pivot_stochastic_atr_opt+265.98%
Best Strategypivot_stochastic_atr_opt
Best Return+265.98%
Buy and Hold-51.05%
Positive Strategies35/40
Equity Plots40
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 | +265.98% | -51.05% | 2.63 | -31.04% | 10 | $365,980.76 |
| 2 | ichimoku_cloud_opt | +73.58% | -51.05% | 1.65 | -18.53% | 28 | $173,581.73 |
| 3 | regime_switching_trend_opt | +72.02% | -51.05% | 2.10 | -10.81% | 31 | $172,016.89 |
| 4 | donchian_breakout_opt | +60.20% | -51.05% | 1.48 | -19.45% | 6 | $160,199.01 |
| 5 | obv_momentum_stop_target_opt | +57.29% | -51.05% | 1.24 | -28.83% | 7 | $157,292.30 |
| 6 | volatility_cooling_atr_opt | +51.44% | -51.05% | 1.86 | -13.02% | 18 | $151,437.11 |
| 7 | trend_momentum_volume_rsi_opt | +47.78% | -51.05% | 5.13 | -26.54% | 23 | $147,781.30 |
| 8 | adx_range_trend_filter_opt | +45.18% | -51.05% | 0.96 | -28.70% | 76 | $145,178.72 |
| 9 | intraday_volatility_breakout_opt | +41.26% | -51.05% | 31.54 | -9.91% | 7 | $141,255.11 |
| 10 | adaptive_momentum_squeeze_opt | +39.39% | -51.05% | 1.80 | -13.18% | 4 | $139,390.26 |
| 11 | bollinger_squeeze_breakout_opt | +30.38% | -51.05% | 6.62 | -12.14% | 9 | $130,384.94 |
| 12 | moving_average_crossover_grid_opt | +30.21% | -51.05% | 0.84 | -22.95% | 5 | $130,212.70 |
| 13 | vol_cluster_reversion_opt | +30.13% | -51.05% | 1.59 | -4.98% | 5 | $130,127.24 |
| 14 | trend_strength_volatility_breakout_opt | +30.08% | -51.05% | 1.05 | -17.09% | 16 | $130,080.45 |
| 15 | awesome_oscillator_divergence_opt | +26.59% | -51.05% | 1.00 | -15.23% | 1 | $126,586.37 |
| 16 | ema_cross_bb_width_filter_opt | +26.05% | -51.05% | 7.16 | -9.75% | 3 | $126,054.32 |
| 17 | trend_volatility_breakout_opt | +24.34% | -51.05% | 4.90 | -16.10% | 14 | $124,340.32 |
| 18 | rsi_mean_reversion_opt | +19.57% | -51.05% | 1.47 | -4.33% | 1 | $119,569.63 |
| 19 | hilbert_bollinger_stop_target_opt | +18.48% | -51.05% | 0.97 | -12.31% | 14 | $118,481.68 |
| 20 | zscore_mean_reversion_opt | +18.21% | -51.05% | 1.98 | -3.43% | 8 | $118,212.09 |
| 21 | ema_ppo_volume_trend_opt | +17.39% | -51.05% | 1.34 | -4.71% | 3 | $117,392.43 |
| 22 | decision_tree_ema_ml_opt | +17.36% | -51.05% | 1.04 | -11.85% | 15 | $117,359.39 |
| 23 | momentum_atr_trailing_stop_opt | +17.02% | -51.05% | 0.86 | -8.94% | 8 | $117,017.60 |
| 24 | ema_cross_resistance_breakouts_opt | +15.30% | -51.05% | 5.28 | -7.95% | 1 | $115,299.91 |
| 25 | volatility_scaled_breakout_opt | +14.90% | -51.05% | 0.60 | -20.86% | 3 | $114,901.95 |
| 26 | ema_atr_adx_opt | +14.86% | -51.05% | 0.62 | -23.21% | 2 | $114,861.58 |
| 27 | heikin_ashi_trend_opt | +12.12% | -51.05% | 0.53 | -24.30% | 18 | $112,115.43 |
| 28 | ultimate_oscillator_trend_opt | +11.71% | -51.05% | 1.17 | -3.59% | 2 | $111,713.07 |
| 29 | stochastic_trend_opt | +11.10% | -51.05% | 1.11 | -2.92% | 1 | $111,098.91 |
| 30 | bollinger_regime_adaptive_opt | +10.95% | -51.05% | 0.70 | -13.10% | 8 | $110,951.95 |
| 31 | ema_adx_cross_opt | +10.32% | -51.05% | 0.82 | -4.37% | 3 | $110,321.71 |
| 32 | macd_trend_opt | +8.86% | -51.05% | 0.41 | -36.35% | 22 | $108,860.24 |
| 33 | keltner_mean_reversion_opt | +5.67% | -51.05% | 1.65 | -0.99% | 2 | $105,665.38 |
| 34 | moving_average_slope_stop_opt | +3.91% | -51.05% | 0.29 | -26.18% | 39 | $103,911.48 |
| 35 | triple_ema_sl_tp_opt | +0.84% | -51.05% | 0.21 | -28.10% | 1 | $100,835.15 |
| 36 | hurst_regime_ema_cross_opt | +0.00% | -51.05% | inf | n/a | 0 | $100,000.00 |
| 37 | adaptive_vortex_trend_opt | -0.25% | -51.05% | 0.08 | -16.53% | 24 | $99,753.66 |
| 38 | ema_stop_target_grid_opt | -7.51% | -51.05% | -0.04 | -25.86% | 33 | $92,488.35 |
| 39 | ema_cross_with_sizing_and_stop_opt | -7.76% | -51.05% | 0.15 | -28.10% | 2 | $92,237.21 |
| 40 | gmm_regime_filter_opt | -29.25% | -51.05% | -0.94 | -46.30% | 27 | $70,749.86 |
Equity Curve Gallery
ichimoku_cloud_opt+73.58%
regime_switching_trend_opt+72.02%
donchian_breakout_opt+60.20%
obv_momentum_stop_target_opt+57.29%
volatility_cooling_atr_opt+51.44%
trend_momentum_volume_rsi_opt+47.78%
adx_range_trend_filter_opt+45.18%
intraday_volatility_breakout_opt+41.26%
adaptive_momentum_squeeze_opt+39.39%
bollinger_squeeze_breakout_opt+30.38%
moving_average_crossover_grid_opt+30.21%
vol_cluster_reversion_opt+30.13%
trend_strength_volatility_breakout_opt+30.08%
awesome_oscillator_divergence_opt+26.59%
ema_cross_bb_width_filter_opt+26.05%
trend_volatility_breakout_opt+24.34%
rsi_mean_reversion_opt+19.57%
hilbert_bollinger_stop_target_opt+18.48%
zscore_mean_reversion_opt+18.21%
ema_ppo_volume_trend_opt+17.39%
decision_tree_ema_ml_opt+17.36%
momentum_atr_trailing_stop_opt+17.02%
ema_cross_resistance_breakouts_opt+15.30%
Failures recorded: 0. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.