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WMA 20 50 Proximity 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

44/ 100
Total Score
32of 53
Overall Rank
20of 29
In Trend
9,777
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 1d (92 / 100) and lowest on XRPUSDT · 1h (19 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 44 / 100
Real Data 43 / 100
Resampled Data 45 / 100
Overall Rank Top 61% 32 of 53
Rank In Trend Top 69% 20 of 29
By Metric
Beats Hold Real 24 · Resampled 43 34 / 100
Risk Adjusted Real 39 · Resampled 35 37 / 100
Profitability Real 46 · Resampled 38 42 / 100
Win Rate Real 66 · Resampled 65 65 / 100
Fee Efficiency Real 75 · Resampled 75 75 / 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.