pivot_stochastic_atr_opt+9.53%
Best Strategypivot_stochastic_atr_opt
Best Return+9.53%
Buy and Hold+1.97%
Positive Strategies18/38
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 | +9.53% | +1.97% | 2.33 | -1.57% | 5 | $109,531.72 |
| 2 | regime_switching_trend_opt | +4.42% | +1.97% | 1.77 | -1.90% | 5 | $104,424.92 |
| 3 | trend_momentum_volume_rsi_opt | +3.34% | +1.97% | 3.97 | -3.66% | 2 | $103,341.14 |
| 4 | obv_momentum_stop_target_opt | +3.25% | +1.97% | 1.22 | -2.65% | 6 | $103,253.96 |
| 5 | ema_adx_cross_opt | +2.90% | +1.97% | 1.47 | -1.17% | 1 | $102,900.96 |
| 6 | trend_volatility_breakout_opt | +2.36% | +1.97% | 4.94 | -2.40% | 2 | $102,356.84 |
| 7 | ema_cross_with_sizing_and_stop_opt | +2.35% | +1.97% | 2.79 | -4.69% | 1 | $102,350.12 |
| 8 | decision_tree_ema_ml_opt | +1.98% | +1.97% | 1.29 | -0.97% | 2 | $101,984.26 |
| 9 | trend_strength_volatility_breakout_opt | +1.93% | +1.97% | 0.95 | -1.65% | 5 | $101,930.24 |
| 10 | hilbert_bollinger_stop_target_opt | +1.76% | +1.97% | 0.56 | -3.26% | 3 | $101,764.82 |
| 11 | volatility_scaled_breakout_opt | +1.26% | +1.97% | 0.62 | -1.60% | 1 | $101,256.74 |
| 12 | rsi_mean_reversion_opt | +1.22% | +1.97% | 1.17 | -0.88% | 3 | $101,217.21 |
| 13 | ema_stop_target_grid_opt | +1.02% | +1.97% | 0.25 | -5.14% | 1 | $101,015.34 |
| 14 | zscore_mean_reversion_opt | +0.84% | +1.97% | 1.21 | -0.27% | 2 | $100,836.22 |
| 15 | ema_atr_adx_opt | +0.65% | +1.97% | 0.68 | -0.50% | 1 | $100,651.81 |
| 16 | donchian_breakout_opt | +0.60% | +1.97% | 0.28 | -1.46% | 2 | $100,595.86 |
| 17 | momentum_atr_trailing_stop_opt | +0.56% | +1.97% | 0.43 | -1.57% | 5 | $100,560.22 |
| 18 | keltner_mean_reversion_opt | +0.21% | +1.97% | 0.25 | -0.86% | 1 | $100,212.73 |
| 19 | hurst_regime_ema_cross_opt | +0.00% | +1.97% | inf | n/a | 0 | $100,000.00 |
| 20 | ema_cross_bb_width_filter_opt | +0.00% | +1.97% | inf | n/a | 0 | $100,000.00 |
| 21 | vol_cluster_reversion_opt | +0.00% | +1.97% | inf | n/a | 0 | $100,000.00 |
| 22 | stochastic_trend_opt | +0.00% | +1.97% | n/a | n/a | 0 | $100,000.00 |
| 23 | ultimate_oscillator_trend_opt | +0.00% | +1.97% | n/a | n/a | 0 | $100,000.00 |
| 24 | intraday_volatility_breakout_opt | +0.00% | +1.97% | inf | n/a | 0 | $100,000.00 |
| 25 | ema_cross_resistance_breakouts_opt | +0.00% | +1.97% | inf | n/a | 0 | $100,000.00 |
| 26 | ema_ppo_volume_trend_opt | +0.00% | +1.97% | inf | n/a | 0 | $100,000.00 |
| 27 | bollinger_regime_adaptive_opt | -0.00% | +1.97% | 0.02 | -2.80% | 4 | $99,999.08 |
| 28 | adaptive_momentum_squeeze_opt | -0.16% | +1.97% | -0.02 | -4.06% | 5 | $99,839.89 |
| 29 | macd_trend_opt | -0.62% | +1.97% | -0.21 | -3.63% | 11 | $99,384.66 |
| 30 | bollinger_squeeze_breakout_opt | -0.89% | +1.97% | -2.26 | -2.97% | 10 | $99,114.33 |
| 31 | volatility_cooling_atr_opt | -0.94% | +1.97% | -0.42 | -2.55% | 12 | $99,056.38 |
| 32 | adaptive_vortex_trend_opt | -1.29% | +1.97% | -0.38 | -3.95% | 1 | $98,713.82 |
| 33 | moving_average_slope_stop_opt | -2.19% | +1.97% | -0.67 | -6.79% | 4 | $97,806.38 |
| 34 | triple_ema_sl_tp_opt | -2.20% | +1.97% | -0.94 | -2.77% | 3 | $97,796.09 |
| 35 | awesome_oscillator_divergence_opt | -2.58% | +1.97% | -1.97 | -2.68% | 2 | $97,420.88 |
| 36 | heikin_ashi_trend_opt | -2.69% | +1.97% | -0.54 | -7.38% | 16 | $97,307.58 |
| 37 | ichimoku_cloud_opt | -4.34% | +1.97% | -1.04 | -7.42% | 6 | $95,658.18 |
| 38 | gmm_regime_filter_opt | -8.63% | +1.97% | -3.47 | -9.08% | 31 | $91,369.50 |
Equity Curve Gallery
regime_switching_trend_opt+4.42%
trend_momentum_volume_rsi_opt+3.34%
obv_momentum_stop_target_opt+3.25%
ema_adx_cross_opt+2.90%
trend_volatility_breakout_opt+2.36%
ema_cross_with_sizing_and_stop_opt+2.35%
decision_tree_ema_ml_opt+1.98%
trend_strength_volatility_breakout_opt+1.93%
hilbert_bollinger_stop_target_opt+1.76%
volatility_scaled_breakout_opt+1.26%
rsi_mean_reversion_opt+1.22%
ema_stop_target_grid_opt+1.02%
zscore_mean_reversion_opt+0.84%
ema_atr_adx_opt+0.65%
donchian_breakout_opt+0.60%
momentum_atr_trailing_stop_opt+0.56%
keltner_mean_reversion_opt+0.21%
hurst_regime_ema_cross_opt+0.00%
ema_cross_bb_width_filter_opt+0.00%
vol_cluster_reversion_opt+0.00%
stochastic_trend_opt+0.00%
ultimate_oscillator_trend_opt+0.00%
intraday_volatility_breakout_opt+0.00%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.