Since 2022 Sort Finance

Support Resistance Bounce

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

25/ 100
Total Score
49of 53
Overall Rank
8of 9
In Mean Reversion
18,788
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on XRPUSDT · 1d (34 / 100) and lowest on ETHUSDT · 30m (14 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 25 / 100
Real Data 24 / 100
Resampled Data 26 / 100
Overall Rank Top 93% 49 of 53
Rank In Mean Reversion Top 89% 8 of 9
By Metric
Beats Hold Real 3 · Resampled 12 8 / 100
Risk Adjusted Real 17 · Resampled 17 17 / 100
Profitability Real 7 · Resampled 8 8 / 100
Win Rate Real 91 · Resampled 92 91 / 100
Fee Efficiency Real 63 · Resampled 63 63 / 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.