Since 2022 Sort Finance

SMA 20 50 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

61/ 100
Total Score
7of 52
Overall Rank
7of 28
In Trend
16,426
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on ETHUSDT · 1d (82 / 100) and lowest on XRPUSDT · 1d (36 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 61 / 100
Real Data 65 / 100
Resampled Data 57 / 100
Overall Rank Top 14% 7 of 52
Rank In Trend Top 25% 7 of 28
By Metric
Beats Hold Real 66 · Resampled 69 68 / 100
Risk Adjusted Real 58 · Resampled 46 52 / 100
Profitability Real 87 · Resampled 64 76 / 100
Win Rate Real 45 · Resampled 42 43 / 100
Fee Efficiency Real 65 · Resampled 65 65 / 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.