Since 2022 Sort Finance

Dual Momentum 90 252

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

54/ 100
Total Score
17of 53
Overall Rank
2of 10
In Momentum
27,035
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on BTCUSDT · 4h (83 / 100) and lowest on BNBUSDT · 30m (30 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 54 / 100
Real Data 56 / 100
Resampled Data 52 / 100
Overall Rank Top 33% 17 of 53
Rank In Momentum Top 20% 2 of 10
By Metric
Beats Hold Real 57 · Resampled 63 60 / 100
Risk Adjusted Real 54 · Resampled 45 50 / 100
Profitability Real 73 · Resampled 56 65 / 100
Win Rate Real 30 · Resampled 32 31 / 100
Fee Efficiency Real 56 · Resampled 57 56 / 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.