obv_momentum_stop_target_opt+26.90%
Best Strategyobv_momentum_stop_target_opt
Best Return+26.90%
Buy and Hold+18.11%
Positive Strategies33/38
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 | +26.90% | +18.11% | 2.25 | -5.82% | 5 | $126,902.56 |
| 2 | bollinger_regime_adaptive_opt | +24.52% | +18.11% | 2.81 | -3.21% | 6 | $124,517.29 |
| 3 | zscore_mean_reversion_opt | +19.38% | +18.11% | 3.33 | -2.14% | 17 | $119,376.17 |
| 4 | hilbert_bollinger_stop_target_opt | +18.69% | +18.11% | 1.51 | -11.42% | 2 | $118,692.73 |
| 5 | regime_switching_trend_opt | +18.49% | +18.11% | 2.44 | -3.03% | 7 | $118,485.52 |
| 6 | ema_stop_target_grid_opt | +18.38% | +18.11% | 1.69 | -6.09% | 7 | $118,376.86 |
| 7 | pivot_stochastic_atr_opt | +17.81% | +18.11% | 1.72 | -7.30% | 12 | $117,810.95 |
| 8 | ema_cross_with_sizing_and_stop_opt | +16.30% | +18.11% | 6.29 | -11.42% | 1 | $116,296.60 |
| 9 | ema_adx_cross_opt | +15.64% | +18.11% | 2.02 | -5.51% | 3 | $115,635.92 |
| 10 | macd_trend_opt | +14.62% | +18.11% | 1.91 | -4.91% | 11 | $114,622.35 |
| 11 | decision_tree_ema_ml_opt | +13.97% | +18.11% | 2.38 | -1.72% | 7 | $113,972.57 |
| 12 | trend_volatility_breakout_opt | +13.17% | +18.11% | 7.05 | -7.13% | 5 | $113,170.11 |
| 13 | triple_ema_sl_tp_opt | +12.93% | +18.11% | 1.55 | -4.69% | 7 | $112,929.84 |
| 14 | ichimoku_cloud_opt | +12.88% | +18.11% | 1.16 | -9.07% | 3 | $112,879.26 |
| 15 | trend_strength_volatility_breakout_opt | +11.36% | +18.11% | 1.48 | -5.21% | 9 | $111,362.78 |
| 16 | ema_ppo_volume_trend_opt | +10.93% | +18.11% | 1.13 | -7.13% | 3 | $110,931.81 |
| 17 | trend_momentum_volume_rsi_opt | +10.64% | +18.11% | 6.04 | -7.43% | 6 | $110,637.86 |
| 18 | rsi_mean_reversion_opt | +9.06% | +18.11% | 1.98 | -5.18% | 8 | $109,055.62 |
| 19 | ema_cross_bb_width_filter_opt | +8.76% | +18.11% | 4.75 | -7.33% | 3 | $108,759.03 |
| 20 | gmm_regime_filter_opt | +8.48% | +18.11% | 1.10 | -4.98% | 5 | $108,477.80 |
| 21 | moving_average_slope_stop_opt | +8.23% | +18.11% | 0.92 | -9.11% | 13 | $108,233.51 |
| 22 | ema_atr_adx_opt | +7.39% | +18.11% | 0.91 | -8.50% | 4 | $107,386.03 |
| 23 | adaptive_vortex_trend_opt | +6.77% | +18.11% | 0.82 | -5.73% | 12 | $106,765.91 |
| 24 | adaptive_momentum_squeeze_opt | +6.68% | +18.11% | 0.67 | -9.92% | 8 | $106,684.71 |
| 25 | vol_cluster_reversion_opt | +4.59% | +18.11% | 0.63 | -8.96% | 4 | $104,590.72 |
| 26 | ultimate_oscillator_trend_opt | +4.05% | +18.11% | n/a | -2.43% | 3 | $104,048.27 |
| 27 | momentum_atr_trailing_stop_opt | +3.61% | +18.11% | 0.59 | -5.10% | 5 | $103,613.19 |
| 28 | stochastic_trend_opt | +3.58% | +18.11% | n/a | -2.83% | 3 | $103,584.24 |
| 29 | volatility_cooling_atr_opt | +2.18% | +18.11% | 0.34 | -7.22% | 22 | $102,177.82 |
| 30 | ema_cross_resistance_breakouts_opt | +1.65% | +18.11% | 1.72 | -4.21% | 1 | $101,649.99 |
| 31 | heikin_ashi_trend_opt | +0.69% | +18.11% | 0.14 | -14.19% | 22 | $100,690.28 |
| 32 | donchian_breakout_opt | +0.53% | +18.11% | 0.12 | -8.47% | 6 | $100,529.90 |
| 33 | intraday_volatility_breakout_opt | +0.13% | +18.11% | 1.13 | -1.54% | 3 | $100,126.06 |
| 34 | hurst_regime_ema_cross_opt | +0.00% | +18.11% | inf | n/a | 0 | $100,000.00 |
| 35 | keltner_mean_reversion_opt | +0.00% | +18.11% | inf | n/a | 0 | $100,000.00 |
| 36 | bollinger_squeeze_breakout_opt | -2.18% | +18.11% | -1.11 | -7.54% | 5 | $97,823.03 |
| 37 | volatility_scaled_breakout_opt | -4.29% | +18.11% | -0.76 | -8.78% | 8 | $95,706.02 |
| 38 | awesome_oscillator_divergence_opt | -4.47% | +18.11% | -2.24 | -4.48% | 1 | $95,531.14 |
Equity Curve Gallery
bollinger_regime_adaptive_opt+24.52%
zscore_mean_reversion_opt+19.38%
hilbert_bollinger_stop_target_opt+18.69%
regime_switching_trend_opt+18.49%
ema_stop_target_grid_opt+18.38%
pivot_stochastic_atr_opt+17.81%
ema_cross_with_sizing_and_stop_opt+16.30%
ema_adx_cross_opt+15.64%
macd_trend_opt+14.62%
decision_tree_ema_ml_opt+13.97%
trend_volatility_breakout_opt+13.17%
triple_ema_sl_tp_opt+12.93%
ichimoku_cloud_opt+12.88%
trend_strength_volatility_breakout_opt+11.36%
ema_ppo_volume_trend_opt+10.93%
trend_momentum_volume_rsi_opt+10.64%
rsi_mean_reversion_opt+9.06%
ema_cross_bb_width_filter_opt+8.76%
gmm_regime_filter_opt+8.48%
moving_average_slope_stop_opt+8.23%
ema_atr_adx_opt+7.39%
adaptive_vortex_trend_opt+6.77%
adaptive_momentum_squeeze_opt+6.68%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.