adaptive_momentum_squeeze_opt+69.96%
Best Strategyadaptive_momentum_squeeze_opt
Best Return+69.96%
Buy and Hold-2.68%
Positive Strategies27/38
Equity Plots38
Top Returns
Return vs Drawdown
Metric Heatmap
Ranked Results
| Rank | Strategy | Total Return | Benchmark | Sharpe | Max DD | Trades | End Value |
|---|---|---|---|---|---|---|---|
| 1 | adaptive_momentum_squeeze_opt | +69.96% | -2.68% | 2.32 | -6.43% | 6 | $169,962.74 |
| 2 | pivot_stochastic_atr_opt | +54.86% | -2.68% | 2.03 | -12.15% | 6 | $154,859.65 |
| 3 | regime_switching_trend_opt | +37.00% | -2.68% | 1.92 | -7.76% | 16 | $136,997.72 |
| 4 | decision_tree_ema_ml_opt | +34.19% | -2.68% | 2.03 | -9.08% | 17 | $134,193.51 |
| 5 | obv_momentum_stop_target_opt | +33.51% | -2.68% | 2.02 | -6.11% | 4 | $133,511.85 |
| 6 | zscore_mean_reversion_opt | +20.54% | -2.68% | 1.24 | -11.43% | 35 | $120,540.82 |
| 7 | heikin_ashi_trend_opt | +17.29% | -2.68% | 0.84 | -18.49% | 12 | $117,292.19 |
| 8 | intraday_volatility_breakout_opt | +15.15% | -2.68% | 24.06 | -2.95% | 5 | $115,145.39 |
| 9 | bollinger_regime_adaptive_opt | +15.14% | -2.68% | 0.90 | -14.61% | 11 | $115,144.70 |
| 10 | macd_trend_opt | +13.89% | -2.68% | 0.81 | -13.71% | 10 | $113,887.09 |
| 11 | vol_cluster_reversion_opt | +13.24% | -2.68% | 1.16 | -6.58% | 4 | $113,239.24 |
| 12 | trend_momentum_volume_rsi_opt | +11.05% | -2.68% | 4.04 | -6.70% | 6 | $111,051.71 |
| 13 | ema_ppo_volume_trend_opt | +10.94% | -2.68% | 1.03 | -5.84% | 5 | $110,939.71 |
| 14 | hilbert_bollinger_stop_target_opt | +10.81% | -2.68% | 0.67 | -16.99% | 10 | $110,808.38 |
| 15 | trend_volatility_breakout_opt | +10.04% | -2.68% | 5.29 | -7.24% | 5 | $110,039.02 |
| 16 | momentum_atr_trailing_stop_opt | +9.47% | -2.68% | 1.00 | -5.18% | 3 | $109,467.62 |
| 17 | rsi_mean_reversion_opt | +7.48% | -2.68% | 2.62 | -0.42% | 2 | $107,484.36 |
| 18 | ema_cross_bb_width_filter_opt | +6.61% | -2.68% | 3.65 | -3.34% | 2 | $106,609.21 |
| 19 | ultimate_oscillator_trend_opt | +6.35% | -2.68% | n/a | -3.05% | 1 | $106,352.02 |
| 20 | ema_adx_cross_opt | +3.74% | -2.68% | 1.32 | -1.93% | 1 | $103,742.32 |
| 21 | donchian_breakout_opt | +3.16% | -2.68% | 0.43 | -6.79% | 1 | $103,163.86 |
| 22 | ichimoku_cloud_opt | +3.02% | -2.68% | 0.29 | -19.00% | 9 | $103,017.14 |
| 23 | ema_atr_adx_opt | +2.28% | -2.68% | 0.54 | -3.46% | 1 | $102,284.56 |
| 24 | hurst_regime_ema_cross_opt | +1.26% | -2.68% | 1.11 | -0.10% | 1 | $101,260.57 |
| 25 | keltner_mean_reversion_opt | +1.20% | -2.68% | 0.70 | -2.15% | 1 | $101,203.57 |
| 26 | ema_stop_target_grid_opt | +0.45% | -2.68% | 0.19 | -21.79% | 17 | $100,451.97 |
| 27 | gmm_regime_filter_opt | +0.40% | -2.68% | 0.14 | -17.62% | 6 | $100,396.07 |
| 28 | stochastic_trend_opt | +0.00% | -2.68% | n/a | n/a | 0 | $100,000.00 |
| 29 | ema_cross_resistance_breakouts_opt | +0.00% | -2.68% | inf | n/a | 0 | $100,000.00 |
| 30 | trend_strength_volatility_breakout_opt | -0.51% | -2.68% | 0.03 | -9.05% | 8 | $99,487.44 |
| 31 | volatility_scaled_breakout_opt | -0.98% | -2.68% | -0.14 | -3.13% | 1 | $99,016.96 |
| 32 | volatility_cooling_atr_opt | -1.15% | -2.68% | 0.07 | -15.61% | 14 | $98,853.31 |
| 33 | ema_cross_with_sizing_and_stop_opt | -1.55% | -2.68% | 0.29 | -25.42% | 1 | $98,446.88 |
| 34 | adaptive_vortex_trend_opt | -9.29% | -2.68% | -0.71 | -17.11% | 6 | $90,706.91 |
| 35 | triple_ema_sl_tp_opt | -9.96% | -2.68% | -1.02 | -11.42% | 1 | $90,038.19 |
| 36 | bollinger_squeeze_breakout_opt | -10.89% | -2.68% | -4.07 | -17.45% | 9 | $89,111.99 |
| 37 | moving_average_slope_stop_opt | -17.51% | -2.68% | -0.93 | -25.10% | 20 | $82,488.74 |
| 38 | awesome_oscillator_divergence_opt | -18.85% | -2.68% | -1.71 | -27.18% | 3 | $81,154.27 |
Equity Curve Gallery
pivot_stochastic_atr_opt+54.86%
regime_switching_trend_opt+37.00%
decision_tree_ema_ml_opt+34.19%
obv_momentum_stop_target_opt+33.51%
zscore_mean_reversion_opt+20.54%
heikin_ashi_trend_opt+17.29%
intraday_volatility_breakout_opt+15.15%
bollinger_regime_adaptive_opt+15.14%
macd_trend_opt+13.89%
vol_cluster_reversion_opt+13.24%
trend_momentum_volume_rsi_opt+11.05%
ema_ppo_volume_trend_opt+10.94%
hilbert_bollinger_stop_target_opt+10.81%
trend_volatility_breakout_opt+10.04%
momentum_atr_trailing_stop_opt+9.47%
rsi_mean_reversion_opt+7.48%
ema_cross_bb_width_filter_opt+6.61%
ultimate_oscillator_trend_opt+6.35%
ema_adx_cross_opt+3.74%
donchian_breakout_opt+3.16%
ichimoku_cloud_opt+3.02%
ema_atr_adx_opt+2.28%
hurst_regime_ema_cross_opt+1.26%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.