obv_momentum_stop_target_opt+51.26%
Best Strategyobv_momentum_stop_target_opt
Best Return+51.26%
Buy and Hold+29.38%
Positive Strategies34/38
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 | +51.26% | +29.38% | 3.40 | -6.36% | 6 | $151,261.96 |
| 2 | hilbert_bollinger_stop_target_opt | +43.09% | +29.38% | 3.02 | -6.36% | 4 | $143,091.29 |
| 3 | ema_stop_target_grid_opt | +36.00% | +29.38% | 2.38 | -6.36% | 6 | $136,000.02 |
| 4 | trend_strength_volatility_breakout_opt | +29.53% | +29.38% | 2.36 | -8.26% | 5 | $129,533.81 |
| 5 | trend_volatility_breakout_opt | +27.05% | +29.38% | 10.98 | -7.51% | 5 | $127,048.92 |
| 6 | adaptive_vortex_trend_opt | +26.19% | +29.38% | 2.10 | -7.06% | 21 | $126,185.94 |
| 7 | regime_switching_trend_opt | +26.00% | +29.38% | 2.39 | -5.10% | 7 | $126,001.51 |
| 8 | macd_trend_opt | +23.48% | +29.38% | 2.19 | -5.17% | 7 | $123,482.86 |
| 9 | ema_ppo_volume_trend_opt | +23.23% | +29.38% | 1.85 | -7.04% | 3 | $123,232.86 |
| 10 | trend_momentum_volume_rsi_opt | +22.95% | +29.38% | 8.51 | -9.03% | 7 | $122,952.77 |
| 11 | volatility_cooling_atr_opt | +22.50% | +29.38% | 2.12 | -5.37% | 15 | $122,498.60 |
| 12 | adaptive_momentum_squeeze_opt | +22.30% | +29.38% | 1.70 | -7.50% | 6 | $122,295.80 |
| 13 | bollinger_regime_adaptive_opt | +21.08% | +29.38% | 2.30 | -3.50% | 6 | $121,076.70 |
| 14 | moving_average_slope_stop_opt | +20.31% | +29.38% | 1.60 | -8.93% | 16 | $120,311.34 |
| 15 | triple_ema_sl_tp_opt | +20.31% | +29.38% | 2.15 | -4.91% | 5 | $120,310.59 |
| 16 | decision_tree_ema_ml_opt | +20.29% | +29.38% | 2.14 | -6.25% | 15 | $120,291.38 |
| 17 | ema_cross_bb_width_filter_opt | +19.89% | +29.38% | 8.37 | -7.39% | 3 | $119,885.24 |
| 18 | pivot_stochastic_atr_opt | +19.61% | +29.38% | 1.31 | -10.84% | 4 | $119,612.36 |
| 19 | ema_cross_with_sizing_and_stop_opt | +18.58% | +29.38% | 5.75 | -15.13% | 2 | $118,579.79 |
| 20 | vol_cluster_reversion_opt | +17.16% | +29.38% | 2.63 | -3.50% | 3 | $117,164.00 |
| 21 | ema_adx_cross_opt | +15.82% | +29.38% | 1.54 | -6.36% | 5 | $115,822.78 |
| 22 | gmm_regime_filter_opt | +15.35% | +29.38% | 1.30 | -9.76% | 12 | $115,352.21 |
| 23 | ichimoku_cloud_opt | +13.57% | +29.38% | 1.05 | -12.92% | 3 | $113,565.89 |
| 24 | donchian_breakout_opt | +13.41% | +29.38% | 1.16 | -10.68% | 7 | $113,408.58 |
| 25 | bollinger_squeeze_breakout_opt | +12.28% | +29.38% | 7.21 | -5.15% | 6 | $112,281.93 |
| 26 | zscore_mean_reversion_opt | +11.00% | +29.38% | 1.82 | -5.36% | 14 | $110,995.41 |
| 27 | ema_cross_resistance_breakouts_opt | +10.92% | +29.38% | 5.60 | -7.94% | 2 | $110,924.21 |
| 28 | intraday_volatility_breakout_opt | +10.03% | +29.38% | 26.86 | -2.84% | 4 | $110,031.86 |
| 29 | momentum_atr_trailing_stop_opt | +9.51% | +29.38% | 1.15 | -6.32% | 10 | $109,510.13 |
| 30 | stochastic_trend_opt | +9.08% | +29.38% | n/a | -1.33% | 2 | $109,076.99 |
| 31 | ema_atr_adx_opt | +8.59% | +29.38% | 1.21 | -5.33% | 2 | $108,587.29 |
| 32 | ultimate_oscillator_trend_opt | +5.75% | +29.38% | n/a | -2.51% | 2 | $105,748.91 |
| 33 | rsi_mean_reversion_opt | +4.44% | +29.38% | 0.90 | -5.66% | 7 | $104,443.85 |
| 34 | volatility_scaled_breakout_opt | +3.57% | +29.38% | 0.62 | -3.45% | 5 | $103,566.52 |
| 35 | keltner_mean_reversion_opt | +0.00% | +29.38% | inf | n/a | 0 | $100,000.00 |
| 36 | hurst_regime_ema_cross_opt | +0.00% | +29.38% | inf | n/a | 0 | $100,000.00 |
| 37 | awesome_oscillator_divergence_opt | -0.93% | +29.38% | -0.09 | -6.70% | 2 | $99,069.55 |
| 38 | heikin_ashi_trend_opt | -17.29% | +29.38% | -1.02 | -20.15% | 18 | $82,712.56 |
Equity Curve Gallery
hilbert_bollinger_stop_target_opt+43.09%
ema_stop_target_grid_opt+36.00%
trend_strength_volatility_breakout_opt+29.53%
trend_volatility_breakout_opt+27.05%
adaptive_vortex_trend_opt+26.19%
regime_switching_trend_opt+26.00%
macd_trend_opt+23.48%
ema_ppo_volume_trend_opt+23.23%
trend_momentum_volume_rsi_opt+22.95%
volatility_cooling_atr_opt+22.50%
adaptive_momentum_squeeze_opt+22.30%
bollinger_regime_adaptive_opt+21.08%
moving_average_slope_stop_opt+20.31%
triple_ema_sl_tp_opt+20.31%
decision_tree_ema_ml_opt+20.29%
ema_cross_bb_width_filter_opt+19.89%
pivot_stochastic_atr_opt+19.61%
ema_cross_with_sizing_and_stop_opt+18.58%
vol_cluster_reversion_opt+17.16%
ema_adx_cross_opt+15.82%
gmm_regime_filter_opt+15.35%
ichimoku_cloud_opt+13.57%
donchian_breakout_opt+13.41%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.