope_stop_opt | -0.86% | +1.22% | -0.42 | -2.51% | 4 | $99,136.28 |
| 31 | adaptive_vortex_trend_opt | -0.97% | +1.22% | -0.33 | -2.51% | 2 | $99,032.44 |
| 32 | volatility_scaled_breakout_opt | -1.11% | +1.22% | -1.09 | -1.58% | 2 | $98,888.94 |
| 33 | macd_trend_opt | -1.54% | +1.22% | -0.68 | -3.34% | 10 | $98,458.80 |
| 34 | bollinger_regime_adaptive_opt | -1.84% | +1.22% | -0.81 | -3.41% | 3 | $98,159.97 |
| 35 | volatility_cooling_atr_opt | -2.04% | +1.22% | -1.44 | -2.78% | 13 | $97,959.46 |
| 36 | bollinger_squeeze_breakout_opt | -2.88% | +1.22% | -10.82 | -3.03% | 8 | $97,124.73 |
| 37 | ichimoku_cloud_opt | -4.30% | +1.22% | -1.28 | -5.37% | 8 | $95,701.54 |
| 38 | gmm_regime_filter_opt | -7.83% | +1.22% | -3.60 | -7.99% | 21 | $92,173.42 |
Equity Curve Gallery
pivot_stochastic_atr_opt+2.65%
obv_momentum_stop_target_opt+2.54%
decision_tree_ema_ml_opt+1.69%
regime_switching_trend_opt+1.41%
heikin_ashi_trend_opt+0.90%
trend_volatility_breakout_opt+0.83%
rsi_mean_reversion_opt+0.73%
ema_atr_adx_opt+0.72%
trend_momentum_volume_rsi_opt+0.65%
ema_stop_target_grid_opt+0.58%
ema_cross_with_sizing_and_stop_opt+0.34%
stochastic_trend_opt+0.00%
momentum_atr_trailing_stop_opt+0.00%
zscore_mean_reversion_opt+0.00%
ultimate_oscillator_trend_opt+0.00%
keltner_mean_reversion_opt+0.00%
hilbert_bollinger_stop_target_opt+0.00%
ema_cross_resistance_breakouts_opt+0.00%
ema_cross_bb_width_filter_opt+0.00%
ema_ppo_volume_trend_opt+0.00%
ema_adx_cross_opt+0.00%
intraday_volatility_breakout_opt+0.00%
hurst_regime_ema_cross_opt+0.00%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.