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VWAP Cross

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

38/ 100
Total Score
35of 53
Overall Rank
23of 29
In Trend
94,719
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 1d (78 / 100) and lowest on DOGEUSDT · 30m (2 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 38 / 100
Real Data 39 / 100
Resampled Data 38 / 100
Overall Rank Top 67% 35 of 53
Rank In Trend Top 80% 23 of 29
By Metric
Beats Hold Real 37 · Resampled 48 42 / 100
Risk Adjusted Real 40 · Resampled 35 37 / 100
Profitability Real 52 · Resampled 42 47 / 100
Win Rate Real 18 · Resampled 19 18 / 100
Fee Efficiency Real 34 · Resampled 34 34 / 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.