obv_momentum_stop_target_opt+69.42%
Best Strategyobv_momentum_stop_target_opt
Best Return+69.42%
Buy and Hold+53.08%
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 | +69.42% | +53.08% | 3.84 | -6.14% | 5 | $169,418.31 |
| 2 | macd_trend_opt | +56.25% | +53.08% | 2.97 | -7.15% | 9 | $156,253.98 |
| 3 | regime_switching_trend_opt | +55.60% | +53.08% | 3.44 | -4.43% | 10 | $155,604.46 |
| 4 | ema_cross_with_sizing_and_stop_opt | +50.81% | +53.08% | 9.33 | -11.27% | 1 | $150,806.13 |
| 5 | trend_volatility_breakout_opt | +43.17% | +53.08% | 8.95 | -10.16% | 2 | $143,171.82 |
| 6 | heikin_ashi_trend_opt | +40.92% | +53.08% | 1.69 | -10.89% | 1 | $140,924.79 |
| 7 | hilbert_bollinger_stop_target_opt | +38.64% | +53.08% | 1.85 | -12.75% | 5 | $138,644.70 |
| 8 | triple_ema_sl_tp_opt | +38.46% | +53.08% | 1.83 | -11.27% | 5 | $138,460.47 |
| 9 | ema_stop_target_grid_opt | +36.46% | +53.08% | 1.67 | -10.55% | 14 | $136,464.57 |
| 10 | ema_ppo_volume_trend_opt | +35.15% | +53.08% | 1.57 | -12.42% | 2 | $135,154.46 |
| 11 | ema_adx_cross_opt | +34.88% | +53.08% | 2.40 | -6.89% | 3 | $134,875.78 |
| 12 | volatility_scaled_breakout_opt | +32.27% | +53.08% | 1.46 | -11.27% | 3 | $132,268.08 |
| 13 | trend_strength_volatility_breakout_opt | +31.97% | +53.08% | 1.55 | -11.27% | 2 | $131,968.01 |
| 14 | rsi_mean_reversion_opt | +31.14% | +53.08% | 2.19 | -3.82% | 4 | $131,141.60 |
| 15 | momentum_atr_trailing_stop_opt | +27.35% | +53.08% | 2.01 | -4.61% | 9 | $127,347.23 |
| 16 | moving_average_slope_stop_opt | +27.27% | +53.08% | 1.62 | -8.29% | 26 | $127,272.52 |
| 17 | decision_tree_ema_ml_opt | +26.73% | +53.08% | 2.58 | -3.75% | 3 | $126,733.94 |
| 18 | bollinger_squeeze_breakout_opt | +21.44% | +53.08% | 10.37 | -9.42% | 7 | $121,439.71 |
| 19 | ema_cross_bb_width_filter_opt | +21.18% | +53.08% | 8.69 | -6.87% | 4 | $121,180.15 |
| 20 | bollinger_regime_adaptive_opt | +20.59% | +53.08% | 2.16 | -4.58% | 5 | $120,589.01 |
| 21 | donchian_breakout_opt | +20.13% | +53.08% | 1.29 | -10.82% | 1 | $120,133.10 |
| 22 | stochastic_trend_opt | +18.71% | +53.08% | n/a | -5.48% | 3 | $118,708.74 |
| 23 | ema_atr_adx_opt | +17.03% | +53.08% | 1.02 | -12.72% | 3 | $117,031.76 |
| 24 | vol_cluster_reversion_opt | +16.24% | +53.08% | 1.82 | -4.55% | 3 | $116,241.33 |
| 25 | adaptive_momentum_squeeze_opt | +15.84% | +53.08% | 1.20 | -11.57% | 7 | $115,836.34 |
| 26 | zscore_mean_reversion_opt | +15.74% | +53.08% | 1.10 | -11.69% | 19 | $115,739.04 |
| 27 | hurst_regime_ema_cross_opt | +13.77% | +53.08% | 1.15 | -8.08% | 7 | $113,768.12 |
| 28 | volatility_cooling_atr_opt | +12.60% | +53.08% | 1.16 | -11.62% | 17 | $112,598.58 |
| 29 | ema_cross_resistance_breakouts_opt | +12.35% | +53.08% | 6.56 | -5.82% | 3 | $112,350.23 |
| 30 | ichimoku_cloud_opt | +10.76% | +53.08% | 0.67 | -12.02% | 4 | $110,759.33 |
| 31 | trend_momentum_volume_rsi_opt | +8.88% | +53.08% | 3.03 | -10.58% | 2 | $108,883.96 |
| 32 | pivot_stochastic_atr_opt | +3.93% | +53.08% | 0.85 | -2.93% | 2 | $103,926.83 |
| 33 | intraday_volatility_breakout_opt | +3.90% | +53.08% | 19.73 | -2.22% | 2 | $103,898.72 |
| 34 | ultimate_oscillator_trend_opt | +2.87% | +53.08% | n/a | -1.22% | 1 | $102,865.85 |
| 35 | adaptive_vortex_trend_opt | +2.54% | +53.08% | 0.29 | -13.92% | 28 | $102,535.51 |
| 36 | keltner_mean_reversion_opt | +0.00% | +53.08% | inf | n/a | 0 | $100,000.00 |
| 37 | gmm_regime_filter_opt | -8.93% | +53.08% | -0.93 | -14.66% | 25 | $91,071.39 |
| 38 | awesome_oscillator_divergence_opt | -9.02% | +53.08% | -0.82 | -13.65% | 2 | $90,975.56 |
Equity Curve Gallery
macd_trend_opt+56.25%
regime_switching_trend_opt+55.60%
ema_cross_with_sizing_and_stop_opt+50.81%
trend_volatility_breakout_opt+43.17%
heikin_ashi_trend_opt+40.92%
hilbert_bollinger_stop_target_opt+38.64%
triple_ema_sl_tp_opt+38.46%
ema_stop_target_grid_opt+36.46%
ema_ppo_volume_trend_opt+35.15%
ema_adx_cross_opt+34.88%
volatility_scaled_breakout_opt+32.27%
trend_strength_volatility_breakout_opt+31.97%
rsi_mean_reversion_opt+31.14%
momentum_atr_trailing_stop_opt+27.35%
moving_average_slope_stop_opt+27.27%
decision_tree_ema_ml_opt+26.73%
bollinger_squeeze_breakout_opt+21.44%
ema_cross_bb_width_filter_opt+21.18%
bollinger_regime_adaptive_opt+20.59%
donchian_breakout_opt+20.13%
stochastic_trend_opt+18.71%
ema_atr_adx_opt+17.03%
vol_cluster_reversion_opt+16.24%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.