Since 2022 Sort Finance

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.

  1. Compute the 20- and 50-bar weighted moving averages and the 22-bar average range.
  2. Buy when the 20-bar WMA crosses above the 50-bar.
  3. While in the trade, track the highest close since entry and trail a stop 3 average ranges below it — the stop only ever moves up.
  4. Sell on whichever comes first: the averages crossing back down, or price hitting the trailing stop — locking in profit on a sharp reversal without waiting for the slow averages to cross.
Score
Total Score Mean Of Real And Resampled 55 / 100
Real Data 55 / 100
Resampled Data 55 / 100
Overall Rank Top 24% 12 of 52
Rank In Trend Top 40% 11 of 28
Score By Metric
Beats Hold Real 45 · Resampled 58 52 / 100
Risk Adjusted Real 55 · Resampled 50 53 / 100
Profitability Real 69 · Resampled 62 66 / 100
Win Rate Real 39 · Resampled 37 38 / 100
Fee Efficiency Real 67 · Resampled 67 67 / 100

Scores

The six scores the total is made of, one dataset at a time: how each stood as the run went on, and where each of them ended.

Source Metrics

The numbers those scores are read from, one dataset at a time: every trade as it happened, and where the run ended.