pivot_stochastic_atr_opt+14.33%
Best Strategypivot_stochastic_atr_opt
Best Return+14.33%
Buy and Hold+0.15%
Positive Strategies26/38
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 | +14.33% | +0.15% | 1.89 | -4.00% | 7 | $114,327.27 |
| 2 | regime_switching_trend_opt | +10.64% | +0.15% | 1.92 | -3.06% | 6 | $110,642.40 |
| 3 | obv_momentum_stop_target_opt | +7.04% | +0.15% | 1.38 | -3.06% | 2 | $107,040.35 |
| 4 | hilbert_bollinger_stop_target_opt | +6.10% | +0.15% | 1.48 | -2.05% | 2 | $106,100.69 |
| 5 | ema_adx_cross_opt | +5.84% | +0.15% | 1.63 | -2.33% | 2 | $105,840.56 |
| 6 | adaptive_momentum_squeeze_opt | +3.69% | +0.15% | 0.51 | -12.37% | 5 | $103,694.56 |
| 7 | rsi_mean_reversion_opt | +3.56% | +0.15% | 1.80 | -1.39% | 2 | $103,558.07 |
| 8 | trend_momentum_volume_rsi_opt | +3.52% | +0.15% | 2.65 | -7.81% | 2 | $103,515.05 |
| 9 | bollinger_regime_adaptive_opt | +3.38% | +0.15% | 0.76 | -5.10% | 4 | $103,376.57 |
| 10 | trend_volatility_breakout_opt | +3.14% | +0.15% | 4.09 | -3.40% | 2 | $103,139.33 |
| 11 | zscore_mean_reversion_opt | +2.93% | +0.15% | 0.67 | -4.91% | 19 | $102,931.06 |
| 12 | decision_tree_ema_ml_opt | +2.85% | +0.15% | 1.14 | -1.98% | 13 | $102,853.34 |
| 13 | donchian_breakout_opt | +2.49% | +0.15% | 0.73 | -1.74% | 1 | $102,491.99 |
| 14 | macd_trend_opt | +2.27% | +0.15% | 0.47 | -4.14% | 11 | $102,269.48 |
| 15 | heikin_ashi_trend_opt | +2.25% | +0.15% | 0.36 | -5.80% | 5 | $102,245.79 |
| 16 | trend_strength_volatility_breakout_opt | +1.83% | +0.15% | 0.45 | -3.38% | 2 | $101,834.40 |
| 17 | intraday_volatility_breakout_opt | +1.74% | +0.15% | 12.89 | -1.58% | 2 | $101,744.90 |
| 18 | adaptive_vortex_trend_opt | +1.39% | +0.15% | 0.38 | -4.63% | 8 | $101,387.37 |
| 19 | ema_cross_bb_width_filter_opt | +1.24% | +0.15% | 1.39 | -4.97% | 2 | $101,237.70 |
| 20 | ema_cross_with_sizing_and_stop_opt | +1.19% | +0.15% | 1.01 | -6.97% | 1 | $101,185.50 |
| 21 | momentum_atr_trailing_stop_opt | +1.09% | +0.15% | 0.41 | -2.65% | 4 | $101,093.60 |
| 22 | ema_ppo_volume_trend_opt | +0.78% | +0.15% | 0.36 | -1.53% | 2 | $100,784.45 |
| 23 | volatility_scaled_breakout_opt | +0.41% | +0.15% | 0.22 | -1.63% | 2 | $100,408.19 |
| 24 | ema_cross_resistance_breakouts_opt | +0.23% | +0.15% | 0.78 | -1.43% | 1 | $100,225.21 |
| 25 | ema_atr_adx_opt | +0.22% | +0.15% | 0.16 | -1.20% | 1 | $100,217.54 |
| 26 | keltner_mean_reversion_opt | +0.11% | +0.15% | 0.08 | -1.35% | 1 | $100,110.82 |
| 27 | ultimate_oscillator_trend_opt | +0.00% | +0.15% | n/a | n/a | 0 | $100,000.00 |
| 28 | stochastic_trend_opt | +0.00% | +0.15% | n/a | n/a | 0 | $100,000.00 |
| 29 | vol_cluster_reversion_opt | +0.00% | +0.15% | inf | n/a | 0 | $100,000.00 |
| 30 | hurst_regime_ema_cross_opt | +0.00% | +0.15% | inf | n/a | 0 | $100,000.00 |
| 31 | ichimoku_cloud_opt | -0.12% | +0.15% | 0.03 | -7.70% | 4 | $99,882.64 |
| 32 | awesome_oscillator_divergence_opt | -0.82% | +0.15% | -0.23 | -3.11% | 1 | $99,181.43 |
| 33 | moving_average_slope_stop_opt | -0.93% | +0.15% | -0.13 | -6.89% | 6 | $99,065.90 |
| 34 | bollinger_squeeze_breakout_opt | -1.16% | +0.15% | -1.61 | -3.43% | 6 | $98,840.07 |
| 35 | volatility_cooling_atr_opt | -1.56% | +0.15% | -0.39 | -3.60% | 11 | $98,436.50 |
| 36 | triple_ema_sl_tp_opt | -1.64% | +0.15% | -0.87 | -2.89% | 1 | $98,357.63 |
| 37 | ema_stop_target_grid_opt | -3.02% | +0.15% | -0.32 | -9.35% | 2 | $96,980.22 |
| 38 | gmm_regime_filter_opt | -8.84% | +0.15% | -2.83 | -9.70% | 24 | $91,155.12 |
Equity Curve Gallery
regime_switching_trend_opt+10.64%
obv_momentum_stop_target_opt+7.04%
hilbert_bollinger_stop_target_opt+6.10%
ema_adx_cross_opt+5.84%
adaptive_momentum_squeeze_opt+3.69%
rsi_mean_reversion_opt+3.56%
trend_momentum_volume_rsi_opt+3.52%
bollinger_regime_adaptive_opt+3.38%
trend_volatility_breakout_opt+3.14%
zscore_mean_reversion_opt+2.93%
decision_tree_ema_ml_opt+2.85%
donchian_breakout_opt+2.49%
macd_trend_opt+2.27%
heikin_ashi_trend_opt+2.25%
trend_strength_volatility_breakout_opt+1.83%
intraday_volatility_breakout_opt+1.74%
adaptive_vortex_trend_opt+1.39%
ema_cross_bb_width_filter_opt+1.24%
ema_cross_with_sizing_and_stop_opt+1.19%
momentum_atr_trailing_stop_opt+1.09%
ema_ppo_volume_trend_opt+0.78%
volatility_scaled_breakout_opt+0.41%
ema_cross_resistance_breakouts_opt+0.23%
Failures recorded: 2. Source files: summary.csv, per_strategy_results/*.csv, and *_equity_vs_buy_hold.png.