Since 2022 Sort Finance

WMA 20 50 200 Early 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

68/ 100
Total Score
3of 53
Overall Rank
3of 29
In Trend
13,612
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 (27 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 68 / 100
Real Data 69 / 100
Resampled Data 67 / 100
Overall Rank Top 6% 3 of 53
Rank In Trend Top 11% 3 of 29
By Metric
Beats Hold Real 71 · Resampled 83 77 / 100
Risk Adjusted Real 62 · Resampled 57 59 / 100
Profitability Real 88 · Resampled 79 84 / 100
Win Rate Real 45 · Resampled 42 43 / 100
Fee Efficiency Real 70 · Resampled 70 70 / 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.