Since 2022 Sort Finance

RSI Oversold Overbought

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

30/ 100
Total Score
43of 53
Overall Rank
5of 9
In Mean Reversion
5,018
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on XRPUSDT · 1d (71 / 100) and lowest on ETHUSDT · 30m (20 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 30 / 100
Real Data 31 / 100
Resampled Data 30 / 100
Overall Rank Top 82% 43 of 53
Rank In Mean Reversion Top 56% 5 of 9
By Metric
Beats Hold Real 7 · Resampled 15 11 / 100
Risk Adjusted Real 24 · Resampled 20 22 / 100
Profitability Real 15 · Resampled 10 13 / 100
Win Rate Real 90 · Resampled 88 89 / 100
Fee Efficiency Real 86 · Resampled 86 86 / 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.