pivot_stochastic_atr_opt+6.39%
Best Strategypivot_stochastic_atr_opt
Best Return+6.39%
Buy and Hold+0.12%
Positive Strategies21/38
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 | +6.39% | +0.12% | 1.72 | -2.40% | 7 | $106,388.94 |
| 2 | adaptive_vortex_trend_opt | +2.89% | +0.12% | 1.03 | -2.33% | 1 | $102,889.83 |
| 3 | trend_momentum_volume_rsi_opt | +2.87% | +0.12% | 4.08 | -3.38% | 2 | $102,868.25 |
| 4 | adaptive_momentum_squeeze_opt | +2.72% | +0.12% | 0.60 | -5.32% | 4 | $102,723.58 |
| 5 | regime_switching_trend_opt | +2.24% | +0.12% | 1.65 | -1.00% | 3 | $102,235.28 |
| 6 | obv_momentum_stop_target_opt | +2.09% | +0.12% | 0.81 | -2.33% | 1 | $102,094.57 |
| 7 | rsi_mean_reversion_opt | +1.88% | +0.12% | 2.33 | -0.22% | 2 | $101,882.02 |
| 8 | ema_cross_bb_width_filter_opt | +1.73% | +0.12% | 4.00 | -1.60% | 1 | $101,728.14 |
| 9 | donchian_breakout_opt | +1.39% | +0.12% | 0.74 | -1.15% | 2 | $101,392.92 |
| 10 | ema_cross_with_sizing_and_stop_opt | +1.05% | +0.12% | 1.44 | -3.47% | 1 | $101,050.87 |
| 11 | ema_adx_cross_opt | +1.05% | +0.12% | 0.43 | -2.27% | 2 | $101,046.51 |
| 12 | trend_volatility_breakout_opt | +0.52% | +0.12% | 1.13 | -3.30% | 3 | $100,522.95 |
| 13 | intraday_volatility_breakout_opt | +0.52% | +0.12% | 7.87 | -1.02% | 1 | $100,522.08 |
| 14 | trend_strength_volatility_breakout_opt | +0.42% | +0.12% | 0.27 | -1.22% | 5 | $100,415.57 |
| 15 | triple_ema_sl_tp_opt | +0.39% | +0.12% | 0.43 | -0.88% | 2 | $100,392.60 |
| 16 | decision_tree_ema_ml_opt | +0.33% | +0.12% | 0.52 | -0.38% | 4 | $100,334.62 |
| 17 | ema_cross_resistance_breakouts_opt | +0.32% | +0.12% | 1.41 | -1.10% | 1 | $100,317.25 |
| 18 | zscore_mean_reversion_opt | +0.25% | +0.12% | 0.70 | -0.19% | 1 | $100,245.84 |
| 19 | ema_ppo_volume_trend_opt | +0.20% | +0.12% | 0.13 | -2.08% | 2 | $100,200.47 |
| 20 | hurst_regime_ema_cross_opt | +0.14% | +0.12% | 0.61 | -0.10% | 1 | $100,138.54 |
| 21 | macd_trend_opt | +0.07% | +0.12% | 0.05 | -3.04% | 8 | $100,072.53 |
| 22 | momentum_atr_trailing_stop_opt | +0.00% | +0.12% | inf | n/a | 0 | $100,000.00 |
| 23 | vol_cluster_reversion_opt | +0.00% | +0.12% | inf | n/a | 0 | $100,000.00 |
| 24 | keltner_mean_reversion_opt | +0.00% | +0.12% | inf | n/a | 0 | $100,000.00 |
| 25 | ema_atr_adx_opt | +0.00% | +0.12% | inf | n/a | 0 | $100,000.00 |
| 26 | ultimate_oscillator_trend_opt | +0.00% | +0.12% | n/a | n/a | 0 | $100,000.00 |
| 27 | hilbert_bollinger_stop_target_opt | +0.00% | +0.12% | inf | n/a | 0 | $100,000.00 |
| 28 | stochastic_trend_opt | +0.00% | +0.12% | n/a | n/a | 0 | $100,000.00 |
| 29 | awesome_oscillator_divergence_opt | -0.00% | +0.12% | 0.01 | -1.50% | 2 | $99,995.23 |
| 30 | bollinger_regime_adaptive_opt | -0.25% | +0.12% | -0.07 | -2.88% | 4 | $99,748.30 |
| 31 | volatility_scaled_breakout_opt | -0.61% | +0.12% | -0.24 | -2.82% | 4 | $99,392.79 |
| 32 | moving_average_slope_stop_opt | -0.68% | +0.12% | -0.22 | -3.46% | 3 | $99,324.25 |
| 33 | ema_stop_target_grid_opt | -0.85% | +0.12% | -0.18 | -4.98% | 1 | $99,153.10 |
| 34 | heikin_ashi_trend_opt | -0.86% | +0.12% | -0.19 | -3.89% | 6 | $99,139.59 |
| 35 | ichimoku_cloud_opt | -0.91% | +0.12% | -0.23 | -5.20% | 4 | $99,088.00 |
| 36 | volatility_cooling_atr_opt | -1.25% | +0.12% | -0.67 | -1.69% | 10 | $98,748.23 |
| 37 | bollinger_squeeze_breakout_opt | -2.16% | +0.12% | -5.84 | -2.74% | 5 | $97,837.82 |
| 38 | gmm_regime_filter_opt | -6.17% | +0.12% | -2.95 | -6.56% | 28 | $93,829.23 |
Equity Curve Gallery
adaptive_vortex_trend_opt+2.89%
trend_momentum_volume_rsi_opt+2.87%
adaptive_momentum_squeeze_opt+2.72%
regime_switching_trend_opt+2.24%
obv_momentum_stop_target_opt+2.09%
rsi_mean_reversion_opt+1.88%
ema_cross_bb_width_filter_opt+1.73%
donchian_breakout_opt+1.39%
ema_cross_with_sizing_and_stop_opt+1.05%
ema_adx_cross_opt+1.05%
trend_volatility_breakout_opt+0.52%
intraday_volatility_breakout_opt+0.52%
trend_strength_volatility_breakout_opt+0.42%
triple_ema_sl_tp_opt+0.39%
decision_tree_ema_ml_opt+0.33%
ema_cross_resistance_breakouts_opt+0.32%
zscore_mean_reversion_opt+0.25%
ema_ppo_volume_trend_opt+0.20%
hurst_regime_ema_cross_opt+0.14%
macd_trend_opt+0.07%
momentum_atr_trailing_stop_opt+0.00%
vol_cluster_reversion_opt+0.00%
keltner_mean_reversion_opt+0.00%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.