Since 2022 Sort Finance

High Watermark Momentum

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

48/ 100
Total Score
27of 53
Overall Rank
5of 10
In Momentum
1,546
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on DOGEUSDT · 4h (86 / 100) and lowest on XRPUSDT · 30m (28 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 48 / 100
Real Data 51 / 100
Resampled Data 44 / 100
Overall Rank Top 51% 27 of 53
Rank In Momentum Top 50% 5 of 10
By Metric
Beats Hold Real 34 · Resampled 42 38 / 100
Risk Adjusted Real 46 · Resampled 36 41 / 100
Profitability Real 57 · Resampled 33 45 / 100
Win Rate Real 53 · Resampled 50 51 / 100
Fee Efficiency Real 95 · Resampled 95 95 / 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.