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WMA 20 50 ATR Trailing Stop

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

54/ 100
Total Score
19of 53
Overall Rank
16of 29
In Trend
19,641
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on ETHUSDT · 1d (81 / 100) and lowest on XRPUSDT · 1d (37 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 54 / 100
Real Data 58 / 100
Resampled Data 49 / 100
Overall Rank Top 36% 19 of 53
Rank In Trend Top 56% 16 of 29
By Metric
Beats Hold Real 55 · Resampled 58 57 / 100
Risk Adjusted Real 55 · Resampled 42 48 / 100
Profitability Real 75 · Resampled 50 63 / 100
Win Rate Real 40 · Resampled 37 38 / 100
Fee Efficiency Real 62 · Resampled 62 62 / 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.