Since 2022 Sort Finance

Price WMA 20 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.

  1. Compute the 20-bar weighted moving average of the close.
  2. Buy when the close crosses above the WMA — price is running ahead of its own recent weighted trend.
  3. Sell when the close crosses back below the WMA.
Score
Total Score Mean Of Real And Resampled 31 / 100
Real Data 31 / 100
Resampled Data 31 / 100
Overall Rank Top 72% 37 of 52
Rank In Trend Top 86% 24 of 28
Score By Metric
Beats Hold Real 22 · Resampled 34 28 / 100
Risk Adjusted Real 36 · Resampled 32 34 / 100
Profitability Real 40 · Resampled 34 37 / 100
Win Rate Real 12 · Resampled 12 12 / 100
Fee Efficiency Real 33 · Resampled 33 33 / 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.