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.

At A Glance

42/ 100
Total Score
33of 53
Overall Rank
21of 29
In Trend
20,211
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on DOGEUSDT · 4h (77 / 100) and lowest on ETHUSDT · 30m (15 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 42 / 100
Real Data 42 / 100
Resampled Data 41 / 100
Overall Rank Top 63% 33 of 53
Rank In Trend Top 73% 21 of 29
By Metric
Beats Hold Real 33 · Resampled 47 40 / 100
Risk Adjusted Real 42 · Resampled 34 38 / 100
Profitability Real 50 · Resampled 39 45 / 100
Win Rate Real 31 · Resampled 33 32 / 100
Fee Efficiency Real 61 · Resampled 61 61 / 100

Score By Symbol and Timeframe

? This strategy's total score, out of 100, on every symbol at every timeframe — one cell per run, on real history. The ALL row is the same strategy with every symbol held at once, as one basket.

Score By Market

? Each of the five scores the total is made of, out of 100, on real history — one bar per market, averaged over every bar size it trades there. ALL is the same strategy with every market held at once, as one basket.

Score By Bar Size

? The same five scores, out of 100, on real history — one bar per bar size, averaged over every market. The colours are the ones the equity chart gives the four bar sizes.