Since 2022 Sort Finance

MACD Signal Crossover

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

45/ 100
Total Score
31of 53
Overall Rank
19of 29
In Trend
56,023
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 1d (76 / 100) and lowest on BTCUSDT · 30m (5 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 45 / 100
Real Data 44 / 100
Resampled Data 46 / 100
Overall Rank Top 59% 31 of 53
Rank In Trend Top 66% 19 of 29
By Metric
Beats Hold Real 40 · Resampled 59 50 / 100
Risk Adjusted Real 42 · Resampled 38 40 / 100
Profitability Real 56 · Resampled 49 52 / 100
Win Rate Real 39 · Resampled 39 39 / 100
Fee Efficiency Real 41 · Resampled 41 41 / 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.