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CCI 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

56/ 100
Total Score
13of 53
Overall Rank
1of 10
In Momentum
27,245
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on BNBUSDT · 1d (84 / 100) and lowest on XRPUSDT · 30m (11 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 56 / 100
Real Data 58 / 100
Resampled Data 54 / 100
Overall Rank Top 25% 13 of 53
Rank In Momentum Top 10% 1 of 10
By Metric
Beats Hold Real 60 · Resampled 65 63 / 100
Risk Adjusted Real 54 · Resampled 45 49 / 100
Profitability Real 74 · Resampled 60 67 / 100
Win Rate Real 41 · Resampled 40 41 / 100
Fee Efficiency Real 55 · Resampled 55 55 / 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.