How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.
The total, the five scores it is made of, and under each score the measurements it is read from: how each stood as the run went on, and where it ended.
65 57 / 100
Score = 0.25 Sbeats_hold + 0.35 Srisk + 0.20 Sprofit + 0.10 Swin + 0.10 Sfee
One 0–100 number per symbol × timeframe cell. Every strategy is run on every cell, on both real and resampled price history, and the total beside its name is this number averaged over all of them.
70 72 / 100
Sbeats_hold = clamp0100(50 + 25 log2EnetEhold)
Compares final net equity to what simply holding the asset would have returned over the same window. 50 is break-even; every doubling versus buy-and-hold adds 25 points.
The account after fees, trade by trade.
What holding the asset made over the same stretch: the hold the account is measured against.
58 46 / 100
Srisk = clamp0100(55 · Sharpe + 5)
A linear read on the rolling annualized Sharpe ratio at the last trade: 0 Sharpe scores 5, roughly 1.7 Sharpe maxes out the scale.
The account's annualized Sharpe ratio at each trade's close.
86 64 / 100
Sprofit = clamp0100(20 log2EnetE0)
How many times the starting cash multiplied, on a log scale: each doubling of capital is worth 20 points.
The account after fees, against the cash it started with.
Not in the formula: every trade's return added up rather than compounded.
25 28 / 100
Swin = clamp0100(2.5 (W% − 20))
The share of trades that closed profitable, rescaled so a 20% win rate scores 0 and a 60% win rate maxes out the scale.
The share of trades so far that closed in profit.
How many trades that share is taken over.
70 70 / 100
Sfee = clamp0100(Enet/Egross − 0.40.6 × 100)
The share of the fee-free (gross) result that survives after fees: 60% survival scores 0, keeping the full gross result scores 100.
The account with the fees taken and, fainter, without them.
Not in the formula: what the exchange took, which is the gap between net and gross above.