pivot_stochastic_atr_opt+392.72%
Best Strategypivot_stochastic_atr_opt
Best Return+392.72%
Buy and Hold-42.04%
Positive Strategies36/40
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 | +392.72% | -42.04% | 2.89 | -26.01% | 14 | $492,719.98 |
| 2 | regime_switching_trend_opt | +77.42% | -42.04% | 1.69 | -22.80% | 28 | $177,418.27 |
| 3 | trend_momentum_volume_rsi_opt | +75.04% | -42.04% | 7.82 | -27.64% | 17 | $175,042.45 |
| 4 | bollinger_squeeze_breakout_opt | +63.01% | -42.04% | 8.67 | -12.40% | 9 | $163,011.96 |
| 5 | adx_range_trend_filter_opt | +55.84% | -42.04% | 1.15 | -29.77% | 37 | $155,841.11 |
| 6 | intraday_volatility_breakout_opt | +54.21% | -42.04% | 36.94 | -7.79% | 9 | $154,211.78 |
| 7 | volatility_cooling_atr_opt | +51.41% | -42.04% | 1.75 | -10.74% | 11 | $151,414.76 |
| 8 | momentum_atr_trailing_stop_opt | +45.51% | -42.04% | 1.54 | -13.22% | 10 | $145,508.04 |
| 9 | volatility_scaled_breakout_opt | +41.98% | -42.04% | 1.64 | -10.52% | 1 | $141,979.52 |
| 10 | ema_cross_resistance_breakouts_opt | +41.81% | -42.04% | 9.40 | -2.30% | 1 | $141,807.91 |
| 11 | adaptive_momentum_squeeze_opt | +41.62% | -42.04% | 1.08 | -17.90% | 5 | $141,621.21 |
| 12 | ema_cross_bb_width_filter_opt | +32.13% | -42.04% | 6.73 | -10.52% | 1 | $132,129.99 |
| 13 | ema_atr_adx_opt | +29.63% | -42.04% | 1.13 | -11.08% | 2 | $129,632.85 |
| 14 | zscore_mean_reversion_opt | +27.42% | -42.04% | 1.21 | -12.62% | 50 | $127,420.28 |
| 15 | hilbert_bollinger_stop_target_opt | +25.81% | -42.04% | 1.38 | -6.98% | 7 | $125,805.71 |
| 16 | donchian_breakout_opt | +23.68% | -42.04% | 0.92 | -18.79% | 3 | $123,675.47 |
| 17 | trend_volatility_breakout_opt | +23.22% | -42.04% | 4.30 | -21.69% | 8 | $123,218.91 |
| 18 | trend_strength_volatility_breakout_opt | +21.67% | -42.04% | 0.83 | -23.43% | 6 | $121,666.56 |
| 19 | bollinger_regime_adaptive_opt | +20.56% | -42.04% | 1.13 | -11.06% | 8 | $120,558.30 |
| 20 | decision_tree_ema_ml_opt | +20.18% | -42.04% | 0.75 | -18.77% | 10 | $120,184.83 |
| 21 | heikin_ashi_trend_opt | +18.37% | -42.04% | 0.73 | -23.91% | 5 | $118,367.16 |
| 22 | gmm_regime_filter_opt | +15.82% | -42.04% | 0.91 | -6.10% | 8 | $115,817.19 |
| 23 | ema_adx_cross_opt | +15.26% | -42.04% | 1.18 | -3.55% | 3 | $115,260.43 |
| 24 | obv_momentum_stop_target_opt | +14.65% | -42.04% | 0.58 | -28.98% | 6 | $114,647.37 |
| 25 | adaptive_vortex_trend_opt | +12.01% | -42.04% | 0.59 | -19.75% | 27 | $112,010.50 |
| 26 | rsi_mean_reversion_opt | +11.47% | -42.04% | 0.97 | -3.07% | 3 | $111,465.36 |
| 27 | moving_average_crossover_grid_opt | +10.57% | -42.04% | 0.45 | -33.85% | 14 | $110,573.85 |
| 28 | stochastic_trend_opt | +9.46% | -42.04% | 0.98 | -6.17% | 2 | $109,460.37 |
| 29 | macd_trend_opt | +8.63% | -42.04% | 0.41 | -41.78% | 18 | $108,630.12 |
| 30 | ema_stop_target_grid_opt | +7.06% | -42.04% | 0.36 | -32.85% | 31 | $107,064.12 |
| 31 | ichimoku_cloud_opt | +4.74% | -42.04% | 0.30 | -33.01% | 25 | $104,744.74 |
| 32 | ema_cross_with_sizing_and_stop_opt | +3.47% | -42.04% | 1.31 | -25.82% | 2 | $103,465.32 |
| 33 | ema_ppo_volume_trend_opt | +2.66% | -42.04% | 0.62 | -2.95% | 1 | $102,658.63 |
| 34 | keltner_mean_reversion_opt | +2.24% | -42.04% | 0.82 | -1.85% | 1 | $102,242.17 |
| 35 | hurst_regime_ema_cross_opt | +1.91% | -42.04% | 0.21 | -6.40% | 9 | $101,908.70 |
| 36 | ultimate_oscillator_trend_opt | +1.89% | -42.04% | 0.44 | -2.95% | 1 | $101,887.46 |
| 37 | moving_average_slope_stop_opt | -0.40% | -42.04% | 0.15 | -34.79% | 26 | $99,596.42 |
| 38 | vol_cluster_reversion_opt | -1.22% | -42.04% | 0.01 | -19.13% | 7 | $98,779.61 |
| 39 | awesome_oscillator_divergence_opt | -12.59% | -42.04% | -1.73 | -12.59% | 2 | $87,414.92 |
| 40 | triple_ema_sl_tp_opt | -21.10% | -42.04% | -1.04 | -24.52% | 1 | $78,904.71 |
Equity Curve Gallery
regime_switching_trend_opt+77.42%
trend_momentum_volume_rsi_opt+75.04%
bollinger_squeeze_breakout_opt+63.01%
adx_range_trend_filter_opt+55.84%
intraday_volatility_breakout_opt+54.21%
volatility_cooling_atr_opt+51.41%
momentum_atr_trailing_stop_opt+45.51%
volatility_scaled_breakout_opt+41.98%
ema_cross_resistance_breakouts_opt+41.81%
adaptive_momentum_squeeze_opt+41.62%
ema_cross_bb_width_filter_opt+32.13%
ema_atr_adx_opt+29.63%
zscore_mean_reversion_opt+27.42%
hilbert_bollinger_stop_target_opt+25.81%
donchian_breakout_opt+23.68%
trend_volatility_breakout_opt+23.22%
trend_strength_volatility_breakout_opt+21.67%
bollinger_regime_adaptive_opt+20.56%
decision_tree_ema_ml_opt+20.18%
heikin_ashi_trend_opt+18.37%
gmm_regime_filter_opt+15.82%
ema_adx_cross_opt+15.26%
obv_momentum_stop_target_opt+14.65%
Failures recorded: 0. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.