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WMA 20 50 ADX Filtered

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

30/ 100
Total Score
39of 53
Overall Rank
26of 29
In Trend
4,730
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on XRPUSDT · 4h (64 / 100) and lowest on BTCUSDT · 1h (10 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 30 / 100
Real Data 26 / 100
Resampled Data 34 / 100
Overall Rank Top 74% 39 of 53
Rank In Trend Top 90% 26 of 29
By Metric
Beats Hold Real 11 · Resampled 30 21 / 100
Risk Adjusted Real 20 · Resampled 26 23 / 100
Profitability Real 16 · Resampled 22 19 / 100
Win Rate Real 37 · Resampled 40 39 / 100
Fee Efficiency Real 88 · Resampled 88 88 / 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.