obv_momentum_stop_target_opt+44.13%
Best Strategyobv_momentum_stop_target_opt
Best Return+44.13%
Buy and Hold+40.76%
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 | +44.13% | +40.76% | 3.51 | -5.67% | 6 | $144,130.44 |
| 2 | ema_cross_with_sizing_and_stop_opt | +37.14% | +40.76% | 10.35 | -11.19% | 1 | $137,137.78 |
| 3 | ema_stop_target_grid_opt | +31.87% | +40.76% | 2.12 | -10.52% | 13 | $131,874.91 |
| 4 | heikin_ashi_trend_opt | +30.33% | +40.76% | 1.91 | -10.75% | 1 | $130,331.94 |
| 5 | ema_atr_adx_opt | +29.47% | +40.76% | 2.41 | -5.17% | 3 | $129,465.20 |
| 6 | hilbert_bollinger_stop_target_opt | +26.87% | +40.76% | 1.78 | -11.69% | 5 | $126,872.21 |
| 7 | decision_tree_ema_ml_opt | +23.82% | +40.76% | 2.28 | -5.70% | 11 | $123,817.51 |
| 8 | macd_trend_opt | +20.71% | +40.76% | 2.49 | -5.25% | 4 | $120,708.14 |
| 9 | regime_switching_trend_opt | +20.48% | +40.76% | 2.51 | -5.97% | 6 | $120,480.98 |
| 10 | ema_ppo_volume_trend_opt | +20.35% | +40.76% | 1.71 | -7.00% | 3 | $120,354.36 |
| 11 | moving_average_slope_stop_opt | +20.13% | +40.76% | 1.68 | -7.76% | 10 | $120,133.05 |
| 12 | ichimoku_cloud_opt | +17.71% | +40.76% | 1.30 | -8.64% | 5 | $117,708.25 |
| 13 | trend_volatility_breakout_opt | +17.33% | +40.76% | 9.16 | -4.85% | 4 | $117,334.42 |
| 14 | ema_adx_cross_opt | +16.71% | +40.76% | 2.26 | -5.19% | 5 | $116,707.38 |
| 15 | momentum_atr_trailing_stop_opt | +16.23% | +40.76% | 1.57 | -6.41% | 8 | $116,232.52 |
| 16 | pivot_stochastic_atr_opt | +15.52% | +40.76% | 1.18 | -10.61% | 3 | $115,523.54 |
| 17 | triple_ema_sl_tp_opt | +15.41% | +40.76% | 1.69 | -6.23% | 4 | $115,413.93 |
| 18 | volatility_scaled_breakout_opt | +14.91% | +40.76% | 1.09 | -10.44% | 4 | $114,907.18 |
| 19 | donchian_breakout_opt | +14.88% | +40.76% | 1.17 | -7.15% | 5 | $114,878.99 |
| 20 | trend_strength_volatility_breakout_opt | +14.42% | +40.76% | 1.70 | -5.81% | 4 | $114,423.92 |
| 21 | trend_momentum_volume_rsi_opt | +13.72% | +40.76% | 5.19 | -10.10% | 6 | $113,716.77 |
| 22 | ema_cross_bb_width_filter_opt | +12.54% | +40.76% | 7.75 | -5.36% | 2 | $112,541.57 |
| 23 | adaptive_momentum_squeeze_opt | +11.07% | +40.76% | 1.34 | -4.62% | 1 | $111,074.70 |
| 24 | volatility_cooling_atr_opt | +10.52% | +40.76% | 1.14 | -10.55% | 25 | $110,515.13 |
| 25 | ultimate_oscillator_trend_opt | +10.47% | +40.76% | n/a | -1.12% | 1 | $110,468.36 |
| 26 | adaptive_vortex_trend_opt | +10.04% | +40.76% | 1.02 | -8.93% | 21 | $110,036.88 |
| 27 | vol_cluster_reversion_opt | +9.91% | +40.76% | 1.07 | -5.72% | 5 | $109,909.99 |
| 28 | zscore_mean_reversion_opt | +9.39% | +40.76% | 1.58 | -3.32% | 12 | $109,387.81 |
| 29 | rsi_mean_reversion_opt | +9.15% | +40.76% | 2.52 | -1.44% | 1 | $109,149.54 |
| 30 | intraday_volatility_breakout_opt | +8.56% | +40.76% | 27.06 | -1.99% | 7 | $108,555.65 |
| 31 | bollinger_squeeze_breakout_opt | +7.11% | +40.76% | 3.92 | -5.62% | 5 | $107,113.85 |
| 32 | stochastic_trend_opt | +6.98% | +40.76% | n/a | -3.06% | 3 | $106,975.22 |
| 33 | ema_cross_resistance_breakouts_opt | +6.00% | +40.76% | 5.70 | -4.81% | 1 | $105,997.01 |
| 34 | hurst_regime_ema_cross_opt | +2.16% | +40.76% | 0.51 | -4.60% | 6 | $102,158.06 |
| 35 | bollinger_regime_adaptive_opt | +0.34% | +40.76% | 0.10 | -12.96% | 10 | $100,339.94 |
| 36 | keltner_mean_reversion_opt | +0.00% | +40.76% | inf | n/a | 0 | $100,000.00 |
| 37 | gmm_regime_filter_opt | -5.35% | +40.76% | -0.45 | -12.93% | 46 | $94,646.40 |
| 38 | awesome_oscillator_divergence_opt | -5.36% | +40.76% | -1.32 | -8.19% | 1 | $94,644.20 |
Equity Curve Gallery
ema_cross_with_sizing_and_stop_opt+37.14%
ema_stop_target_grid_opt+31.87%
heikin_ashi_trend_opt+30.33%
ema_atr_adx_opt+29.47%
hilbert_bollinger_stop_target_opt+26.87%
decision_tree_ema_ml_opt+23.82%
macd_trend_opt+20.71%
regime_switching_trend_opt+20.48%
ema_ppo_volume_trend_opt+20.35%
moving_average_slope_stop_opt+20.13%
ichimoku_cloud_opt+17.71%
trend_volatility_breakout_opt+17.33%
ema_adx_cross_opt+16.71%
momentum_atr_trailing_stop_opt+16.23%
pivot_stochastic_atr_opt+15.52%
triple_ema_sl_tp_opt+15.41%
volatility_scaled_breakout_opt+14.91%
donchian_breakout_opt+14.88%
trend_strength_volatility_breakout_opt+14.42%
trend_momentum_volume_rsi_opt+13.72%
ema_cross_bb_width_filter_opt+12.54%
adaptive_momentum_squeeze_opt+11.07%
volatility_cooling_atr_opt+10.52%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.