Since 2022 Sort Finance

WMA 20 50 200 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

65/ 100
Total Score
3of 53
Overall Rank
3of 29
In Trend
12,452
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on DOGEUSDT · 4h (80 / 100) and lowest on XRPUSDT · 1d (27 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 65 / 100
Real Data 66 / 100
Resampled Data 64 / 100
Overall Rank Top 6% 3 of 53
Rank In Trend Top 11% 3 of 29
By Metric
Beats Hold Real 67 · Resampled 78 73 / 100
Risk Adjusted Real 61 · Resampled 54 58 / 100
Profitability Real 84 · Resampled 71 78 / 100
Win Rate Real 43 · Resampled 41 42 / 100
Fee Efficiency Real 72 · Resampled 72 72 / 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.