- 53
- Strategies
- 67
- Best
- 46
- Median
- 16
- Worst
Beats Hold
Risk Adjusted
Profitability
Win Rate
Fee Efficiency
By Category
- Trend n=29 49
- Breakout n=5 47
- Momentum n=10 40
- Mean reversion n=9 30
By Timeframe
- 4h n=742 53
- 1d n=742 51
- 1h n=742 40
- 30m n=742 33
By Market
- ETHUSDT n=424 51
- SOLUSDT n=424 49
- DOGEUSDT n=424 45
- ALL n=424 43
- BNBUSDT n=424 41
- BTCUSDT n=424 40
- XRPUSDT n=424 39
Best Strategy Per Symbol And Timeframe
How Scoring Works
Score = 0.25 Sbeats_hold + 0.35 Srisk + 0.20 Sprofit + 0.10 Swin + 0.10 Sfee
One 0–100 number per symbol × timeframe cell. Every strategy is run on every cell, on both real and resampled price history, and the total beside its name is this number averaged over all of them.
-
Beats Hold
25%
Of The Score
Shows whether the strategy was worth running at all. A strategy that cannot beat owning the asset over the same window is an expensive way to own the asset.
- Sbeats_hold = 1001 + e−log2 (Enet / Ehold)
-
Compares final net equity to what simply holding the asset would have returned over the same window, on an S-curve. Matching buy-and-hold scores 50, twice it 73, four times it 88; half of it scores 27. The curve flattens toward 0 and 100 but never reaches them, so a bigger lead always scores higher.
-
Risk Adjusted
35%
Of The Score
Shows what the return cost in volatility, which is what separates a steady strategy from a lucky one. It carries the most weight of the five.
- Srisk = 1001 + e1.8 − 2.2 · Sharpe
-
The rolling annualized Sharpe ratio at the last trade, on an S-curve: a Sharpe of 0 scores 14, about 0.8 scores 50, 2 scores 93. There is no ceiling, only less and less to gain: a Sharpe of 3 scores 99.
-
Profitability
20%
Of The Score
Shows how far the account actually grew, with no question of how it got there: the plain result a reader came for.
- Sprofit = 1001 + e2 − 0.8 log2 (Enet / E0)
-
How many times the starting cash multiplied, on a log scale bent into an S-curve: breaking even scores 12, doubling 23, about 5.7 times scores 50, 32 times scores 88. Losing money scores below 12, and further multiples keep adding, each a little less than the last.
-
Win Rate
10%
Of The Score
Shows how often the strategy was right. On its own it says little, since one large loss outweighs many small wins, which is why it is worth a tenth.
- Swin = 1001 + e(40 − W%) / 10
-
The share of trades that closed profitable, on an S-curve centred on 40%: winning 20% of trades scores 12, 40% scores 50, 60% scores 88, and the score keeps rising past that.
-
Fee Efficiency
10%
Of The Score
Shows how much of the result survives the exchange. This is where a strategy that changes its mind often loses what it made.
- Sfee = 100 (EnetEgross)2
-
The share of the fee-free (gross) result that survives after fees, squared: keeping the full gross result scores 100, keeping 70% of it scores 49, keeping half scores 25.