ema_stop_target_grid_opt+201.96%
Best Strategyema_stop_target_grid_opt
Best Return+201.96%
Buy and Hold+115.92%
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 | +201.96% | +115.92% | 3.02 | -28.82% | 46 | $301,961.73 |
| 2 | obv_momentum_stop_target_opt | +154.82% | +115.92% | 2.84 | -29.34% | 5 | $254,820.73 |
| 3 | trend_strength_volatility_breakout_opt | +121.81% | +115.92% | 3.18 | -11.44% | 11 | $221,807.03 |
| 4 | pivot_stochastic_atr_opt | +121.02% | +115.92% | 2.21 | -43.30% | 11 | $221,024.95 |
| 5 | volatility_cooling_atr_opt | +119.25% | +115.92% | 2.84 | -17.55% | 17 | $219,246.14 |
| 6 | trend_momentum_volume_rsi_opt | +115.28% | +115.92% | 11.36 | -14.12% | 11 | $215,282.54 |
| 7 | ema_cross_with_sizing_and_stop_opt | +115.04% | +115.92% | 8.57 | -45.42% | 1 | $215,036.16 |
| 8 | momentum_atr_trailing_stop_opt | +102.33% | +115.92% | 3.43 | -7.33% | 9 | $202,332.52 |
| 9 | macd_trend_opt | +101.41% | +115.92% | 2.21 | -29.97% | 16 | $201,414.01 |
| 10 | ema_atr_adx_opt | +94.04% | +115.92% | 2.79 | -12.54% | 4 | $194,042.91 |
| 11 | zscore_mean_reversion_opt | +87.26% | +115.92% | 3.25 | -6.01% | 28 | $187,262.36 |
| 12 | trend_volatility_breakout_opt | +83.27% | +115.92% | 12.48 | -15.84% | 9 | $183,272.75 |
| 13 | regime_switching_trend_opt | +79.84% | +115.92% | 2.35 | -8.67% | 13 | $179,844.46 |
| 14 | hilbert_bollinger_stop_target_opt | +71.47% | +115.92% | 2.88 | -4.81% | 10 | $171,466.94 |
| 15 | ema_ppo_volume_trend_opt | +70.22% | +115.92% | 2.15 | -20.68% | 5 | $170,223.47 |
| 16 | ichimoku_cloud_opt | +68.77% | +115.92% | 2.10 | -22.32% | 18 | $168,769.97 |
| 17 | volatility_scaled_breakout_opt | +61.30% | +115.92% | 2.00 | -22.39% | 6 | $161,304.26 |
| 18 | heikin_ashi_trend_opt | +61.25% | +115.92% | 1.61 | -32.48% | 22 | $161,248.23 |
| 19 | decision_tree_ema_ml_opt | +53.57% | +115.92% | 1.60 | -22.98% | 6 | $153,571.12 |
| 20 | ema_adx_cross_opt | +49.55% | +115.92% | 2.26 | -5.53% | 5 | $149,547.07 |
| 21 | triple_ema_sl_tp_opt | +47.51% | +115.92% | 1.19 | -28.85% | 10 | $147,511.23 |
| 22 | adaptive_momentum_squeeze_opt | +37.09% | +115.92% | 1.89 | -7.55% | 2 | $137,092.34 |
| 23 | donchian_breakout_opt | +36.82% | +115.92% | 1.20 | -27.09% | 9 | $136,815.01 |
| 24 | bollinger_squeeze_breakout_opt | +32.43% | +115.92% | 7.33 | -12.68% | 5 | $132,431.63 |
| 25 | ultimate_oscillator_trend_opt | +30.49% | +115.92% | n/a | -13.77% | 9 | $130,494.97 |
| 26 | bollinger_regime_adaptive_opt | +29.49% | +115.92% | 1.61 | -13.79% | 11 | $129,485.28 |
| 27 | adaptive_vortex_trend_opt | +26.55% | +115.92% | 1.24 | -22.22% | 25 | $126,546.73 |
| 28 | vol_cluster_reversion_opt | +25.25% | +115.92% | 1.72 | -8.14% | 6 | $125,247.72 |
| 29 | moving_average_slope_stop_opt | +23.12% | +115.92% | 0.80 | -35.78% | 47 | $123,121.60 |
| 30 | rsi_mean_reversion_opt | +21.78% | +115.92% | 2.10 | -2.42% | 3 | $121,778.13 |
| 31 | stochastic_trend_opt | +21.58% | +115.92% | n/a | -4.81% | 1 | $121,582.87 |
| 32 | intraday_volatility_breakout_opt | +18.94% | +115.92% | 22.52 | -10.42% | 3 | $118,940.17 |
| 33 | gmm_regime_filter_opt | +9.67% | +115.92% | 0.54 | -23.98% | 16 | $109,668.39 |
| 34 | ema_cross_bb_width_filter_opt | +5.91% | +115.92% | 4.36 | -1.84% | 1 | $105,908.40 |
| 35 | hurst_regime_ema_cross_opt | +0.03% | +115.92% | 0.11 | -13.29% | 12 | $100,032.83 |
| 36 | keltner_mean_reversion_opt | +0.00% | +115.92% | inf | n/a | 0 | $100,000.00 |
| 37 | ema_cross_resistance_breakouts_opt | +0.00% | +115.92% | inf | n/a | 0 | $100,000.00 |
| 38 | awesome_oscillator_divergence_opt | -36.17% | +115.92% | -0.98 | -40.97% | 2 | $63,829.74 |
Equity Curve Gallery
obv_momentum_stop_target_opt+154.82%
trend_strength_volatility_breakout_opt+121.81%
pivot_stochastic_atr_opt+121.02%
volatility_cooling_atr_opt+119.25%
trend_momentum_volume_rsi_opt+115.28%
ema_cross_with_sizing_and_stop_opt+115.04%
momentum_atr_trailing_stop_opt+102.33%
macd_trend_opt+101.41%
ema_atr_adx_opt+94.04%
zscore_mean_reversion_opt+87.26%
trend_volatility_breakout_opt+83.27%
regime_switching_trend_opt+79.84%
hilbert_bollinger_stop_target_opt+71.47%
ema_ppo_volume_trend_opt+70.22%
ichimoku_cloud_opt+68.77%
volatility_scaled_breakout_opt+61.30%
heikin_ashi_trend_opt+61.25%
decision_tree_ema_ml_opt+53.57%
ema_adx_cross_opt+49.55%
triple_ema_sl_tp_opt+47.51%
adaptive_momentum_squeeze_opt+37.09%
donchian_breakout_opt+36.82%
bollinger_squeeze_breakout_opt+32.43%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.