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Momentum WMA 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

26/ 100
Total Score
48of 53
Overall Rank
9of 10
In Momentum
115,717
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on ETHUSDT · 4h (60 / 100) and lowest on BTCUSDT · 30m (3 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 26 / 100
Real Data 26 / 100
Resampled Data 27 / 100
Overall Rank Top 91% 48 of 53
Rank In Momentum Top 90% 9 of 10
By Metric
Beats Hold Real 16 · Resampled 28 22 / 100
Risk Adjusted Real 27 · Resampled 25 26 / 100
Profitability Real 29 · Resampled 25 27 / 100
Win Rate Real 37 · Resampled 37 37 / 100
Fee Efficiency Real 30 · Resampled 30 30 / 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.