Since 2022 Sort Finance

Williams R

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
50of 53
Overall Rank
9of 9
In Mean Reversion
34,196
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 4h (39 / 100) and lowest on XRPUSDT · 1h (13 / 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 95% 50 of 53
Rank In Mean Reversion Top 100% 9 of 9
By Metric
Beats Hold Real 4 · Resampled 14 9 / 100
Risk Adjusted Real 20 · Resampled 19 19 / 100
Profitability Real 10 · Resampled 11 11 / 100
Win Rate Real 92 · Resampled 92 92 / 100
Fee Efficiency Real 51 · Resampled 51 51 / 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.