pivot_stochastic_atr_opt+107.80%
Best Strategypivot_stochastic_atr_opt
Best Return+107.80%
Buy and Hold-2.99%
Positive Strategies23/38
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 | +107.80% | -2.99% | 2.18 | -18.71% | 5 | $207,800.99 |
| 2 | zscore_mean_reversion_opt | +95.64% | -2.99% | 2.68 | -7.39% | 30 | $195,635.31 |
| 3 | regime_switching_trend_opt | +68.28% | -2.99% | 1.97 | -12.73% | 11 | $168,277.17 |
| 4 | obv_momentum_stop_target_opt | +48.76% | -2.99% | 1.49 | -18.92% | 4 | $148,758.70 |
| 5 | decision_tree_ema_ml_opt | +47.99% | -2.99% | 2.39 | -8.52% | 12 | $147,985.98 |
| 6 | bollinger_regime_adaptive_opt | +34.94% | -2.99% | 1.55 | -14.78% | 11 | $134,937.97 |
| 7 | vol_cluster_reversion_opt | +22.92% | -2.99% | 1.47 | -4.92% | 6 | $122,924.99 |
| 8 | hilbert_bollinger_stop_target_opt | +21.91% | -2.99% | 1.03 | -19.19% | 16 | $121,905.44 |
| 9 | adaptive_momentum_squeeze_opt | +21.07% | -2.99% | 1.38 | -9.54% | 5 | $121,072.47 |
| 10 | trend_momentum_volume_rsi_opt | +15.38% | -2.99% | 7.37 | -9.78% | 5 | $115,377.75 |
| 11 | macd_trend_opt | +14.32% | -2.99% | 0.70 | -14.91% | 13 | $114,317.02 |
| 12 | trend_volatility_breakout_opt | +11.99% | -2.99% | 3.62 | -16.86% | 2 | $111,989.44 |
| 13 | rsi_mean_reversion_opt | +10.48% | -2.99% | 2.63 | -1.29% | 2 | $110,475.71 |
| 14 | ema_atr_adx_opt | +9.71% | -2.99% | 1.04 | -9.95% | 1 | $109,713.71 |
| 15 | ultimate_oscillator_trend_opt | +8.56% | -2.99% | n/a | -4.74% | 3 | $108,555.81 |
| 16 | moving_average_slope_stop_opt | +6.90% | -2.99% | 0.48 | -20.88% | 14 | $106,903.15 |
| 17 | intraday_volatility_breakout_opt | +5.76% | -2.99% | 21.94 | -2.00% | 2 | $105,764.45 |
| 18 | trend_strength_volatility_breakout_opt | +5.38% | -2.99% | 0.43 | -20.29% | 2 | $105,380.96 |
| 19 | ema_adx_cross_opt | +5.11% | -2.99% | 2.02 | -1.29% | 1 | $105,110.61 |
| 20 | ema_stop_target_grid_opt | +3.25% | -2.99% | 0.39 | -37.09% | 29 | $103,246.05 |
| 21 | stochastic_trend_opt | +2.02% | -2.99% | n/a | -5.40% | 1 | $102,016.40 |
| 22 | momentum_atr_trailing_stop_opt | +1.19% | -2.99% | 0.27 | -5.26% | 4 | $101,189.92 |
| 23 | volatility_cooling_atr_opt | +0.80% | -2.99% | 0.19 | -17.08% | 10 | $100,803.13 |
| 24 | ema_cross_resistance_breakouts_opt | +0.00% | -2.99% | inf | n/a | 0 | $100,000.00 |
| 25 | adaptive_vortex_trend_opt | +0.00% | -2.99% | inf | n/a | 0 | $100,000.00 |
| 26 | awesome_oscillator_divergence_opt | +0.00% | -2.99% | inf | n/a | 0 | $100,000.00 |
| 27 | ema_ppo_volume_trend_opt | +0.00% | -2.99% | inf | n/a | 0 | $100,000.00 |
| 28 | hurst_regime_ema_cross_opt | +0.00% | -2.99% | inf | n/a | 0 | $100,000.00 |
| 29 | keltner_mean_reversion_opt | +0.00% | -2.99% | inf | n/a | 0 | $100,000.00 |
| 30 | bollinger_squeeze_breakout_opt | -1.63% | -2.99% | 0.06 | -12.51% | 5 | $98,372.16 |
| 31 | ema_cross_bb_width_filter_opt | -3.48% | -2.99% | -1.89 | -7.00% | 4 | $96,516.89 |
| 32 | gmm_regime_filter_opt | -5.41% | -2.99% | -0.71 | -11.16% | 5 | $94,589.32 |
| 33 | donchian_breakout_opt | -6.45% | -2.99% | -1.37 | -6.45% | 1 | $93,549.51 |
| 34 | ema_cross_with_sizing_and_stop_opt | -8.83% | -2.99% | -4.08 | -14.50% | 1 | $91,174.65 |
| 35 | volatility_scaled_breakout_opt | -11.25% | -2.99% | -0.68 | -12.89% | 1 | $88,752.67 |
| 36 | heikin_ashi_trend_opt | -13.85% | -2.99% | -1.94 | -13.85% | 2 | $86,154.71 |
| 37 | ichimoku_cloud_opt | -20.27% | -2.99% | -0.88 | -36.51% | 21 | $79,731.77 |
| 38 | triple_ema_sl_tp_opt | -20.38% | -2.99% | -0.97 | -27.21% | 3 | $79,623.21 |
Equity Curve Gallery
zscore_mean_reversion_opt+95.64%
regime_switching_trend_opt+68.28%
obv_momentum_stop_target_opt+48.76%
decision_tree_ema_ml_opt+47.99%
bollinger_regime_adaptive_opt+34.94%
vol_cluster_reversion_opt+22.92%
hilbert_bollinger_stop_target_opt+21.91%
adaptive_momentum_squeeze_opt+21.07%
trend_momentum_volume_rsi_opt+15.38%
macd_trend_opt+14.32%
trend_volatility_breakout_opt+11.99%
rsi_mean_reversion_opt+10.48%
ema_atr_adx_opt+9.71%
ultimate_oscillator_trend_opt+8.56%
moving_average_slope_stop_opt+6.90%
intraday_volatility_breakout_opt+5.76%
trend_strength_volatility_breakout_opt+5.38%
ema_adx_cross_opt+5.11%
ema_stop_target_grid_opt+3.25%
stochastic_trend_opt+2.02%
momentum_atr_trailing_stop_opt+1.19%
volatility_cooling_atr_opt+0.80%
ema_cross_resistance_breakouts_opt+0.00%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.