Since 2022 Sort Finance

Bollinger Band To Band

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

28/ 100
Total Score
45of 53
Overall Rank
6of 9
In Mean Reversion
16,265
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on BNBUSDT · 1h (49 / 100) and lowest on ETHUSDT · 30m (16 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 28 / 100
Real Data 27 / 100
Resampled Data 29 / 100
Overall Rank Top 85% 45 of 53
Rank In Mean Reversion Top 67% 6 of 9
By Metric
Beats Hold Real 4 · Resampled 14 9 / 100
Risk Adjusted Real 23 · Resampled 22 23 / 100
Profitability Real 14 · Resampled 12 13 / 100
Win Rate Real 87 · Resampled 90 88 / 100
Fee Efficiency Real 66 · Resampled 66 66 / 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.