pivot_stochastic_atr_opt+86.94%
Best Strategypivot_stochastic_atr_opt
Best Return+86.94%
Buy and Hold+44.11%
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 | pivot_stochastic_atr_opt | +86.94% | +44.11% | 2.45 | -10.64% | 8 | $186,936.84 |
| 2 | obv_momentum_stop_target_opt | +80.83% | +44.11% | 2.79 | -10.64% | 5 | $180,828.88 |
| 3 | trend_volatility_breakout_opt | +47.02% | +44.11% | 8.94 | -13.37% | 7 | $147,021.84 |
| 4 | hilbert_bollinger_stop_target_opt | +46.21% | +44.11% | 2.38 | -7.97% | 8 | $146,211.19 |
| 5 | trend_momentum_volume_rsi_opt | +45.20% | +44.11% | 8.68 | -9.38% | 10 | $145,196.88 |
| 6 | ema_cross_with_sizing_and_stop_opt | +43.14% | +44.11% | 7.03 | -22.31% | 1 | $143,139.01 |
| 7 | regime_switching_trend_opt | +41.50% | +44.11% | 1.70 | -12.26% | 14 | $141,496.40 |
| 8 | ema_stop_target_grid_opt | +37.94% | +44.11% | 1.44 | -16.75% | 27 | $137,942.28 |
| 9 | decision_tree_ema_ml_opt | +37.70% | +44.11% | 2.01 | -7.70% | 5 | $137,700.26 |
| 10 | triple_ema_sl_tp_opt | +34.59% | +44.11% | 1.65 | -9.14% | 9 | $134,591.17 |
| 11 | rsi_mean_reversion_opt | +27.68% | +44.11% | 2.67 | -3.47% | 4 | $127,684.60 |
| 12 | trend_strength_volatility_breakout_opt | +26.74% | +44.11% | 1.31 | -15.32% | 4 | $126,744.83 |
| 13 | moving_average_slope_stop_opt | +25.69% | +44.11% | 1.08 | -24.33% | 16 | $125,689.26 |
| 14 | volatility_cooling_atr_opt | +23.16% | +44.11% | 1.56 | -10.80% | 17 | $123,155.04 |
| 15 | ema_adx_cross_opt | +22.88% | +44.11% | 1.41 | -10.16% | 3 | $122,881.52 |
| 16 | ema_cross_bb_width_filter_opt | +21.94% | +44.11% | 9.16 | -5.81% | 2 | $121,941.26 |
| 17 | macd_trend_opt | +21.51% | +44.11% | 1.07 | -18.37% | 19 | $121,512.20 |
| 18 | vol_cluster_reversion_opt | +19.02% | +44.11% | 1.55 | -9.60% | 5 | $119,020.32 |
| 19 | stochastic_trend_opt | +17.13% | +44.11% | n/a | -5.32% | 3 | $117,133.63 |
| 20 | zscore_mean_reversion_opt | +15.22% | +44.11% | 2.03 | -4.49% | 7 | $115,222.05 |
| 21 | heikin_ashi_trend_opt | +14.98% | +44.11% | 0.79 | -11.40% | 14 | $114,984.44 |
| 22 | adaptive_momentum_squeeze_opt | +14.59% | +44.11% | 0.90 | -13.02% | 6 | $114,591.93 |
| 23 | momentum_atr_trailing_stop_opt | +14.16% | +44.11% | 1.45 | -3.58% | 5 | $114,162.12 |
| 24 | bollinger_regime_adaptive_opt | +11.62% | +44.11% | 1.34 | -4.87% | 5 | $111,619.25 |
| 25 | ultimate_oscillator_trend_opt | +10.87% | +44.11% | n/a | -3.46% | 6 | $110,873.73 |
| 26 | gmm_regime_filter_opt | +10.77% | +44.11% | 0.67 | -12.25% | 9 | $110,766.52 |
| 27 | adaptive_vortex_trend_opt | +9.12% | +44.11% | 0.62 | -11.30% | 32 | $109,122.32 |
| 28 | awesome_oscillator_divergence_opt | +4.78% | +44.11% | 0.62 | -9.76% | 1 | $104,783.65 |
| 29 | ema_atr_adx_opt | +4.61% | +44.11% | 0.91 | -2.12% | 1 | $104,611.80 |
| 30 | intraday_volatility_breakout_opt | +4.31% | +44.11% | 11.71 | -3.69% | 3 | $104,311.36 |
| 31 | ema_cross_resistance_breakouts_opt | +3.70% | +44.11% | 1.98 | -7.55% | 2 | $103,704.33 |
| 32 | ema_ppo_volume_trend_opt | +2.36% | +44.11% | 0.27 | -8.31% | 5 | $102,361.69 |
| 33 | hurst_regime_ema_cross_opt | +1.60% | +44.11% | 0.34 | -5.07% | 6 | $101,595.39 |
| 34 | ichimoku_cloud_opt | +1.41% | +44.11% | 0.22 | -16.92% | 9 | $101,409.53 |
| 35 | donchian_breakout_opt | +0.42% | +44.11% | 0.16 | -15.62% | 3 | $100,415.07 |
| 36 | keltner_mean_reversion_opt | +0.00% | +44.11% | inf | n/a | 0 | $100,000.00 |
| 37 | bollinger_squeeze_breakout_opt | -1.23% | +44.11% | -0.67 | -5.70% | 5 | $98,766.33 |
| 38 | volatility_scaled_breakout_opt | -4.20% | +44.11% | -0.03 | -26.85% | 7 | $95,795.51 |
Equity Curve Gallery
obv_momentum_stop_target_opt+80.83%
trend_volatility_breakout_opt+47.02%
hilbert_bollinger_stop_target_opt+46.21%
trend_momentum_volume_rsi_opt+45.20%
ema_cross_with_sizing_and_stop_opt+43.14%
regime_switching_trend_opt+41.50%
ema_stop_target_grid_opt+37.94%
decision_tree_ema_ml_opt+37.70%
triple_ema_sl_tp_opt+34.59%
rsi_mean_reversion_opt+27.68%
trend_strength_volatility_breakout_opt+26.74%
moving_average_slope_stop_opt+25.69%
volatility_cooling_atr_opt+23.16%
ema_adx_cross_opt+22.88%
ema_cross_bb_width_filter_opt+21.94%
macd_trend_opt+21.51%
vol_cluster_reversion_opt+19.02%
stochastic_trend_opt+17.13%
zscore_mean_reversion_opt+15.22%
heikin_ashi_trend_opt+14.98%
adaptive_momentum_squeeze_opt+14.59%
momentum_atr_trailing_stop_opt+14.16%
bollinger_regime_adaptive_opt+11.62%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.