Since 2022 Sort Finance

WMA 20 50 200 Short 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

22/ 100
Total Score
52of 53
Overall Rank
28of 29
In Trend
12,828
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on ETHUSDT · 30m (38 / 100) and lowest on DOGEUSDT · 1h (13 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 22 / 100
Real Data 20 / 100
Resampled Data 24 / 100
Overall Rank Top 99% 52 of 53
Rank In Trend Top 97% 28 of 29
By Metric
Beats Hold Real 5 · Resampled 19 12 / 100
Risk Adjusted Real 17 · Resampled 18 18 / 100
Profitability Real 9 · Resampled 11 10 / 100
Win Rate Real 40 · Resampled 36 38 / 100
Fee Efficiency Real 71 · Resampled 67 69 / 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.