Since 2022 Sort Finance

WMA 20 50 Short 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

20/ 100
Total Score
53of 53
Overall Rank
29of 29
In Trend
19,626
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on DOGEUSDT · 4h (33 / 100) and lowest on BTCUSDT · 30m (10 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 20 / 100
Real Data 18 / 100
Resampled Data 23 / 100
Overall Rank Top 100% 53 of 53
Rank In Trend Top 100% 29 of 29
By Metric
Beats Hold Real 5 · Resampled 20 12 / 100
Risk Adjusted Real 16 · Resampled 18 17 / 100
Profitability Real 7 · Resampled 10 8 / 100
Win Rate Real 41 · Resampled 40 40 / 100
Fee Efficiency Real 62 · Resampled 59 60 / 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.