Since 2022 Sort Finance

Green Candle Follow

How this strategy trades, what it scored, and the measurements the score was read from — every symbol and timeframe, on real and resampled history.

  1. Read each finished candle's body: it is green when the close is above the open, red when the close is below it.
  2. Buy on the next bar after a green candle. The candle has to close before its colour is known, so the entry is always one bar behind the signal — there is no way to act on the green bar itself.
  3. Sell on the next bar after the first red candle that follows. A doji, where close and open are equal, counts as neither and is skipped.
Score
Total Score Mean Of Real And Resampled 21 / 100
Real Data 19 / 100
Resampled Data 23 / 100
Overall Rank Top 97% 50 of 52
Rank In Momentum Top 100% 10 of 10
Score By Metric
Beats Hold Real 6 · Resampled 9 8 / 100
Risk Adjusted Real 19 · Resampled 23 21 / 100
Profitability Real 16 · Resampled 23 20 / 100
Win Rate Real 65 · Resampled 68 66 / 100
Fee Efficiency Real 16 · Resampled 16 16 / 100

Scores

The six scores the total is made of, one dataset at a time: how each stood as the run went on, and where each of them ended.

Source Metrics

The numbers those scores are read from, one dataset at a time: every trade as it happened, and where the run ended.