Since 2022 Sort Finance

ADX DMI Trend

How this strategy trades, what it scored, and the measurements the score was read from — every symbol and timeframe, on real and resampled history.

  1. From each bar's high and low, compute the 14-bar +DI and −DI — how much of the recent movement has been upward versus downward — and ADX, which measures how decisively one side is winning.
  2. Buy when +DI sits above −DI and ADX is above 25 at the same time: the direction is up and the move is strong enough to be a trend rather than noise inside a range.
  3. Sell when +DI crosses back below −DI. The exit deliberately does not wait on ADX — a fading ADX with price rolling over would otherwise strand the position.
Score
Total Score Mean Of Real And Resampled 42 / 100
Real Data 39 / 100
Resampled Data 45 / 100
Overall Rank Top 52% 27 of 52
Rank In Trend Top 65% 18 of 28
Score By Metric
Beats Hold Real 23 · Resampled 48 35 / 100
Risk Adjusted Real 42 · Resampled 41 41 / 100
Profitability Real 44 · Resampled 45 44 / 100
Win Rate Real 30 · Resampled 31 31 / 100
Fee Efficiency Real 66 · Resampled 66 66 / 100

Scores

The six scores the total is made of, one dataset at a time: how each stood as the run went on, and where each of them ended.

Source Metrics

The numbers those scores are read from, one dataset at a time: every trade as it happened, and where the run ended.