adaptive_momentum_squeeze_opt+0.72%
Best Strategyadaptive_momentum_squeeze_opt
Best Return+0.72%
Buy and Hold-0.45%
Positive Strategies6/38
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 | +0.72% | -0.45% | 0.37 | -1.09% | 7 | $100,724.71 |
| 2 | trend_momentum_volume_rsi_opt | +0.44% | -0.45% | 3.98 | -0.43% | 1 | $100,444.54 |
| 3 | obv_momentum_stop_target_opt | +0.43% | -0.45% | 0.71 | -0.36% | 3 | $100,425.55 |
| 4 | rsi_mean_reversion_opt | +0.09% | -0.45% | 0.29 | -0.16% | 2 | $100,087.27 |
| 5 | ema_cross_bb_width_filter_opt | +0.08% | -0.45% | 0.57 | -0.52% | 1 | $100,078.16 |
| 6 | pivot_stochastic_atr_opt | +0.02% | -0.45% | 0.04 | -0.39% | 3 | $100,021.29 |
| 7 | zscore_mean_reversion_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 8 | vol_cluster_reversion_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 9 | trend_volatility_breakout_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 10 | stochastic_trend_opt | +0.00% | -0.45% | n/a | n/a | 0 | $100,000.00 |
| 11 | ema_ppo_volume_trend_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 12 | ema_adx_cross_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 13 | ema_atr_adx_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 14 | ema_cross_resistance_breakouts_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 15 | intraday_volatility_breakout_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 16 | ultimate_oscillator_trend_opt | +0.00% | -0.45% | n/a | n/a | 0 | $100,000.00 |
| 17 | momentum_atr_trailing_stop_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 18 | hurst_regime_ema_cross_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 19 | hilbert_bollinger_stop_target_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 20 | keltner_mean_reversion_opt | +0.00% | -0.45% | inf | n/a | 0 | $100,000.00 |
| 21 | donchian_breakout_opt | -0.00% | -0.45% | 0.00 | -0.71% | 2 | $99,997.61 |
| 22 | decision_tree_ema_ml_opt | -0.26% | -0.45% | -0.57 | -0.40% | 3 | $99,741.20 |
| 23 | trend_strength_volatility_breakout_opt | -0.27% | -0.45% | -0.67 | -0.37% | 3 | $99,726.02 |
| 24 | regime_switching_trend_opt | -0.46% | -0.45% | -0.38 | -0.97% | 2 | $99,535.71 |
| 25 | bollinger_regime_adaptive_opt | -0.52% | -0.45% | -0.57 | -0.91% | 6 | $99,478.26 |
| 26 | ema_stop_target_grid_opt | -0.54% | -0.45% | -0.39 | -1.37% | 1 | $99,462.60 |
| 27 | adaptive_vortex_trend_opt | -0.60% | -0.45% | -0.46 | -1.37% | 1 | $99,402.31 |
| 28 | ichimoku_cloud_opt | -0.91% | -0.45% | -0.69 | -1.89% | 4 | $99,085.01 |
| 29 | triple_ema_sl_tp_opt | -0.93% | -0.45% | -1.10 | -0.93% | 3 | $99,071.75 |
| 30 | ema_cross_with_sizing_and_stop_opt | -1.08% | -0.45% | -4.37 | -1.30% | 3 | $98,920.92 |
| 31 | volatility_scaled_breakout_opt | -1.33% | -0.45% | -1.95 | -1.35% | 3 | $98,673.12 |
| 32 | awesome_oscillator_divergence_opt | -1.41% | -0.45% | -2.32 | -1.41% | 2 | $98,586.98 |
| 33 | bollinger_squeeze_breakout_opt | -1.57% | -0.45% | -10.07 | -1.93% | 6 | $98,427.40 |
| 34 | moving_average_slope_stop_opt | -1.59% | -0.45% | -1.69 | -2.04% | 4 | $98,414.53 |
| 35 | volatility_cooling_atr_opt | -2.73% | -0.45% | -3.08 | -2.84% | 10 | $97,266.25 |
| 36 | macd_trend_opt | -3.19% | -0.45% | -3.08 | -3.38% | 8 | $96,805.65 |
| 37 | gmm_regime_filter_opt | -3.20% | -0.45% | -3.10 | -3.59% | 9 | $96,803.85 |
| 38 | heikin_ashi_trend_opt | -3.44% | -0.45% | -2.34 | -4.19% | 6 | $96,555.43 |
Equity Curve Gallery
trend_momentum_volume_rsi_opt+0.44%
obv_momentum_stop_target_opt+0.43%
rsi_mean_reversion_opt+0.09%
ema_cross_bb_width_filter_opt+0.08%
pivot_stochastic_atr_opt+0.02%
zscore_mean_reversion_opt+0.00%
vol_cluster_reversion_opt+0.00%
trend_volatility_breakout_opt+0.00%
stochastic_trend_opt+0.00%
ema_ppo_volume_trend_opt+0.00%
ema_adx_cross_opt+0.00%
ema_atr_adx_opt+0.00%
ema_cross_resistance_breakouts_opt+0.00%
intraday_volatility_breakout_opt+0.00%
ultimate_oscillator_trend_opt+0.00%
momentum_atr_trailing_stop_opt+0.00%
hurst_regime_ema_cross_opt+0.00%
hilbert_bollinger_stop_target_opt+0.00%
keltner_mean_reversion_opt+0.00%
donchian_breakout_opt-0.00%
decision_tree_ema_ml_opt-0.26%
trend_strength_volatility_breakout_opt-0.27%
regime_switching_trend_opt-0.46%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.