Since 2022 Sort Finance

WMA 13 21 34 Stack

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

57/ 100
Total Score
12of 53
Overall Rank
11of 29
In Trend
32,134
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 1d (88 / 100) and lowest on BTCUSDT · 30m (15 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 57 / 100
Real Data 60 / 100
Resampled Data 54 / 100
Overall Rank Top 23% 12 of 53
Rank In Trend Top 38% 11 of 29
By Metric
Beats Hold Real 60 · Resampled 65 63 / 100
Risk Adjusted Real 56 · Resampled 46 51 / 100
Profitability Real 76 · Resampled 59 68 / 100
Win Rate Real 43 · Resampled 42 42 / 100
Fee Efficiency Real 52 · Resampled 52 52 / 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.