pivot_stochastic_atr_opt+188.28%
Best Strategypivot_stochastic_atr_opt
Best Return+188.28%
Buy and Hold-17.17%
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 | +188.28% | -17.17% | 2.30 | -29.42% | 13 | $288,283.63 |
| 2 | adaptive_momentum_squeeze_opt | +91.58% | -17.17% | 2.03 | -15.55% | 11 | $191,580.63 |
| 3 | adx_range_trend_filter_opt | +81.19% | -17.17% | 1.39 | -33.96% | 47 | $181,186.45 |
| 4 | trend_momentum_volume_rsi_opt | +80.44% | -17.17% | 7.36 | -23.61% | 27 | $180,435.18 |
| 5 | moving_average_crossover_grid_opt | +71.66% | -17.17% | 1.55 | -16.06% | 9 | $171,664.97 |
| 6 | adaptive_vortex_trend_opt | +57.31% | -17.17% | 1.60 | -12.59% | 37 | $157,309.72 |
| 7 | ichimoku_cloud_opt | +55.76% | -17.17% | 1.46 | -18.81% | 36 | $155,764.24 |
| 8 | volatility_cooling_atr_opt | +55.59% | -17.17% | 2.01 | -8.83% | 18 | $155,593.21 |
| 9 | moving_average_slope_stop_opt | +54.38% | -17.17% | 1.31 | -28.28% | 28 | $154,384.84 |
| 10 | macd_trend_opt | +54.09% | -17.17% | 1.22 | -27.74% | 42 | $154,087.43 |
| 11 | momentum_atr_trailing_stop_opt | +50.80% | -17.17% | 2.52 | -5.33% | 4 | $150,802.93 |
| 12 | ema_atr_adx_opt | +50.77% | -17.17% | 1.53 | -14.36% | 1 | $150,771.02 |
| 13 | regime_switching_trend_opt | +50.03% | -17.17% | 1.75 | -13.95% | 28 | $150,031.07 |
| 14 | trend_volatility_breakout_opt | +49.99% | -17.17% | 7.54 | -21.18% | 9 | $149,994.69 |
| 15 | volatility_scaled_breakout_opt | +45.41% | -17.17% | 1.40 | -14.36% | 1 | $145,413.56 |
| 16 | bollinger_squeeze_breakout_opt | +43.64% | -17.17% | 7.10 | -10.45% | 8 | $143,635.11 |
| 17 | trend_strength_volatility_breakout_opt | +43.34% | -17.17% | 1.54 | -17.89% | 16 | $143,336.66 |
| 18 | obv_momentum_stop_target_opt | +39.19% | -17.17% | 1.16 | -27.00% | 8 | $139,192.27 |
| 19 | ema_cross_bb_width_filter_opt | +37.98% | -17.17% | 10.70 | -7.01% | 4 | $137,982.18 |
| 20 | intraday_volatility_breakout_opt | +35.87% | -17.17% | 37.68 | -3.70% | 3 | $135,871.34 |
| 21 | donchian_breakout_opt | +35.07% | -17.17% | 0.97 | -25.24% | 5 | $135,073.47 |
| 22 | ema_cross_resistance_breakouts_opt | +34.95% | -17.17% | 10.93 | -3.65% | 2 | $134,953.61 |
| 23 | rsi_mean_reversion_opt | +32.84% | -17.17% | 2.02 | -3.96% | 2 | $132,844.21 |
| 24 | heikin_ashi_trend_opt | +32.73% | -17.17% | 1.46 | -7.26% | 7 | $132,728.89 |
| 25 | ema_adx_cross_opt | +32.16% | -17.17% | 1.59 | -3.96% | 5 | $132,161.28 |
| 26 | decision_tree_ema_ml_opt | +25.47% | -17.17% | 0.98 | -14.36% | 8 | $125,469.64 |
| 27 | hilbert_bollinger_stop_target_opt | +24.43% | -17.17% | 1.26 | -13.64% | 9 | $124,430.35 |
| 28 | ema_stop_target_grid_opt | +22.52% | -17.17% | 0.75 | -36.55% | 54 | $122,519.16 |
| 29 | hurst_regime_ema_cross_opt | +22.11% | -17.17% | 0.96 | -12.70% | 22 | $122,110.41 |
| 30 | vol_cluster_reversion_opt | +20.53% | -17.17% | 1.32 | -7.31% | 7 | $120,529.14 |
| 31 | zscore_mean_reversion_opt | +17.70% | -17.17% | 0.77 | -14.98% | 19 | $117,696.27 |
| 32 | ema_ppo_volume_trend_opt | +15.90% | -17.17% | 1.25 | -4.47% | 1 | $115,902.74 |
| 33 | stochastic_trend_opt | +15.90% | -17.17% | 1.31 | -5.14% | 2 | $115,895.54 |
| 34 | gmm_regime_filter_opt | +8.39% | -17.17% | 0.40 | -41.42% | 18 | $108,394.80 |
| 35 | keltner_mean_reversion_opt | +2.71% | -17.17% | 0.79 | -2.71% | 1 | $102,710.38 |
| 36 | awesome_oscillator_divergence_opt | +1.73% | -17.17% | 0.18 | -11.53% | 1 | $101,726.74 |
| 37 | ultimate_oscillator_trend_opt | +0.00% | -17.17% | inf | n/a | 0 | $100,000.00 |
| 38 | ema_cross_with_sizing_and_stop_opt | -0.48% | -17.17% | 0.95 | -29.96% | 4 | $99,518.70 |
| 39 | bollinger_regime_adaptive_opt | -0.65% | -17.17% | 0.04 | -19.24% | 9 | $99,348.53 |
| 40 | triple_ema_sl_tp_opt | -9.62% | -17.17% | -0.26 | -20.46% | 1 | $90,378.36 |
Equity Curve Gallery
adaptive_momentum_squeeze_opt+91.58%
adx_range_trend_filter_opt+81.19%
trend_momentum_volume_rsi_opt+80.44%
moving_average_crossover_grid_opt+71.66%
adaptive_vortex_trend_opt+57.31%
ichimoku_cloud_opt+55.76%
volatility_cooling_atr_opt+55.59%
moving_average_slope_stop_opt+54.38%
macd_trend_opt+54.09%
momentum_atr_trailing_stop_opt+50.80%
ema_atr_adx_opt+50.77%
regime_switching_trend_opt+50.03%
trend_volatility_breakout_opt+49.99%
volatility_scaled_breakout_opt+45.41%
bollinger_squeeze_breakout_opt+43.64%
trend_strength_volatility_breakout_opt+43.34%
obv_momentum_stop_target_opt+39.19%
ema_cross_bb_width_filter_opt+37.98%
intraday_volatility_breakout_opt+35.87%
donchian_breakout_opt+35.07%
ema_cross_resistance_breakouts_opt+34.95%
rsi_mean_reversion_opt+32.84%
heikin_ashi_trend_opt+32.73%
Failures recorded: 0. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.