Since 2022 Sort Finance

WMA 20 200 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

62/ 100
Total Score
7of 53
Overall Rank
7of 29
In Trend
8,560
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 4h (82 / 100) and lowest on XRPUSDT · 1d (28 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 62 / 100
Real Data 64 / 100
Resampled Data 61 / 100
Overall Rank Top 14% 7 of 53
Rank In Trend Top 25% 7 of 29
By Metric
Beats Hold Real 69 · Resampled 78 74 / 100
Risk Adjusted Real 58 · Resampled 50 54 / 100
Profitability Real 80 · Resampled 65 73 / 100
Win Rate Real 27 · Resampled 28 28 / 100
Fee Efficiency Real 79 · Resampled 78 78 / 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.