Since 2022 Sort Finance

MACD Zero Cross

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. Compute the MACD line: the 12-bar EMA minus the 26-bar EMA.
  2. Buy when it crosses above zero. Zero is where the two averages are equal, so this is the 12/26 EMA crossover written another way — the signal line plays no part.
  3. Sell when it crosses back below zero.
Score
Total Score Mean Of Real And Resampled 60 / 100
Real Data 62 / 100
Resampled Data 57 / 100
Overall Rank Top 18% 9 of 52
Rank In Trend Top 33% 9 of 28
Score By Metric
Beats Hold Real 67 · Resampled 73 70 / 100
Risk Adjusted Real 58 · Resampled 49 53 / 100
Profitability Real 83 · Resampled 70 76 / 100
Win Rate Real 27 · Resampled 26 26 / 100
Fee Efficiency Real 54 · Resampled 55 55 / 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.