ema_cross_with_sizing_and_stop_opt+58.76%
Best Strategyema_cross_with_sizing_and_stop_opt
Best Return+58.76%
Buy and Hold+64.01%
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 | ema_cross_with_sizing_and_stop_opt | +58.76% | +64.01% | 9.10 | -20.22% | 1 | $158,756.37 |
| 2 | obv_momentum_stop_target_opt | +47.60% | +64.01% | 1.99 | -17.02% | 3 | $147,597.42 |
| 3 | regime_switching_trend_opt | +44.70% | +64.01% | 2.18 | -16.05% | 17 | $144,702.46 |
| 4 | pivot_stochastic_atr_opt | +35.58% | +64.01% | 2.02 | -7.61% | 10 | $135,583.23 |
| 5 | zscore_mean_reversion_opt | +35.54% | +64.01% | 2.60 | -7.84% | 11 | $135,538.37 |
| 6 | ema_adx_cross_opt | +29.35% | +64.01% | 2.06 | -8.81% | 4 | $129,352.60 |
| 7 | ema_atr_adx_opt | +28.87% | +64.01% | 1.62 | -9.43% | 5 | $128,871.80 |
| 8 | decision_tree_ema_ml_opt | +28.71% | +64.01% | 1.64 | -10.19% | 12 | $128,706.03 |
| 9 | trend_volatility_breakout_opt | +25.92% | +64.01% | 6.96 | -15.54% | 4 | $125,920.35 |
| 10 | vol_cluster_reversion_opt | +25.84% | +64.01% | 2.69 | -4.78% | 6 | $125,843.18 |
| 11 | volatility_cooling_atr_opt | +24.47% | +64.01% | 1.57 | -11.43% | 18 | $124,467.41 |
| 12 | adaptive_momentum_squeeze_opt | +24.33% | +64.01% | 1.52 | -10.77% | 7 | $124,327.30 |
| 13 | hilbert_bollinger_stop_target_opt | +22.84% | +64.01% | 2.43 | -4.22% | 3 | $122,836.74 |
| 14 | ema_stop_target_grid_opt | +20.81% | +64.01% | 0.99 | -25.97% | 15 | $120,813.72 |
| 15 | ema_ppo_volume_trend_opt | +19.90% | +64.01% | 1.80 | -5.69% | 7 | $119,904.92 |
| 16 | trend_strength_volatility_breakout_opt | +19.55% | +64.01% | 1.35 | -9.55% | 14 | $119,547.08 |
| 17 | moving_average_slope_stop_opt | +19.43% | +64.01% | 1.04 | -25.52% | 23 | $119,432.49 |
| 18 | triple_ema_sl_tp_opt | +17.83% | +64.01% | 0.88 | -17.44% | 4 | $117,830.04 |
| 19 | bollinger_regime_adaptive_opt | +16.26% | +64.01% | 1.84 | -8.05% | 4 | $116,256.98 |
| 20 | trend_momentum_volume_rsi_opt | +15.65% | +64.01% | 5.63 | -6.16% | 3 | $115,645.11 |
| 21 | ema_cross_resistance_breakouts_opt | +14.69% | +64.01% | 9.80 | -3.49% | 1 | $114,692.40 |
| 22 | volatility_scaled_breakout_opt | +14.67% | +64.01% | 1.01 | -11.10% | 6 | $114,670.06 |
| 23 | macd_trend_opt | +12.67% | +64.01% | 0.83 | -18.13% | 17 | $112,672.09 |
| 24 | bollinger_squeeze_breakout_opt | +12.55% | +64.01% | 7.89 | -4.09% | 5 | $112,548.79 |
| 25 | ultimate_oscillator_trend_opt | +11.54% | +64.01% | n/a | -4.52% | 5 | $111,535.57 |
| 26 | stochastic_trend_opt | +10.46% | +64.01% | n/a | -4.52% | 5 | $110,460.43 |
| 27 | ema_cross_bb_width_filter_opt | +10.31% | +64.01% | 7.45 | -3.49% | 1 | $110,312.14 |
| 28 | adaptive_vortex_trend_opt | +9.33% | +64.01% | 0.63 | -21.28% | 36 | $109,327.37 |
| 29 | rsi_mean_reversion_opt | +9.25% | +64.01% | 1.49 | -4.46% | 2 | $109,251.94 |
| 30 | momentum_atr_trailing_stop_opt | +9.06% | +64.01% | 0.90 | -12.23% | 6 | $109,064.67 |
| 31 | intraday_volatility_breakout_opt | +7.00% | +64.01% | 23.59 | -3.21% | 3 | $106,998.42 |
| 32 | gmm_regime_filter_opt | +6.93% | +64.01% | 0.50 | -19.41% | 33 | $106,929.38 |
| 33 | donchian_breakout_opt | +6.85% | +64.01% | 0.68 | -7.87% | 3 | $106,853.03 |
| 34 | ichimoku_cloud_opt | +5.13% | +64.01% | 0.39 | -23.91% | 14 | $105,127.77 |
| 35 | hurst_regime_ema_cross_opt | +2.29% | +64.01% | 0.74 | -2.07% | 2 | $102,292.09 |
| 36 | keltner_mean_reversion_opt | +0.00% | +64.01% | inf | n/a | 0 | $100,000.00 |
| 37 | heikin_ashi_trend_opt | -3.80% | +64.01% | 0.02 | -28.19% | 17 | $96,196.40 |
| 38 | awesome_oscillator_divergence_opt | -16.96% | +64.01% | -1.70 | -18.27% | 2 | $83,035.84 |
Equity Curve Gallery
obv_momentum_stop_target_opt+47.60%
regime_switching_trend_opt+44.70%
pivot_stochastic_atr_opt+35.58%
zscore_mean_reversion_opt+35.54%
ema_adx_cross_opt+29.35%
ema_atr_adx_opt+28.87%
decision_tree_ema_ml_opt+28.71%
trend_volatility_breakout_opt+25.92%
vol_cluster_reversion_opt+25.84%
volatility_cooling_atr_opt+24.47%
adaptive_momentum_squeeze_opt+24.33%
hilbert_bollinger_stop_target_opt+22.84%
ema_stop_target_grid_opt+20.81%
ema_ppo_volume_trend_opt+19.90%
trend_strength_volatility_breakout_opt+19.55%
moving_average_slope_stop_opt+19.43%
triple_ema_sl_tp_opt+17.83%
bollinger_regime_adaptive_opt+16.26%
trend_momentum_volume_rsi_opt+15.65%
ema_cross_resistance_breakouts_opt+14.69%
volatility_scaled_breakout_opt+14.67%
macd_trend_opt+12.67%
bollinger_squeeze_breakout_opt+12.55%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.