Since 2022 Sort Finance

WMA 20 50 Crossover

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

63/ 100
Total Score
4of 53
Overall Rank
4of 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 (82 / 100) and lowest on XRPUSDT · 1d (34 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 63 / 100
Real Data 66 / 100
Resampled Data 60 / 100
Overall Rank Top 8% 4 of 53
Rank In Trend Top 14% 4 of 29
By Metric
Beats Hold Real 73 · Resampled 76 75 / 100
Risk Adjusted Real 60 · Resampled 49 55 / 100
Profitability Real 85 · Resampled 67 76 / 100
Win Rate Real 39 · 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.