adaptive_momentum_squeeze_opt+28.15%
Best Strategyadaptive_momentum_squeeze_opt
Best Return+28.15%
Buy and Hold-7.02%
Positive Strategies33/38
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 | +28.15% | -7.02% | 1.29 | -9.15% | 7 | $128,147.84 |
| 2 | heikin_ashi_trend_opt | +24.15% | -7.02% | 1.55 | -9.95% | 3 | $124,148.77 |
| 3 | decision_tree_ema_ml_opt | +22.67% | -7.02% | 2.52 | -6.88% | 4 | $122,667.10 |
| 4 | zscore_mean_reversion_opt | +22.48% | -7.02% | 1.90 | -5.66% | 28 | $122,478.04 |
| 5 | pivot_stochastic_atr_opt | +19.90% | -7.02% | 1.38 | -9.87% | 2 | $119,895.63 |
| 6 | ichimoku_cloud_opt | +18.96% | -7.02% | 1.32 | -6.82% | 9 | $118,957.91 |
| 7 | trend_momentum_volume_rsi_opt | +18.56% | -7.02% | 5.44 | -10.76% | 14 | $118,562.09 |
| 8 | obv_momentum_stop_target_opt | +18.25% | -7.02% | 2.07 | -6.10% | 4 | $118,249.16 |
| 9 | regime_switching_trend_opt | +16.47% | -7.02% | 2.07 | -6.78% | 10 | $116,467.68 |
| 10 | ema_atr_adx_opt | +10.11% | -7.02% | 1.16 | -5.95% | 2 | $110,106.70 |
| 11 | donchian_breakout_opt | +9.54% | -7.02% | 0.75 | -8.29% | 5 | $109,544.15 |
| 12 | trend_volatility_breakout_opt | +9.43% | -7.02% | 5.25 | -6.40% | 3 | $109,431.30 |
| 13 | ema_adx_cross_opt | +8.94% | -7.02% | 1.63 | -3.70% | 3 | $108,941.10 |
| 14 | intraday_volatility_breakout_opt | +8.49% | -7.02% | 21.66 | -7.56% | 6 | $108,490.41 |
| 15 | hilbert_bollinger_stop_target_opt | +8.26% | -7.02% | 1.15 | -5.73% | 3 | $108,260.72 |
| 16 | awesome_oscillator_divergence_opt | +7.57% | -7.02% | 0.83 | -7.24% | 2 | $107,574.81 |
| 17 | vol_cluster_reversion_opt | +6.82% | -7.02% | 0.91 | -5.85% | 3 | $106,824.21 |
| 18 | ema_cross_with_sizing_and_stop_opt | +6.37% | -7.02% | 3.30 | -12.90% | 1 | $106,370.65 |
| 19 | volatility_scaled_breakout_opt | +5.64% | -7.02% | 0.88 | -5.46% | 3 | $105,641.05 |
| 20 | stochastic_trend_opt | +5.27% | -7.02% | n/a | -0.45% | 1 | $105,266.15 |
| 21 | hurst_regime_ema_cross_opt | +4.93% | -7.02% | 1.08 | -3.28% | 3 | $104,932.63 |
| 22 | volatility_cooling_atr_opt | +4.14% | -7.02% | 0.53 | -6.38% | 11 | $104,144.47 |
| 23 | bollinger_squeeze_breakout_opt | +3.20% | -7.02% | 2.21 | -6.10% | 9 | $103,200.40 |
| 24 | ema_stop_target_grid_opt | +3.19% | -7.02% | 0.33 | -14.31% | 5 | $103,186.29 |
| 25 | gmm_regime_filter_opt | +2.76% | -7.02% | 0.43 | -6.53% | 3 | $102,764.89 |
| 26 | ema_cross_bb_width_filter_opt | +1.89% | -7.02% | 4.22 | -1.21% | 1 | $101,891.02 |
| 27 | trend_strength_volatility_breakout_opt | +1.86% | -7.02% | 0.27 | -7.85% | 4 | $101,860.29 |
| 28 | momentum_atr_trailing_stop_opt | +1.52% | -7.02% | 0.27 | -6.19% | 5 | $101,523.97 |
| 29 | moving_average_slope_stop_opt | +1.02% | -7.02% | 0.18 | -9.64% | 17 | $101,018.21 |
| 30 | rsi_mean_reversion_opt | +1.02% | -7.02% | 1.65 | -0.15% | 1 | $101,016.18 |
| 31 | ema_ppo_volume_trend_opt | +0.79% | -7.02% | 0.19 | -5.21% | 1 | $100,786.94 |
| 32 | triple_ema_sl_tp_opt | +0.75% | -7.02% | 0.18 | -5.26% | 2 | $100,748.61 |
| 33 | ultimate_oscillator_trend_opt | +0.40% | -7.02% | n/a | -4.78% | 2 | $100,396.99 |
| 34 | ema_cross_resistance_breakouts_opt | +0.00% | -7.02% | inf | n/a | 0 | $100,000.00 |
| 35 | keltner_mean_reversion_opt | +0.00% | -7.02% | inf | n/a | 0 | $100,000.00 |
| 36 | macd_trend_opt | -0.25% | -7.02% | 0.06 | -11.10% | 8 | $99,750.47 |
| 37 | adaptive_vortex_trend_opt | -5.16% | -7.02% | -0.49 | -15.73% | 15 | $94,842.80 |
| 38 | bollinger_regime_adaptive_opt | -13.46% | -7.02% | -1.11 | -17.73% | 12 | $86,540.10 |
Equity Curve Gallery
heikin_ashi_trend_opt+24.15%
decision_tree_ema_ml_opt+22.67%
zscore_mean_reversion_opt+22.48%
pivot_stochastic_atr_opt+19.90%
ichimoku_cloud_opt+18.96%
trend_momentum_volume_rsi_opt+18.56%
obv_momentum_stop_target_opt+18.25%
regime_switching_trend_opt+16.47%
ema_atr_adx_opt+10.11%
donchian_breakout_opt+9.54%
trend_volatility_breakout_opt+9.43%
ema_adx_cross_opt+8.94%
intraday_volatility_breakout_opt+8.49%
hilbert_bollinger_stop_target_opt+8.26%
awesome_oscillator_divergence_opt+7.57%
vol_cluster_reversion_opt+6.82%
ema_cross_with_sizing_and_stop_opt+6.37%
volatility_scaled_breakout_opt+5.64%
stochastic_trend_opt+5.27%
hurst_regime_ema_cross_opt+4.93%
volatility_cooling_atr_opt+4.14%
bollinger_squeeze_breakout_opt+3.20%
ema_stop_target_grid_opt+3.19%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.