obv_momentum_stop_target_opt+57.53%
Best Strategyobv_momentum_stop_target_opt
Best Return+57.53%
Buy and Hold+25.54%
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 | obv_momentum_stop_target_opt | +57.53% | +25.54% | 2.88 | -7.05% | 3 | $157,527.65 |
| 2 | trend_strength_volatility_breakout_opt | +56.32% | +25.54% | 1.96 | -14.34% | 4 | $156,323.70 |
| 3 | trend_volatility_breakout_opt | +46.00% | +25.54% | 7.60 | -17.49% | 2 | $145,995.01 |
| 4 | ichimoku_cloud_opt | +37.40% | +25.54% | 1.41 | -16.08% | 8 | $137,399.62 |
| 5 | ema_ppo_volume_trend_opt | +35.86% | +25.54% | 1.59 | -16.48% | 3 | $135,862.75 |
| 6 | volatility_cooling_atr_opt | +34.14% | +25.54% | 1.79 | -8.38% | 13 | $134,138.79 |
| 7 | zscore_mean_reversion_opt | +33.32% | +25.54% | 1.63 | -12.48% | 42 | $133,316.56 |
| 8 | trend_momentum_volume_rsi_opt | +32.11% | +25.54% | 6.27 | -15.01% | 11 | $132,111.50 |
| 9 | adaptive_momentum_squeeze_opt | +31.70% | +25.54% | 1.38 | -21.93% | 9 | $131,699.98 |
| 10 | momentum_atr_trailing_stop_opt | +30.85% | +25.54% | 1.98 | -8.51% | 6 | $130,848.60 |
| 11 | decision_tree_ema_ml_opt | +30.44% | +25.54% | 1.84 | -10.52% | 8 | $130,437.42 |
| 12 | regime_switching_trend_opt | +29.79% | +25.54% | 1.91 | -9.81% | 15 | $129,787.04 |
| 13 | heikin_ashi_trend_opt | +29.77% | +25.54% | 1.24 | -14.42% | 5 | $129,771.45 |
| 14 | adaptive_vortex_trend_opt | +26.70% | +25.54% | 1.44 | -15.21% | 31 | $126,699.03 |
| 15 | pivot_stochastic_atr_opt | +26.68% | +25.54% | 1.86 | -9.13% | 6 | $126,676.32 |
| 16 | donchian_breakout_opt | +23.52% | +25.54% | 0.97 | -25.01% | 5 | $123,519.47 |
| 17 | moving_average_slope_stop_opt | +23.26% | +25.54% | 1.09 | -21.28% | 25 | $123,257.54 |
| 18 | bollinger_squeeze_breakout_opt | +23.04% | +25.54% | 6.42 | -8.26% | 6 | $123,036.49 |
| 19 | ema_atr_adx_opt | +21.59% | +25.54% | 1.16 | -12.64% | 3 | $121,590.75 |
| 20 | macd_trend_opt | +21.49% | +25.54% | 1.08 | -17.17% | 8 | $121,489.63 |
| 21 | ema_stop_target_grid_opt | +18.42% | +25.54% | 0.95 | -18.04% | 53 | $118,420.06 |
| 22 | intraday_volatility_breakout_opt | +18.15% | +25.54% | 30.23 | -4.62% | 4 | $118,151.99 |
| 23 | ema_cross_resistance_breakouts_opt | +17.98% | +25.54% | 7.64 | -5.20% | 1 | $117,981.85 |
| 24 | hurst_regime_ema_cross_opt | +17.95% | +25.54% | 1.57 | -7.52% | 3 | $117,954.66 |
| 25 | hilbert_bollinger_stop_target_opt | +17.77% | +25.54% | 0.83 | -21.72% | 14 | $117,772.71 |
| 26 | volatility_scaled_breakout_opt | +12.25% | +25.54% | 0.98 | -9.80% | 2 | $112,252.94 |
| 27 | rsi_mean_reversion_opt | +11.10% | +25.54% | 1.43 | -3.40% | 1 | $111,103.08 |
| 28 | bollinger_regime_adaptive_opt | +10.43% | +25.54% | 1.06 | -7.27% | 4 | $110,429.39 |
| 29 | vol_cluster_reversion_opt | +9.71% | +25.54% | 0.90 | -6.85% | 5 | $109,709.64 |
| 30 | ema_adx_cross_opt | +7.33% | +25.54% | 1.15 | -3.40% | 2 | $107,332.72 |
| 31 | ema_cross_bb_width_filter_opt | +6.15% | +25.54% | 4.38 | -3.58% | 3 | $106,154.98 |
| 32 | ultimate_oscillator_trend_opt | +5.01% | +25.54% | n/a | -3.49% | 1 | $105,007.83 |
| 33 | triple_ema_sl_tp_opt | +3.39% | +25.54% | 0.40 | -17.51% | 4 | $103,386.06 |
| 34 | awesome_oscillator_divergence_opt | +3.30% | +25.54% | 0.46 | -9.24% | 1 | $103,298.22 |
| 35 | stochastic_trend_opt | +2.57% | +25.54% | n/a | -4.10% | 3 | $102,568.89 |
| 36 | keltner_mean_reversion_opt | +0.00% | +25.54% | inf | n/a | 0 | $100,000.00 |
| 37 | ema_cross_with_sizing_and_stop_opt | -7.63% | +25.54% | -0.32 | -26.50% | 4 | $92,369.22 |
| 38 | gmm_regime_filter_opt | -16.08% | +25.54% | -0.87 | -30.49% | 32 | $83,917.07 |
Equity Curve Gallery
trend_strength_volatility_breakout_opt+56.32%
trend_volatility_breakout_opt+46.00%
ichimoku_cloud_opt+37.40%
ema_ppo_volume_trend_opt+35.86%
volatility_cooling_atr_opt+34.14%
zscore_mean_reversion_opt+33.32%
trend_momentum_volume_rsi_opt+32.11%
adaptive_momentum_squeeze_opt+31.70%
momentum_atr_trailing_stop_opt+30.85%
decision_tree_ema_ml_opt+30.44%
regime_switching_trend_opt+29.79%
heikin_ashi_trend_opt+29.77%
adaptive_vortex_trend_opt+26.70%
pivot_stochastic_atr_opt+26.68%
donchian_breakout_opt+23.52%
moving_average_slope_stop_opt+23.26%
bollinger_squeeze_breakout_opt+23.04%
ema_atr_adx_opt+21.59%
macd_trend_opt+21.49%
ema_stop_target_grid_opt+18.42%
intraday_volatility_breakout_opt+18.15%
ema_cross_resistance_breakouts_opt+17.98%
hurst_regime_ema_cross_opt+17.95%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.